[R] nonlinear constrained optimization

[Hans W. Borchers]

Paul Smith <phhs80 <at> gmail.com> writes:
> 
> Up to my best knowledge, R cannot deal with optimization problems with
> nonlinear constraints, unless one uses the penalty method. Outside R,
> Ipopt and Algencan can solve problems like yours, but one needs to
> program in AMPL and/or C/Fortran.
> 
> Paul
> 

Please have a look at the 'Rdonlp2' package at <http://arumat.net/Rdonlp2/>.
It provides non-linear optimization with nonlinear constraints.

For more information on advanced optimization procedures available in R take
a short trip to the Optimization Task View.

// Hans Werner Borchers