[R] nonlinear constrained optimization
Paul Smith
phhs80 at gmail.com
Wed Aug 20 19:57:18 CEST 2008
On Tue, Aug 19, 2008 at 8:12 PM, Hans W. Borchers <hwborchers at gmail.com> wrote:
> Please have a look at the 'Rdonlp2' package at <http://arumat.net/Rdonlp2/>.
> It provides non-linear optimization with nonlinear constraints.
Notwithstanding, be aware of the following limitation of Donlp2:
"If the problem is large and sparse, the package should not be used,
since DONLP2 treats all matrices as dense.",
according to what is written at
http://www-new.mcs.anl.gov/otc/Guide/SoftwareGuide/Blurbs/donlp2.html
Paul
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