[R] IRLS or other iteratively re weighted optimization algorithms with constraints in R

[David Winsemius]

On Oct 6, 2009, at 12:14 PM, Corrado wrote:

> Dear list,
>
> is there an iterative re weighted least square based algorithm or  
> any or other
> iteratively re weighted optimisation algorithms for non linear (and  
> possibly
> non parametric) optimisation problems with constraints available in R?

Have you looked in the suggestively named Task View yet?

http://cran.r-project.org/web/views/

http://cran.r-project.org/web/views/Optimization.html

--

David Winsemius, MD
Heritage Laboratories
West Hartford, CT