On Tue, Oct 25, 2011 at 12:04 PM, Eliano <eliano.m.marq...@gmail.com> wrote:
> hi people,
>
> I'm trying to maximize this function:
>
> fn= function (x) {x[1]^2+5*x[2]^2}
>
> with this restriction
> fn1 = function (x) {x[1]+x[2] <=5}
>
> Can someone help me how to procedure this?
>
> I tried in the alabama and genoud package but i have problems with the
> setting of constrains.Your problem corresponds to a quadratic programming problem. Thus, you can solve it with the following package: http://cran.r-project.org/web/packages/quadprog/index.html Hope this helps you, Paul ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
