Note your problem is equivalent to the unconstrained problem: f(a1^2 / (a1^2 + a2^2), a2^2 / (a1^2 + a2^2), x3, x4, a3^2, a4^2)
optimizing over a1, a2, a3, a4, x3, x4. See the optimization task view for specific functions: http://cran.r-project.org/web/views/Optimization.html On Sat, Oct 17, 2009 at 4:50 PM, kathie <kathryn.lord2...@gmail.com> wrote: > > Dear R users, > > I need some advises on how to use R to optimize a nonlinear function with > the following constraints. > > f(x1,x2,x3,x4,x5,x6) > > s.t > > 0 < x1 < 1 > 0 < x2 < 1 > 0 < x1+x2 < 1 > -inf < x3 < inf > -inf < x4 < inf > 0 < x5 < inf > 0 < x6 < inf > > Is there any built-in function or something for these constraint?? > > Any suggestion will be greatly appreciated. > > Regards, > > Kathryn Lord > -- > View this message in context: > http://www.nabble.com/optimization-problem-with-constraints...-tp25941686p25941686.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > 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. > ______________________________________________ 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.
