Rsolnp2: Non-linear Programming with non-linear Constraints
Version 0.3

Non-linear Optimization Using Augmented Lagrange Multiplier Method Version for Rmetrics Portfolio Optimization. This package will become obsolete when the original package Rsolnp will be released to CRAN

Getting started

Package details

AuthorAlexios Ghalanos and Stefan Theussl, this port configured for portfolio optimization by Diethelm Wuertz
Date of publication2014-01-20 12:18:22
MaintainerAlexios Ghalanos <[email protected]>
LicenseGPL
Version0.3
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("Rsolnp2", repos="http://R-Forge.R-project.org")

Try the Rsolnp2 package in your browser

Any scripts or data that you put into this service are public.

Rsolnp2 documentation built on May 31, 2017, 2:56 a.m.