Rsolnp2: Non-linear Programming with non-linear Constraints

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
MaintainerAlexios Ghalanos <alexios@4dscape.com>
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")

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Rsolnp2 documentation built on May 2, 2019, 5:11 p.m.