Rsolnp2: Non-linear Programming with non-linear Constraints

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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

Author
Alexios Ghalanos and Stefan Theussl, this port configured for portfolio optimization by Diethelm Wuertz
Date of publication
2014-01-20 12:18:22
Maintainer
Alexios Ghalanos <alexios@4dscape.com>
License
GPL
Version
0.3

View on R-Forge

Man pages

solnp2
Nonlinear optimization using augmented lagrange method.
solnp2NLP
Solve constrained nonlinear minimization problem
sonlp2Control
Control variables for Rsolnp2

Files in this package

Rsolnp2/DESCRIPTION
Rsolnp2/IMPORTANT
Rsolnp2/NAMESPACE
Rsolnp2/R
Rsolnp2/R/solnp2.R
Rsolnp2/R/solnp2Control.R
Rsolnp2/R/solnp2NLP.R
Rsolnp2/inst
Rsolnp2/inst/doc
Rsolnp2/inst/doc/license_issues.txt
Rsolnp2/inst/doc/nlpTestFunctions.R
Rsolnp2/inst/doc/solnp.pdf
Rsolnp2/man
Rsolnp2/man/solnp2.Rd
Rsolnp2/man/solnp2NLP.Rd
Rsolnp2/man/sonlp2Control.Rd