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

AuthorAlexios Ghalanos and Stefan Theussl, this port configured for portfolio optimization by Diethelm Wuertz
Date of publication2014-01-20 12:18:22
MaintainerAlexios Ghalanos <alexios@4dscape.com>
LicenseGPL
Version0.3
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("Rsolnp2", repos="http://R-Forge.R-project.org")

Popular man pages

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

All man pages Function index File listing

Man pages

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

Functions

checkeq Source code
checkfun Source code
checkgrad Source code
checkhess Source code
checkineq Source code
checkpars Source code
cheqjaceq Source code
cheqjacineq Source code
emptyfun Source code
emptygrad Source code
emptyjac Source code
fdgrad Source code
fdjac Source code
neqlbfun Source code
neqlbjac Source code
ones Source code
report Source code
solnp2 Man page Source code
solnp2Control Man page Source code
solnp2NLP Man page Source code
solnpctrl Source code
solvecond Source code
subnp Source code
subnpmsg Source code
vnorm Source code
zeros Source code

Files

DESCRIPTION
IMPORTANT
NAMESPACE
R
R/solnp2.R
R/solnp2Control.R
R/solnp2NLP.R
inst
inst/doc
inst/doc/license_issues.txt
inst/doc/nlpTestFunctions.R
inst/doc/solnp.pdf
man
man/solnp2.Rd
man/solnp2NLP.Rd
man/sonlp2Control.Rd
Rsolnp2 documentation built on May 21, 2017, 1:03 a.m.

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