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

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

View on R-Forge

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.