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[R] Help with constrained optimization

Vicky Landsman

2005-02-27

Replies:

Dear all,
I need an advice in the following problem.
I have to maximize two functions of the form f1(x)=f(y1,x,alpha1,beta1) and f2(x)=(y2,x,alpha2,beta2), the maximization is with respect to alpha1, alpha2, beta1, beta2. I can maximize each function separately using nlm.
The problem is that I have to add the constraint of the form g(alpha1)=g(alpha2).
The total number of parameters is approximately 30.
What is the best way to do it?
I am using R-1.9.1 on Windows XP.
Much thanks in advance for any suggestions,
Best regards,
Vicky Landsman.  
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