The Rsolnp package
The Rsolnp package implements Y.Ye's general nonlinear augmented Lagrange multiplier method solver (SQP based solver).
| Package: | Rsolnp |
| Type: | Package |
| Version: | 1.15 |
| Date: | 2013-04-10 |
| License: | GPL |
| LazyLoad: | yes |
| Depends: | stats, truncnorm, parallel |
Alexios Ghalanos and Stefan Theussl
Y.Ye, Interior algorithms for linear, quadratic, and linearly constrained non linear programming, PhD Thesis, Department of EES Stanford University, Stanford CA.
Useful links