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