Rsolnp-package: The Rsolnp package
Description
The Rsolnp package implements Y.Ye's general nonlinear augmented Lagrange multiplier
method solver (SQP based solver).Details
ll{
Package: Rsolnp
Type: Package
Version: 1.11
Date: 2011-07-15
License: GPL
LazyLoad: yes
Depends: stats, truncnorm
Suggests: multicore, snowfall
}References
Y.Ye, Interior algorithms for linear, quadratic, and linearly constrained non linear programming,
PhD Thesis, Department of EES Stanford University, Stanford CA.