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Rsolnp (version 1.16)

Rsolnp-package: The Rsolnp package

Description

The Rsolnp package implements Y.Ye's general nonlinear augmented Lagrange multiplier method solver (SQP based solver).

Arguments

Author

Alexios Ghalanos and Stefan Theussl

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.