Rsolnp-package
From Rsolnp v1.16
by Alexios Ghalanos
The Rsolnp package
The Rsolnp package implements Y.Ye's general nonlinear augmented Lagrange multiplier method solver (SQP based solver).
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.
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