Rsolnp-package

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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.

Aliases
  • Rsolnp-package
  • Rsolnp
Documentation reproduced from package Rsolnp, version 1.16, License: GPL

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