The Rsolnp package

Description

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

Details

Author(s)

Alexios Ghalanos and Stefan Theussl

References

Y.Ye, Interior algorithms for linear, quadratic, and linearly constrained non linear programming, PhD Thesis, Department of EES Stanford University, Stanford CA.

Results