[S] Non-Box Constraints with NLINMB

["Thomas J. Downing" <tdowning@valueline.com>]

Hello !

    I am trying to optimize a nonlinear function with four parameters
(a,b,c,d) where some parameters are constrained to be positive, which is

obviously easy to handle using nlminb.  However, I need to include a
constraint of the form:

       a + b < 1

Is is possible to handle this type of constraint with nlinmb, perhaps
via some sort of transformation ?


I use S-PLUS 4.0 for Windows.



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