Hi, I am a beginner of R. There is a question about constraint minimization. A function, y=f(x1,x2,x3....x12), needs to be minimized. There are 3 requirements for the minimization:
(1) x2+x3+...+x12=1.5 (x1 is excluded); (2) x1=x3=x4; (3) x1, x3 and x5 are in the range of -1~0, respectively. The rest variables (x2, x4, x6, x7, ...., x12) are in the range of 0~1, respectively. The "optim" function is used. And part of my input is as follow, where "xx1r" represents the x12: xx1r=1.5-x[2]-x[1]-x[1]-x[3]-x[4]-x[5]-x[6]-x[7]-x[8]-x[9] start=rnorm(9) up=1:9/1:9*1 lo=1:9/1:9*-1 out=optim(start,f,lower=lo,upper=up,method="L-BFGS-B",hessian=TRUE, control=list(trace=6,maxit=1000)) There are two problems in this input. the "up" and "lo" only define a range of -1~1 for x1 to x11, which can not meet the requirement (3). In addition, there is not any constraint imposed on x12. I have no idea how to specify a matrix that can impose different constraints on individual variables in a function. Any suggestion is highly appreciated. Best, Hao -- View this message in context: http://r.789695.n4.nabble.com/question-about-constraint-minimization-tp3050880p3050880.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.