Hi,
I am testing code that is working successfully using constrOptim. I am
replacing constrOptim with other solvers to compare benefits and performance.
My belief was that, like constrOptim, auglag in the alabama package would
eliminate beta vectors that failed the constraints prior to calling the
objective
function. These betas are not only not in the solution space but also cause
chaos for my objective function.
I can see via debugging that hin is working correctly, but I am finding
that these beta vectors are being passed to the objective function. I am not
sure if this is
due to my ineptness or if it is doing so as planned. The auglag
documentation talks about applying penalties, so I assume it has examined the
vector coming out
of hin. I would be pleased to have input from those more knowledgeable
than me. If this is by design is there a flag variable available to be examined
by my
objective function. Currently, I am calling hin again within my objective
function - certainly not an optimum solution.
Thanks,
Roland DePratti
Graduate Student
Central Connecticut State University Data Science Program
Here is my inequality constraint logic:
X (constraint matrix) =
1 2 3 4 partyDem
1 -1 0 0 0 0
2 -1 0 0 0 -1
3 0 0 0 -1 0
4 0 0 0 -1 -1
5 0 -1 0 0 0
6 0 -1 0 0 -1
7 0 0 -1 0 0
8 0 0 -1 0 -1
9 0 0 0 -1 0
10 0 0 0 -1 -1
11 -1 0 0 0 0
12 -1 0 0 0 -1
13 0 -1 0 0 0
14 0 -1 0 0 -1
15 0 0 -1 0 0
16 0 0 -1 0 -1
17 -1 1 0 0 0
18 -1 1 0 0 0
19 0 -1 1 0 0
20 0 -1 1 0 0
21 0 0 -1 1 0
22 0 0 -1 1 0
hin <- function(par,X,Xa1,XaJ,Xaj1,Xaj2) {
out <- X %*% par
return(out)
}
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