Ravi Varadhan wrote:
>
> ....
> require(BB)
>
> f2 <- function(x) {
> f <- rep(NA, length(x))
> f[1] <- 1 + 2 * x[1] * x[3] # x[3] is the Lagrangian multiplier
> f[2] <- 1 + 2 * x[2] * x[3]
> f[3] <- x[1]^2 + x[2]^2 - 1 # the equality constraint
> f
> }
>
>
You can also try my package "nleqslv" for solving systems of non linear
equations (using Broyden or Newton with a selection of global strategies).
library(nleqslv)
xinit <- rep(1,3) # or rep(0,3) for a singular start
nleqslv(xinit,f2,control=list(trace=1)) # f2 defined as above
(You don't need the trace=1; but especially when doing first explorations of
a system it can come in handy).
Berend
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