Hi, What type of constraints do you have? If they are inequality constraints, you do not need to impose them using the lagrangian. You can specify them separately.
The help page does not say anything about equality constraints. The documentation on http://arumat.net/Rdonlp2 recommenda that you set the upper and lower limits to be equal to impose this. IN any case, you do not need to specify the lagrangian. Hope this helps, Ravi. ____________________________________________________________________ Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu ----- Original Message ----- From: Lars Bishop <lars...@gmail.com> Date: Friday, July 3, 2009 6:49 pm Subject: [R] Error using the Rdonlp2 Package To: r-help@r-project.org > Dear experts, > > I'm attempting to solve a constrained optimization problem using the > Rdonlp2 > package. > > I created a Lagrange function (L=f(x)-lambda(g(x)-c)), where x is a vector > of 16 parameters. This is what I'm using as objective function in the > code > below. In addition, I set bounds on these parameters (par.u and > par.l). When > I run the code, I get the error message shown below. Any idea why or > what > does it mean? > > Thanks in advance for your help! > > ans <- donlp2(par=rate0, fn=L,par.u=par.u, par.l=par.l) > > 1 fx= 2.869234e+08 upsi= 0.0e+00 b2n= 5.0e+08 umi= 0.0e+00 nr > 0 > si-1 > 2 fx= -2.111002e+09 upsi= 0.0e+00 b2n= 5.1e+08 umi= 0.0e+00 nr > 14 > si-1 > 3 fx= -5.961701e+09 upsi= 0.0e+00 b2n= 4.1e+08 umi= 0.0e+00 nr > 16 > si-1 > > *Error Message:* > > Error in tryCatchList(expr, classes, parentenv, handlers) : > SET_VECTOR_ELT() can only be applied to a 'list', not a 'character' > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > > PLEASE do read the posting guide > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ 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.
