Dear R wizards: I am playing (and struggling) with the example in the
constrOptim function. simple example. let's say I want to constrain my
variables to be within -1 and 1. I believe I want a whole lot of
constraints where ci is -1 and ui is either -1 or 1. That is, I have 2*N
constraints. Should the following work?
N=10
x= rep(1:N)
ci= rep(-1, 2*N)
ui= c(rep(1, N), rep(-1, N))
constrOptim( x, f, NULL, ui, ci, method="Nelder-Mead");
actually, my suggestions would be to give an example in the constrOptim docs
where the number of constraints is something like this example. the current
ones have 2*2 constraints, so it is harder to figure out the appropriate
dimensions for different cases by extending the examples. on another note,
the "non-conformable arguments" error could be a little more informative,
telling the end user what the two incompatible dimensions actually are.
this is not hard to find out by hand, but it would still be useful.
regards,
/iaw
--
Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com)
[[alternative HTML version deleted]]
______________________________________________
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.
