subtle... thanks, that works, appreciate it
Ingmar Visser wrote:
ui %*% theta - ci has to be larger than zero, and it is not:
ui=rbind(diag(5),-diag(5))
ui
[,1] [,2] [,3] [,4] [,5]
[1,] 1 0 0 0 0
[2,] 0 1 0 0 0
[3,] 0 0 1 0 0
[4,] 0 0 0 1 0
[5,] 0 0 0 0 1
[6,] -1 0 0 0 0
[7,] 0 -1 0 0 0
[8,] 0 0 -1 0 0
[9,] 0 0 0 -1 0
[10,] 0 0 0 0 -1
ci=c(0,0,0,-1,0,1,1,1,1,1)
ci
[1] 0 0 0 -1 0 1 1 1 1 1
x=c(0.400 ,0.200, 0.200,-0.050 ,0.002)
theta=x
ui %*% theta - ci
[,1]
[1,] 0.400
[2,] 0.200
[3,] 0.200
[4,] 0.950
[5,] 0.002
[6,] -1.400
[7,] -1.200
[8,] -1.200
[9,] -0.950
[10,] -1.002
try
ci
[1] 0 0 0 -1 0 -1 -1 -1 -1 -1
hth, ingmar
On 4/9/05 12:29 PM, "Tolga Uzuner" <[EMAIL PROTECTED]> wrote:
Hi,
Am having problems specifying lower and upper constraints in constrOptim...
I have a function(x)->f which takes a 5 vector array
the constraints on the elements of x are:
x[1],x[2],x[3],x[5]>0
x[4]>-1
x[1],x[2],x[3],x[4],x[5]<1
this works:
############
x
[1] 0.400 0.200 0.200 -0.050 0.002
optim(x,f)
$par
[1] 0.28630079 0.13583616 0.18752379 0.02231329 0.08640233
$value
[1] 0.0004999157
$counts
function gradient
230 NA
$convergence
[1] 0
$message
NULL
###########
but when I try to specify the constraints, I get this:
###########
constrOptim(x,f,grad=NULL,ui=rbind(diag(5),-diag(5)),ci=c(0,0,0,-1,0,1,1,1,1,1
))
Error in constrOptim(x, f, grad = NULL, ui = rbind(diag(5), -diag(5)), :
initial value not feasible
###########
What am I doing wrong ? As above, x=c(0.400 ,0.200, 0.200,-0.050 ,0.002)
Many thanks,
Tolga
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