On Wed, 1 Aug 2007, Joanne Lee wrote:
>
> The constraints on the optimization problem are:
> 1 - components of potentialargmin must add to 1.
> 2 - each potentialargmin component must be (weakly) positive and
> (weakly) less than 1.
> 3 - potentialargmin %*% c(1,2,3,4,5,6,7,8,9) = 4.5
>
constrOptim() is not good at equality constraints, so constraints 1 and 3
would be better expressed by reparametrization. There is no need to
constrain the parameters to be positive as the function already goes
infinite at zero. Finally, if the parameters are non-negative there is no
need to constrain them to be <=1, as this is implied by the first
constraint.
It might be interesting to find out if some automated Lagrange-multiplier
approach could be built into constrOptim() for equality constraints, but
it is not a high enough priority that I am likely to do it.
-thomas
Thomas Lumley Assoc. Professor, Biostatistics
[EMAIL PROTECTED] University of Washington, Seattle
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