[R] having problems with constrOptim
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 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] having problems with constrOptim
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,]10000 [2,]01000 [3,]00100 [4,]00010 [5,]00001 [6,] -10000 [7,]0 -1000 [8,]00 -100 [9,]000 -10 [10,]0000 -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 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Ingmar Visser Department of Psychology, University of Amsterdam Roetersstraat 15, 1018 WB Amsterdam The Netherlands http://users.fmg.uva.nl/ivisser/ tel: +31-20-5256735 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] having problems with constrOptim
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,]10000 [2,]01000 [3,]00100 [4,]00010 [5,]00001 [6,] -10000 [7,]0 -1000 [8,]00 -100 [9,]000 -10 [10,]0000 -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 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
