My understanding is that optim(method="L-BFGS-B") does box constraints
and constrOptim linear constraints. You want box.
On 17/06/09 17:51, Stu @ AGS wrote:
> Hi,
> [...]
>
>
> My goal is to feed these into constrOptim such that there is
> no constraint on theta[1] and that thet
Hi,
I am a bit stuck on specifying ui and ci.
I have read Lange's book ((1999) Numerical Analysis for Statisticians) to
his approach and unfortunately his descriptions were not helpful for me.
Here is what I have:
ui <- rbind(c(0, -1, 0), c(0, 0, -1))
ci <- c(0, -1, -1))
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