Sorry i Mean 900x1 not 3x900 below dre968 wrote: > > Trying to use constrOptim to minimize the sum of squared deviations. I > put the objective function in as: sum((x %*% Y - Z)^2) so i'm trying to > get values for x to minimize the sum of the squared deviations between the > product of x and Y and Z. > > Anyways i have no problem using this when x is a 3x1 test variable. it > works great with the constraints and everything. when i actually use it > on my data x is 3x900 or so and it wont optimize it just gives me back my > initial guess....this is the output i'm getting: > > $value > [1] 22.7438 > > $counts > function gradient > 906 NA > > $convergence > [1] 1 > > $message > NULL > > $outer.iterations > [1] 1 > > $barrier.value > [1] 1.381551e-06 > > this is definitely not the right answer and it is just spitting back my > initial guess back. > > Any ideas? are there limits as to how big the variables can be for this > function? >
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