Ivo, Do you only have "box" constraints, i.e. upper and lower bounds on the parameters themselves? If so, you do not need to use `constrOptim'. You could use "L-BFGS-B" in `optim' or `nlminb' or `spg'.
You are mistaken about how `ui' is set up. It should be a matrix with dimension, Ni x p, where Ni is the number of inequality constraints and p is the number of parameters. So, in your case it should be a 2N x N matrix. Read the help carefully. Ravi. ---------------------------------------------------------------------------- ------- Ravi Varadhan, Ph.D. Assistant Professor, The Center on Aging and Health Division of Geriatric Medicine and Gerontology Johns Hopkins University Ph: (410) 502-2619 Fax: (410) 614-9625 Email: rvarad...@jhmi.edu Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h tml ---------------------------------------------------------------------------- -------- -----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of ivo welch Sent: Friday, September 11, 2009 4:21 PM To: r-help Subject: [R] constrOptim parameters Dear R wizards: I am playing (and struggling) with the example in the constrOptim function. simple example. let's say I want to constrain my variables to be within -1 and 1. I believe I want a whole lot of constraints where ci is -1 and ui is either -1 or 1. That is, I have 2*N constraints. Should the following work? N=10 x= rep(1:N) ci= rep(-1, 2*N) ui= c(rep(1, N), rep(-1, N)) constrOptim( x, f, NULL, ui, ci, method="Nelder-Mead"); actually, my suggestions would be to give an example in the constrOptim docs where the number of constraints is something like this example. the current ones have 2*2 constraints, so it is harder to figure out the appropriate dimensions for different cases by extending the examples. on another note, the "non-conformable arguments" error could be a little more informative, telling the end user what the two incompatible dimensions actually are. this is not hard to find out by hand, but it would still be useful. regards, /iaw -- Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com) [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
