Hi,
You are right, my intention was to return a set of values and to minimize
them all in a multicriteria optimization problem.
The interesting thing is that when I actually used scalar return of this
function, by minimizing sum of squares in this form:
--------------------
fr <- function(z) {
t(z%*%matrix(c(2,5,6), 3,1)-matrix(c(5,4,2), 3,1))%*%(z%*%matrix(c(2,5,6),
3,1)-matrix(c(5,4,2), 3,1))
}
constrOptim((matrix(c(0,0,0,0,0,0,0,0,0),3,3)), fr)
or
nlm(fr, matrix(c(0,0,0,0,0,0,0,0,0),3,3))
----------------------
the function also returned non-comformable error.
Kind regards
Jacob
2010/4/29 Nikhil Kaza <nikhil.l...@gmail.com>
>
> fr does not return a scalar.
>
>
> Nikhil
>
>
>
> On Apr 28, 2010, at 3:35 AM, Cz³owiek Kuba wrote:
>
> Hello,
>>
>> I have the following problem:
>> I have a set of n matrix equations in the form of :
>> [b1] = [A] * [b0]
>> [b2] = [A] * [b1]
>> etc.
>> vertical vectors [b0], [b1], ... are GIVEN. We try to estimate matrix A.
>> As
>> there are many equations (more than cells in matrix A) the system has no
>> solutions.
>> A is transition matrix (stochastic matrix) or markov process, so the sum
>> of
>> each row = 1 and each entry is probability (aij in <0;1>). I tried to
>> estimate A by using constrOptim the following way, but apparently it won't
>> work on matrices.
>>
>> fr <- function(x) {
>> x%*%matrix(c(2,5,6), 3,1)-matrix(c(5,4,2), 3,1)
>> x%*%matrix(c(6,2,3), 3,1)-matrix(c(1,1,1), 3,1)
>> x%*%matrix(c(6,1,2), 3,1)-matrix(c(3,4,1), 3,1)
>> }
>> constrOptim(matrix(c(0.5,0.4,0.1,0.2,0.3,0.5,0.5,0.2,0.3),3,3), fr, NULL,
>> ui=matrix(c(1,0,0,0,1,0,0,0,1),3,3), ci=matrix(c(-.00001
>> ,-.00001,-.00001,-.00001,-.00001,-.00001,-.00001,-.00001,-.00001),3,3))
>>
>> It produces the following error:
>> "Error in ui %*% theta : non-conformable arguments"
>>
>> Kind regards and thanks for help
>> Jacob
>>
>> [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> R-help@r-project.org mailing list
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>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html>
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
>
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