Re: [R] Problem with optimization (constrOptim)

2010-04-29 Thread Nikhil Kaza
Ah..constrOptim is for linear inequality constraints. your ci is a matrix. it should be a vector. Nikhil On Apr 29, 2010, at 3:14 AM, Cz³owiek Kuba wrote: > Hi, > > You are right, my intention was to return a set of values and to > minimize them all in a multicriteria optimization problem

Re: [R] Problem with optimization (constrOptim)

2010-04-29 Thread Człowiek Kuba
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

Re: [R] Problem with optimization (constrOptim)

2010-04-28 Thread Nikhil Kaza
fr does not return a scalar. Nikhil On Apr 28, 2010, at 3:35 AM, Człowiek 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.

[R] Problem with optimization (constrOptim)

2010-04-28 Thread Człowiek Kuba
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 tra