Re: [R] Problem with constrained optimization with maxBFGS

2011-05-13 Thread peter dalgaard
On May 13, 2011, at 00:15 , Prof. John C Nash wrote: > Is this a homework problem in finding the largest eigensolution of W? > Not as stated. It said "sum D = 1", not "sum D^2 =1". With a linear constraint, it looks like weighted least squares, but then you should be minimizing, not maximizin

Re: [R] Problem with constrained optimization with maxBFGS

2011-05-12 Thread Prof. John C Nash
Is this a homework problem in finding the largest eigensolution of W? If not, I'd be trying to maximize (D' W D)/ (D' D) using (n-1) values of D and setting one value to 1 -- hopefully a value that is not going to be zero. JN > > Date: Wed, 11 May 2011 17:28:54 -0300 > From: Leonardo Monaste