Re: [R] Constrainted Nonlinear Optimization - lack of convergence

From: mcgrete <mcgrete.drs_at_gmail.com>
Date: Fri, 20 May 2011 06:30:25 -0700 (PDT)

Hello all,

I did find a bug in coding my cost function; I have only run a few examples to verify it works properly, but this appears to have solved most of my questions.

I did find that some of my inequality constraints are not met, e.g. if z1=0; z2=0 are two equality constraints, often the code converges with z1~-1e-6, z2~-1e-8. For the few examples that I have run, this does not appear to have caused a problem. I will try and use z1-1e-4=0 or similar to see if this helps.

Tim

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Received on Fri 20 May 2011 - 14:28:02 GMT

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