Re: [R] constrOptim with method = "L-BFGS-B"

From: Thomas Lumley <tlumley_at_u.washington.edu>
Date: Thu, 19 Jun 2008 08:46:29 -0700 (PDT)


On Tue, 17 Jun 2008, lhaba wrote:

>

> Hi,
> i need to minimize a quadratic function with boundary condidtions and one
> equality condition.
> In order to do that i converted the equality constraint into 2 inequality
> constaints

You can't do that with constrOptim. constrOptim requires the interior of the feasible region be non-empty. As it says, the starting value must be in the interior of the feasible region, which you didn't do.

       -thomas

Thomas Lumley			Assoc. Professor, Biostatistics
tlumley_at_u.washington.edu	University of Washington, Seattle

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