Re: [R] constrOptim and function with additional parameters?

From: Dimitris Rizopoulos <dimitris.rizopoulos_at_med.kuleuven.ac.be>
Date: Wed 14 Jul 2004 - 23:17:46 EST

Hi Marlene,

from the on-line help file of `constrOptim' you can see that the "..." argument is used for passing extra arguments to the `optim' function and not in the function being optimized under constraints.

A simple solution would be to pass the value of the extra argument directly to the function definition e.g., `fr(x, a=100)'. Otherwise you could create a new version of `constrOptim' that passes the "..." to the function being optimized and `optim'

I hope this helps.

Best,
Dimitris



Dimitris Rizopoulos
Doctoral Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium

Tel: +32/16/396887
Fax: +32/16/337015
Web: http://www.med.kuleuven.ac.be/biostat/
     http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm



>
> How can I use a function with some additional input parameters
> in constrOptim? For example, something like
>

> fr <- function(x,a) { ## Rosenbrock Banana function

> x1 <- x[1]

> x2 <- x[2]

> a * (x2 - x1 * x1)^2 + (1 - x1)^2
> }
>

> where the optimum is to be found w.r.t. x. Calling

> optim(c(-1.2,1), fr, NULL, a=100) works as expected, but I fail

> to provide the a=100 in the constrained case:
>

> > constrOptim(c(-1.2,0.9), fr, NULL, ui=rbind(c(-1,0),c(0,-1)),

> ci=c(-1,-1),a=100)

> Error in f(theta) : Argument "a" is missing, with no default

>
> Is this a bug or is there a different solution that I miss here?
>
> TIA, Marlene
>
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R-help@stat.math.ethz.ch mailing list
https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Jul 14 23:28:48 2004

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