[R] choosing constraints for function optim method="L-BFGS-B" when they are in terms of other parameter values

From: Tom Stone <stone_at_stats.ox.ac.uk>
Date: Tue 27 Jul 2004 - 00:57:54 EST


I have a function of several variables which I wish to minimise over four variables, two of the upper bounds for which are defined in terms of other variables in the model over which minimisation will take place. I cannot work out how to code this in such a way as to avoid getting an error message when I run the code.

If anyone can provide any assistance I will be most grateful.

Best Regards

Tom Stone



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