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

From: Ingmar Visser <I.Visser_at_uva.nl>
Date: Tue 27 Jul 2004 - 06:08:50 EST


Hi Tom,

I am not entirely sure what the problem, you haven't been very specific. If you want general linear constraints on your parameters, ie linear combinations of parameters summing to some value, constrOptim may be of help.

hth, ingmar

Ingmar Visser
Developmental Processes Research Group
Department of Psychology
University of Amsterdam
http://users.fmg.uva.nl/ivisser/

-----Original Message-----
From: r-help-bounces@stat.math.ethz.ch on behalf of Tom Stone Sent: Mon 7/26/2004 4:57 PM
To: r-help@stat.math.ethz.ch
Subject: [R] choosing constraints for function optim method="L-BFGS-B" whenthey are in terms of other parameter values  

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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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 Tue Jul 27 06:18:49 2004

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