[R] parameter-restrictions in OPTIM

From: Florian Staab <Florian.Staab_at_Uni-Osnabrueck.de>
Date: Mon 29 May 2006 - 20:08:59 EST


Hallo, I'm trying to optimize a function A which calls another function B internally.

This function A has got two input parameters, say a1 and a2.

Using OPTIM there ist no problem restricting these parameters:

0 <= a1 <= 1 and 0 <= a2 <= 1.

My problem is an additional restriction

0 <= a1+a2 <= 1.

I'd be grateful if you could show me an easy way to find a solution using OPTIM? If not, which other function is applicable?  

Thanks for your help,

Florian Staab      


Dipl.-Kfm. Florian Staab
Universität Osnabrück
Fachbereich Wirtschaftswissenschaften
Statistik / Empirische Wirtschaftsforschung

Rolandstr. 8 (Raum 208)
D-49069 Osnabrück
Tel: 0541-969-2756
Fax: 0541-969-12756
Email: florian.staab@uos.de
Homepage: http://nts4.oec.uni-osnabrueck.de/stat1/stat1.htm


 

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