Re: [R] parameter-restrictions in OPTIM

From: Ingmar Visser <I.Visser_at_uva.nl>
Date: Mon 29 May 2006 - 23:57:44 EST


You could reparametrize or use constrOptim, Hth, Ingmar

> From: Florian Staab <Florian.Staab@Uni-Osnabrueck.de>
> Date: Mon, 29 May 2006 12:08:59 +0200
> To: <r-help@stat.math.ethz.ch>
> Subject: [R] parameter-restrictions in OPTIM
>
> 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
>
> _____
>
>
>
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html



R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue May 30 00:13:15 2006

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Tue 30 May 2006 - 02:10:25 EST.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.