Re: [R] equality constraint

From: Simon Wood <>
Date: Sat 22 Jul 2006 - 19:53:22 EST

> I would like to optimize a (log-)likelihood function subject to
> linear equality constraints in parameters. My function has eight
> parameters. The first one, third and fourth are greater than zero, the
> second one must be less than zero. The problem is that the last four must
> sum zero. Function constrOptim only fits inequality constraints.
> Is there an alternative to lead with this problem?


>- Simon Wood, Mathematical Sciences, University of Bath, Bath BA2 7AY >- +44 (0)1225 386603 mailing list PLEASE do read the posting guide and provide commented, minimal, self-contained, reproducible code. Received on Sat Jul 22 19:57:02 2006

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