[Rd] constrained optimiser doesn't obey constraints (PR#411)

Prof Brian D Ripley ripley@stats.ox.ac.uk
Fri, 4 Feb 2000 18:46:18 +0000 (GMT)

Your example seems not valid R (it gives me syntax errors, and with the use
of _ with no space around is completely unreadable to me: I suspect some
lines got split in the wrong place), so I can't run it.  However, I think
the problem is that you

1) Are not supplying derivatives
2) Have a non-differentiable function over the space.
3) Started too near the boundary (the finite-difference step is 1e-3,
by default).

and so the finite-difference code is not obeying the constraints.
Really you need either to supply derivatives or have a differentiable
function over a region a little larger than the constraints.

It should be possible to write the finite-difference code only to 
step into the region: do you want to do it?

Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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