[R] parameter-restrictions in OPTIM

Ingmar Visser I.Visser at uva.nl
Mon May 29 15:57:44 CEST 2006


You could reparametrize or use constrOptim,
Hth, Ingmar


> From: Florian Staab <Florian.Staab at Uni-Osnabrueck.de>
> Date: Mon, 29 May 2006 12:08:59 +0200
> To: <r-help at 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 at uos.de
> Homepage: http://nts4.oec.uni-osnabrueck.de/stat1/stat1.htm
> 
>   _____  
> 
>  
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> 
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