[R] What does it mean by "initial value not available"?

[Duncan Murdoch]

On 09/09/2007 7:01 AM, Yuchen Luo wrote:
> Dear friends.
> I use ConstrOptim( ) and got error message "initial value not available".
> My understanding of "initial value not available" is that one of the
> following 3 cases happens:
> 
> 1.The objective function is not well defined at the point of the initial
> value.
> 2. The differentiation of the objective function is not well defined at the
> point of the initial value.
> 3. The initial value violate the constrain of "ui %*% theta - ci >= 0"
> 
> But my situation does not belong to any of the above cases.
> 
> I have attached my code bellow and could you please help me take a look?

I haven't tried your code, but there's one obvious error:
...
> fit.error=function(rec,lambda,lbar)
> {sum((eval(apple)*1000-orange)^2/(orange^2))
> }

The function optimizes over the elements of the first parameter.  You've 
got two other parameters there, and I think you're trying to optimize 
over them as well.  Put them all into one vector.

The documentation for constrOptim doesn't make this as clear as it 
should; I'll clarify (by copying the docs from ?optim).

Duncan Murdoch

> 
> 
> fit.error.grr=function(rec,lambda, lbar)
> {drec=sum(eval(D(apple,'rec'))*(eval(apple)*1000-orange)/(orange^2))
> dlambda=sum(eval(D(apple,'lambda'))*(eval(apple)*1000-orange)/(orange^2))
> dlbar=sum(eval(D(apple,'lbar'))*(eval(apple)*1000-orange)/(orange^2))
> c(drec,dlambda,dlbar)
> }
> 
> 
> rr=c(4.33,4.22,4.27,4.43,4.43,4.44,4.45,4.65,4.77,4.77)
> tot=rep(13319.17,10)
> sh=rep(1553656,10)
> sigmae=c(0.172239074,0.188209271,0.193703774,0.172659891,0.164427247,
> 0.24602361,0.173555309,0.186701165,0.193150456)
> ss=c(56.49,56.39,56.55,57.49,57.37,55.02,56.02,54.35,54.09)
> orange=rep(21.25,10)
> 
> constrOptim(c(0.5,0.3,0.5), fit.error, fit.error.grr, ui=ui,ci=ci)
> 
> 	[[alternative HTML version deleted]]
> 
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