[R] constrOptim with method = "L-BFGS-B"

Thomas Lumley tlumley at u.washington.edu
Thu Jun 19 17:46:29 CEST 2008

On Tue, 17 Jun 2008, lhaba wrote:

> Hi,
> i need to minimize a quadratic function with boundary condidtions and one
> equality condition.
> In order to do that i converted the equality constraint into 2 inequality
> constaints

You can't do that with constrOptim. constrOptim requires the interior of the feasible region be non-empty. As it says, the starting value must be in the interior of the feasible region, which you didn't do.


Thomas Lumley			Assoc. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle

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