Dear R list,
I use the constrOptim to maximize a function with four constriants but the
answer does not leave from the starting value and there is only one outer
iteration. The function is defined as follows:
tm<-function(p){
p1<-p[1]; p2<-p[2]; p3<-p[3];
p4<-1-p1-p2-p3;
p1*p2*p3*p4}
##the constraints are p1>=0; p2>=0; p3>=0 and p4>=0 i.e. p1+p2+p3<=1
start<-c(0.9999991,0.0000001,0.0000001)
dev<-rbind(diag(3),-diag(3),rep(-1,3))
bvec<-c(rep(0,3),rep(-1,4))
constrOptim(start,tm,NULL,ui=dev,ci=bvec,control=list(maxit=10000))
Am i missing something obviously that cause the problem or there is some bugs
in constrOptim. Could you please help me out
Cheers
Wenwen
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