Hello list reader, I am trying to form some constraints for an optimization I am working on. I think I have understand the use of the constraints in matrix form. I use them like:
constr_mat<- -diag(2) constr_vec<- rep(-0.05,2) constr_mat<- rbind(constr_mat, diag(2)) constr_vec<- c(constr_vec, rep(-1, 2)) To get parameters in the interval [-1, 0.05]. (And this works so far) Now I would like to formulate a constraint like Sum(Abs(x_i))<=limit But I have no idea how I could get such a condition by using the matrix constraint formulation. I have already searched the help, web and all searchable R resources I could find, but got no helping result. Is constrOptim the right function to use? Maybe you can give me a hint or can point me to a good description of constraint handling. Greetings and thanks in advance, Benjamin Benjamin B. Hamburg, Germany ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
