Your constraints are non-sensical. The only way for these constraints to be
satisfied is for two of the parameters to be 0 and the other two to be 1.
Please spend time to formulate your problem correctly, before imposing on
others' time.
Ravi
________________________________
From: Axel Urbiz [axel.ur...@gmail.com]
Sent: Sunday, February 10, 2013 3:16 PM
To: R-help@r-project.org; Ravi Varadhan
Subject: Constrained Optimization in R (alabama)
Dear List,
I'm trying to solve this simple optimization problem in R. The parameters are
the exponents to the matrix mm. The constraints specify that each row of the
parameter matrix should sum to 1 and their product to 0. I don't understand why
the constraints are not satisfied at the solution. I must be misinterpreting
how to specify the constrains somehow.
library(alabama)
ff <- function (x) {
mm <- matrix(c(10, 25, 5, 10), 2, 2)
matx <- matrix(x, 2, 2)
-sum(apply(mm ^ matx, 1, prod))
}
### constraints
heq <- function(x) {
h <- rep(NA, 1)
h[1] <- x[1] + x[3] -1
h[2] <- x[2] + x[4] -1
h[3] <- x[1] * x[3]
h[4] <- x[2] * x[4]
h
}
res <- constrOptim.nl(par = c(1, 1, 1, 1), fn = ff,
heq = heq)
res$convergence #why NULL?
matrix(round(res$par, 2), 2, 2) #why constraints are not satisfied?
Axel.
[[alternative HTML version deleted]]
______________________________________________
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.
