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> Le 1 oct. 2015 à 15:17, Ravi Varadhan <ravi.varad...@jhu.edu> a écrit : > > I would recommend that you use auglag() rather than constrOptim.nl() in the > package "alabama." It is a better algorithm, and it does not require > feasible starting values. Thanks - that was one question I wanted to ask later. I will do so, Rainer > Best, > Ravi > > -----Original Message----- > From: Rainer M Krug [mailto:rai...@krugs.de] > Sent: Thursday, October 01, 2015 3:37 AM > To: Ravi Varadhan <ravi.varad...@jhu.edu> > Cc: 'r-help@r-project.org' <r-help@r-project.org> > Subject: Re: optimizing with non-linear constraints > > Ravi Varadhan <ravi.varad...@jhu.edu> writes: > >> Hi Rainer, >> It is very simple to specify the constraints (linear or nonlinear) in >> "alabama" . They are specified in a function called `hin', where the >> constraints are written such that they are positive. > > OK - I somehow missed the part that, when the values x are valid, i.e. in the > range as defined by the conditions, the result of hin(x) that they are all > positive. > >> Your two nonlinear constraints would be written as follows: >> >> hin <- function(x, LAI) { >> h <- rep(NA, 2) >> h[1] <- LAI^x[2] / x[3] + x[1] >> h[2] <- 1 - x[1] - LAI^x[2] / x[3] >> h >> } > > Makes perfect sense. > >> >> Please take a look at the help page. If it is still not clear, you can >> contact me offline. > > Yup - I did. But I somehow missed the fact stated above. > > I am using constrOptim() and constrOptim.nl() for a paper and am compiling a > separate document which explains how to get the constraints for the two > functions step by step - I will make it available as a blog post and a pdf. > > I might have further questions concerning the different fitting functions and > which ones are the most appropriate in my case. > > Thanks a lot, > > Rainer > > >> Best, >> Ravi >> >> Ravi Varadhan, Ph.D. (Biostatistics), Ph.D. (Environmental Engg) >> Associate Professor, Department of Oncology Division of Biostatistics >> & Bionformatics Sidney Kimmel Comprehensive Cancer Center Johns >> Hopkins University >> 550 N. Broadway, Suite 1111-E >> Baltimore, MD 21205 >> 410-502-2619 >> >> >> [[alternative HTML version deleted]] >> > > -- > Rainer M. Krug > email: Rainer<at>krugs<dot>de > PGP: 0x0F52F982 ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
