[R] parameter-restrictions in OPTIM

[Ingmar Visser]

You could reparametrize or use constrOptim,
Hth, Ingmar


> From: Florian Staab <Florian.Staab at Uni-Osnabrueck.de>
> Date: Mon, 29 May 2006 12:08:59 +0200
> To: <r-help at stat.math.ethz.ch>
> Subject: [R] parameter-restrictions in OPTIM
> 
> Hallo, I'm trying to optimize a function A which calls another function B
> internally.
> 
> This function A has got two input parameters, say a1 and a2.
> 
> Using OPTIM there ist no problem restricting these parameters:
> 
> 0 <= a1 <= 1 and 0 <= a2 <= 1.
> 
> My problem is an additional restriction
> 
> 0 <= a1+a2 <= 1.
> 
> I'd be grateful if you could show me an easy way to find a solution using
> OPTIM? 
> 
> If not, which other function is applicable?
> 
>  
> 
> Thanks for your help,
> 
> Florian Staab
> 
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>   _____  
> 
> Dipl.-Kfm. Florian Staab
> Universität Osnabrück
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> Statistik / Empirische Wirtschaftsforschung
> 
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