[R] box-constrained

[Paul Smith]

On Mon, Mar 10, 2008 at 4:02 PM, Gustave Lefou <gustave5000 at gmail.com> wrote:
> It is just a negative log-likelihood with two parameters belonging to [0,1]
> and [0,Inf].
>
> constrOptim is valid for all linear inequality constraints. My constraints
> (box-constrained) are as simple as possible, but maybe the methods used by
> constrOptim are useful too. My question is whether constrOptim is useful for
> boundary problems, or if optim is sufficient for box-constrained
> optimization.

Gustave,

It would be useful if you gave us a concrete function (with its
functional form defined) as an example.

Paul






> 2008/3/10, Paul Smith <phhs80 at gmail.com>:
> >
> >
> >
> > On Sun, Mar 9, 2008 at 9:10 PM, Gustave Lefou <gustave5000 at gmail.com>
> wrote:
> > >  I have another question.
> > >
> > >  I have seen there is a function called "constrOptim" in R.
> > >
> > >  Is it better than "optim", for example to optimize a function f of two
> > >  parameters belonging to [0,1] and [0,Infinity] ? Do the methods
> > >  supplied like Nelder-Mead are better than those of optim ?
> >
> > Could you please give us a concrete example of what you are trying to
> optimize?
> >
> > Paul
> >
> >
> > ______________________________________________
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> > and provide commented, minimal, self-contained, reproducible code.
> >
>
>