[R] constrOptim - error: initial value not feasible

[Herb]

Hello at all,

working with a dataset I try to optimize a non-linear function with
constraint.

test<-read.csv2("C:/Users/Herb/Desktop/Opti/NORM.csv")

fkt<- function(x){
a<-c(0)
s<-c(0)
#Minimizing square error
for(j in 1:107){
s<-(test[j,2] - (x[1] * test[j,3]) - (x[2] * test[j,4]) - (x[3]*test[j,5]) -
(x[4]*test[j,6]) - (x[5]*test[j,7]))^2
a<- a+s}
a<-as.double(a)
return(a)}

constrOptim(c(0,0,0.5,0,0.5), fkt, NULL, ui=rbind(c(1,1,1,1,1)), ci=c(1)

It works perfekt in the previews way, adding a second constraint, to
simulize the equal to 1 constraint, it doesn't work anymore:

constrOptim(c(0,0,0.5,0,0.5), fkt, NULL,
ui=rbind(c(1,1,1,1,1),c(-1,-1,-1,-1,-1)), ci=c(1,-1))

the error message: initial value not feasible

Thats the structure of the data file:

test
          Date CPURNSA_2  SPTR_2 JNGWUS_2    CORP  FNAR_2   CRY_2
1   28.02.2001    0.0040 -0.0912  -0.0043 -0.0104  0.0098 -0.0181
2   31.03.2001    0.0023 -0.0634   0.0088 -0.0519  0.0078  0.0013
3   30.04.2001    0.0040  0.0777   0.0202  0.0202 -0.0052  0.0213
4   31.05.2001    0.0045  0.0067  -0.0358 -0.0256  0.0102  0.0194
5   30.06.2001    0.0017 -0.0243   0.0032 -0.0165  0.0045  0.0508
6   31.07.2001   -0.0028 -0.0098   0.0072 -0.0139  0.0280 -0.0234
7   31.08.2001    0.0000 -0.0626  -0.0270 -0.0151  0.0108  0.0275
8   30.09.2001    0.0045 -0.0808  -0.0283 -0.0458  0.0028 -0.0476
9   31.10.2001   -0.0034  0.0191  -0.0034 -0.0254  0.0220 -0.0320
	.
	.	
	.
107 31.12.2009   -0.0018  0.0193   0.0040  0.0216 -0.0100  0.0561



May be anyone can see the problem or has an idea?


Thanks in advance!
Herb 
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