[R] Error using constrOptim in constraint definition

William Dunlap wdunlap at tibco.com
Fri Dec 7 23:57:51 CET 2012


Try setting
   options(error=recover)
before the offending call to constrOptim.  When you hit the error you
can inspect the objects in constrOptim that cause the problem.  E.g.,

> constrOptim(theta=1:3, f=function(x)sum((x-1.5)^2), grad=function(x)2*(x-1.5), ui=cbind(c(1,1,1), c(1.75,1.3,2)), ci=c(1.1,1.1,1.1))  
Error in ui %*% theta : non-conformable arguments

Enter a frame number, or 0 to exit   

1: constrOptim(theta = 1:3, f = function(x) sum((x - 1.5)^2), grad = function(x) 2 * (x - 1.5), ui = cbind(c(1, 1, 1), c(1.75, 1.3, 2)), ci = c(1.1, 1.1, 1.1))

Selection: 1
Called from: top level 
Browse[1]> str(ui)
 num [1:3, 1:2] 1 1 1 1.75 1.3 2
Browse[1]> str(theta)
 int [1:3] 1 2 3

Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com


> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf
> Of Stefano de Pretis
> Sent: Friday, December 07, 2012 1:23 PM
> To: r-help at r-project.org
> Subject: [R] Error using constrOptim in constraint definition
> 
> Hello,
> 
> I'm trying to run constrOptim. It returns to me an error about the fact that constraints
> arguments (ui and ci) are non compatibles:
> 
> > optout= constrOptim(startparams, f=ImpulseSS, grad=grImpulse, ui=UI, ci=CI,
> data=gexp[k,], t=t)
> 
> Error in ui %*% theta : non-conformable arguments
> 
> I would like to point out that I can calculate that product in the command line:
> 
> > UI %*% startparams
>                [,1]
>  [1,]  2.297217e+05
>  [2,]  1.699765e+05
>  [3,]  2.037806e+05
>  [4,]  6.535699e+00
>  [5,]  1.014253e+01
>  [6,]  4.215988e+00
>  [7,] -2.297217e+05
>  [8,] -1.699765e+05
>  [9,] -2.037806e+05
> [10,] -6.535699e+00
> [11,] -1.014253e+01
> [12,] -4.215988e+00
> 
> In fact, dimensions of "UI" and "startparams" are compatible in terms of the scalar
> product:
> 
> > dim(UI)
> [1] 12  6
> > dim(as.matrix(startparams))
> [1] 6 1
> 
> Thanks in advance,
> 
> Stefano
> 	[[alternative HTML version deleted]]
> 
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