[R] linear constraint optim with bounds/reparametrization
Thomas Lumley
tlumley at u.washington.edu
Mon Aug 9 18:56:05 CEST 2004
On Mon, 9 Aug 2004, Spencer Graves wrote:
> Hi, Tom:
>
> Why is adding "a multiple of log(A*theta-c) to the objective
> function ... a really bad idea as a way of faking equality constraints"?
Because it is infinite everywhere on the feasible set: log(0)?
It's fine to add constraints to the problem, but these aren't sensible
constraints for that purpose.
-thomas
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