[R] choosing constraints for function optim method="L-BFGS-B" whenthey are in terms of other parameter values

[Ingmar Visser]

Hi Tom,

I am not entirely sure what the problem, you haven't been very specific.
If you want general linear constraints on your parameters, ie linear combinations of 
parameters summing to some value, constrOptim may be of help.

hth, ingmar

Ingmar Visser
Developmental Processes Research Group
Department of Psychology
University of Amsterdam
http://users.fmg.uva.nl/ivisser/



-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch on behalf of Tom Stone
Sent: Mon 7/26/2004 4:57 PM
To: r-help at stat.math.ethz.ch
Subject: [R] choosing constraints for function optim method="L-BFGS-B" whenthey are in terms of other parameter values
 
I have a function of several variables which I wish to minimise over four
variables, two of the upper bounds for which are defined in terms of other
variables in the model over which minimisation will take place. I cannot
work out how to code this in such a way as to avoid getting an error message
when I run the code.

If anyone can provide any assistance I will be most grateful.

Best Regards

Tom Stone

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