[R] constraints

Thomas Lumley tlumley at u.washington.edu
Mon May 23 15:56:45 CEST 2005


On Sun, 22 May 2005, Arne Henningsen wrote:
> constrOptim by two inequality constraints:
>   a - b >= 0
> and
>   b - a >= 0
> However, I guess that the solver prefers the first way ;-)

It is not possible.  The starting value must be in the interior of the 
feasible region (because the constraints are implemented with log 
barriers).  This approach gives a feasible region with no interior.

 	-thomas




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