[R] 'initial value not feasible' in constrOptim

[Ingmar Visser]

Hi,

On Sep 7, 2007, at 11:00 PM, Yuchen Luo wrote:
> constrOptim(c(0.5,0.3,0.5), fit.error, fit.error.grr,  
> ui=-1*ui,ci=-1*ci)
>
> and I am confronted with error message "initial value not feasible"
>
> I plug in the initial value of (0.5,0.3,0.5) to function fit.error and
> fit.error.grr and have pretty reasonable result.

That doesn't mean the constraint is satisfied, which depends on the  
values of ui and ci
but they are not provided so it's hard to tell where the problem is.

hth, Ingmar

> I inequality "ui %*% theta
> - ci >= 0" as suggested in the R manual and it is satisfied. In  
> case that
> this is a typo of the manual, I let ui=-ui and ci=-ci and try  
> constrOptim
> again but the same warning message pops up.
> Could you please point me a way out of this?
>
> I am actually trying to translate a fortran code to R and the  
> function I
> want to replace is DBCPOL, which used 'the complex method"  
> described in
> Nelder and Mead (1965) and Gill et al. (1981). I believe contrOptim is
> better than it because it is newer, is it?
>
> Best Wishes
> Yuchen Luo
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting- 
> guide.html
> and provide commented, minimal, self-contained, reproducible code.