[R] EQUALITY constraints in 'constrOptim'
Thomas Lumley
tlumley at u.washington.edu
Thu Jan 3 16:59:11 CET 2008
On Thu, 3 Jan 2008, Shubha Vishwanath Karanth wrote:
> Does anybody know to introduce EQUALITY constraints in 'constrOptim'
> function?
>
You can't.
The optimizer in constrOptim requires a starting value in the *interior*
of the feasible region, and equality constraints mean there is no
interior.
-thomas
Thomas Lumley Assoc. Professor, Biostatistics
tlumley at u.washington.edu University of Washington, Seattle
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