[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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