[R] constrOptim with method = "L-BFGS-B"

[Thomas Lumley]

On Tue, 17 Jun 2008, lhaba wrote:

>
> Hi,
> i need to minimize a quadratic function with boundary condidtions and one
> equality condition.
> In order to do that i converted the equality constraint into 2 inequality
> constaints

You can't do that with constrOptim. constrOptim requires the interior of the feasible region be non-empty. As it says, the starting value must be in the interior of the feasible region, which you didn't do.

       -thomas


Thomas Lumley			Assoc. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle