[R] Stuck using constrOptim

[Ravi Varadhan]

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Ravi.
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Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology 

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan at jhmi.edu

Webpage:  http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html

 

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-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of dre968
Sent: Thursday, April 23, 2009 3:20 PM
To: r-help at r-project.org
Subject: [R] Stuck using constrOptim


Trying to use constrOptim to minimize the sum of squared deviations.  I put
the objective function in as: sum((x %*% Y - Z)^2) so i'm trying to get
values for x to minimize the sum of the squared deviations between the
product of x and Y and Z.  

Anyways i have no problem using this when x is a 3x1 test variable.  it
works great with the constraints and everything.  when i actually use it on
my data x is 3x900 or so and it wont optimize it just gives me back my
initial guess....this is the output i'm getting:

$value
[1] 22.7438

$counts
function gradient 
     906       NA 

$convergence
[1] 1

$message
NULL

$outer.iterations
[1] 1

$barrier.value
[1] 1.381551e-06

this is definitely not the right answer and it is just spitting back my
initial guess back.  

Any ideas?  are there limits as to how big the variables can be for this
function?
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