[R] optimization problem with linear constraints
Kathie
kathryn.lord2000 at gmail.com
Mon Feb 15 04:41:46 CET 2010
Dear R users,
I need some advises on how to use R to optimize this function with the
following constraints.
f(x1,x2,x3,y1,y2,y3,)
= gamma(x1+x2-1)/{gamma(x1)*gamma(x2)} * y1^(x2-1) * y2^(x1-1)
+ gamma(x1+x3-1)/{gamma(x1)*gamma(x3)} * y1^(x3-1) * y3^(x1-1)
+ gamma(x2+x3-1)/{gamma(x2)*gamma(x3)} * y2^(x3-1) * y3^(x2-1)
s.t
0 < x1
0 < x2
0 < x3
1 < x1+x2
1 < x1+x3
1 < x2+x3
0 < y1
0 < y2
0 < y3
I've tried "constrOptim", but I got several errors; e.g. " value out of
range in 'gammafn'", etc.
Is there any other built-in functions or something for these constraints??
Any suggestion will be greatly appreciated.
Regards,
Kathryn Lord
--
View this message in context: http://n4.nabble.com/optimization-problem-with-linear-constraints-tp1555718p1555718.html
Sent from the R help mailing list archive at Nabble.com.
More information about the R-help
mailing list