[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 
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