[R] Constrained Optimization

[Uwe Ligges]

On 16.06.2011 10:25, Animesh wrote:
> I am trying to optimize a simple function, but I want to optimize it for
> values of k between 0 and 1.
>
> I read the help file for constrOptim function but it is always giving me
> the error
>> constrOptim((0.4),simulation,NULL,ui=rbind(c(0,0),c(1,1)))


Your parameter to be optimized is 1D but your bounds imply 2D...

Uwe Ligges




> "Error in ui %*% theta : non-conformable arguments"
>
> My starting value is 0.4...i also tried c(0.4). simulation is the function name pasted below (It returns a scalar, as per the requirements of the constrOptim call).
> ui is the bound (0,0) to (1,1)
>
> What am I doing wrong?
>
>
> Thanks in advance!
>
>
>
>> simulation
> function(k)
> {
> sum = 0
> firstnum<-runif(1)
>
> if(firstnum>  k)
> {
> 	sum<-sum + firstnum
> }
> else
> {
> 	sum<-sum + firstnum+runif(1)
> }
>
> if(sum>1)
> {
> 	sum<-0
> }
>
> return (sum)
> }
>
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