[R] Constrainted Nonlinear Optimization - lack of convergence

[mcgrete]

Hello all,

I did find a bug in coding my cost function; I have only run a few examples
to verify it works properly, but this appears to have solved most of my
questions.

I did find that some of my inequality constraints are not met, e.g. if z1=0;
z2=0 are two equality constraints, often the code converges with z1~-1e-6,
z2~-1e-8.  For the few examples that I have run, this does not appear to
have caused a problem.  I will try and use z1-1e-4=0 or similar to see if
this helps.

Tim

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