[R] Problems with constrOptim

cianders at uci.edu cianders at uci.edu
Wed Jan 11 01:18:40 CET 2012


I am having problems with the constrOptim problem. I am trying to compute
a function which must be concave. When I put the linear constraints in,
constrOptim always returns the original values of the parameter entered
after several iterations. However, if I set ui to the 0 matrix, it will
optimize the function. Does this imply the constraints are restraining the
algorithm from exploring the parameter space correctly?



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