Dear R wizards:   I am playing (and struggling) with the example in the
constrOptim function.  simple example.  let's say I want to constrain my
variables to be within -1 and 1.    I believe I want a whole lot of
constraints where ci is -1 and ui is either -1 or 1.  That is, I have 2*N
constraints.  Should the following work?

N=10
x= rep(1:N)
ci= rep(-1, 2*N)
ui= c(rep(1, N), rep(-1, N))
constrOptim( x, f, NULL, ui, ci, method="Nelder-Mead");

actually, my suggestions would be to give an example in the constrOptim docs
where the number of constraints is something like this example.  the current
ones have 2*2 constraints, so it is harder to figure out the appropriate
dimensions for different cases by extending the examples.  on another note,
the "non-conformable arguments" error could be a little more informative,
telling the end user what the two incompatible dimensions actually are.
this is not hard to find out by hand, but it would still be useful.

regards,

/iaw
-- 
Ivo Welch (ivo.welch@brown.edu, ivo.welch@gmail.com)

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