On 09/09/2007 7:01 AM, Yuchen Luo wrote: > Dear friends. > I use ConstrOptim( ) and got error message "initial value not available". > My understanding of "initial value not available" is that one of the > following 3 cases happens: > > 1.The objective function is not well defined at the point of the initial > value. > 2. The differentiation of the objective function is not well defined at the > point of the initial value. > 3. The initial value violate the constrain of "ui %*% theta - ci >= 0" > > But my situation does not belong to any of the above cases. > > I have attached my code bellow and could you please help me take a look?
I haven't tried your code, but there's one obvious error: ... > fit.error=function(rec,lambda,lbar) > {sum((eval(apple)*1000-orange)^2/(orange^2)) > } The function optimizes over the elements of the first parameter. You've got two other parameters there, and I think you're trying to optimize over them as well. Put them all into one vector. The documentation for constrOptim doesn't make this as clear as it should; I'll clarify (by copying the docs from ?optim). Duncan Murdoch > > > fit.error.grr=function(rec,lambda, lbar) > {drec=sum(eval(D(apple,'rec'))*(eval(apple)*1000-orange)/(orange^2)) > dlambda=sum(eval(D(apple,'lambda'))*(eval(apple)*1000-orange)/(orange^2)) > dlbar=sum(eval(D(apple,'lbar'))*(eval(apple)*1000-orange)/(orange^2)) > c(drec,dlambda,dlbar) > } > > > rr=c(4.33,4.22,4.27,4.43,4.43,4.44,4.45,4.65,4.77,4.77) > tot=rep(13319.17,10) > sh=rep(1553656,10) > sigmae=c(0.172239074,0.188209271,0.193703774,0.172659891,0.164427247, > 0.24602361,0.173555309,0.186701165,0.193150456) > ss=c(56.49,56.39,56.55,57.49,57.37,55.02,56.02,54.35,54.09) > orange=rep(21.25,10) > > constrOptim(c(0.5,0.3,0.5), fit.error, fit.error.grr, ui=ui,ci=ci) > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.