Hi, You have not provided a reproducible example, so I can only make an educated guess. This is likely a numerical problem with trying to solve a linear system of equations in the Lagrange-Newton method (sequential quadratic programming or SQP) for solving nonlinearly programming problems. I am not sure what you can do about this, but here is a strategy:
1. be try a different, more reasonable, starting value. 2. If that does not help, you may want to check your problem specification to make sure that everything (objective function, constraints) is specified correctly 3. If (1) and (2) do not help, look at the scaling of the parameters, objective function, and the scaling of equality and inequality constraints. You can sometimes get convergence by simple scaling so that all these different entities are roughly of the same order of magnitude. 4. If all else fails, try a different algorithm. For example, the "alabama" package has `constrOptim.nl' function that you could try. But in future, when you ask these questions you should always send us a minimally self-contained, reproducible example, so that we can better help you. Hope this is helpful, Ravi. -----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Xiaoxi Gao Sent: Friday, September 17, 2010 2:03 AM To: R Help Subject: [R] Nonlinear programming problem Hello useRs, I'm using the command "solnp" in package "Rsolnp" to solve a general nonlinear programming problem. But I got an error that " the leading minor of order 15 is not positive definite ". Can anybody tell what may cause this error? Does it have something to do with the starting values? Thanks a lot!!! Xiaoxi [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org 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@r-project.org 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.