Hello. I had previously posted a question concerning the optimization of a nonlinear function conditional on equality constraints. I was pointed towards the contrOptim function. However, I do not understand the syntax of this function with respect to specifying the constraints and so I don�t know if it is what I need. The command is:
constrOptim(theta, f, grad,ui,ci,�). �theta� is the initial value of the variables in the function, �f� and �grad� are the function to be optimized and its gradient functions (partial deriviatives). Now, �ui� and �ci� are stated to be constraints in the help documentation but it is not explained how these constraints are to be specified. To be concrete, here is my objective function: f<- -1*pi*log(pi) i.e. the entropy of a vector of probabilities (pi) The constraints are the first moments of the distribution: C1=sum(k1*pi); C2<-sum(k2*pi); etc. Any help is appreciated. Bill Shipley Associate Editor, Ecology North American Editor, Annals of Botany D�partement de biologie, Universit� de Sherbrooke, Sherbrooke (Qu�bec) J1K 2R1 CANADA [EMAIL PROTECTED] <http://callisto.si.usherb.ca:8080/bshipley/> http://callisto.si.usherb.ca:8080/bshipley/ [[alternative HTML version deleted]] ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
