You want the penalty for the constraint to depend on how much the constraint is broken -- unlike your sample code. Page 336 of S Poetry has an example.
Patrick Burns
Burns Statistics [EMAIL PROTECTED] +44 (0)20 8525 0696 http://www.burns-stat.com (home of S Poetry and "A Guide for the Unwilling S User")
Jeff D. Hamann wrote:
I'm looking for an example of a simple R script that impliments a contrained nonlinear function using nlm or optim. I'm not exactly sure how to impliment the constraints within the objective function that is passed to nlm/optim.
obj.func <- function( p ) {
x(p) <- unconstrained obj function value
if( constraint1 > something ) { obj.func <- x(p) } else { obj.func <- some super huge number }
}
p <- c(0.1,2.4, 5)
nlm( obj.func, p, and a bunch of other arguments )
Any suggestions would be very helpful...
Jeff.
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