[EMAIL PROTECTED] wrote:
Hello,
I've got to compute a minimization equation under an equality constraint
(Min g(x1,x2,x3) with x1+x2=const). The Constroptim function does not
authorize an equality condition but only inequality conditions. Which
function can I use instead?
Hi,
What about trying to minimize, g(x1, const-x1, x3), by defining a new function like:
g.new <- function(para, const) g(para[1], const-para[1], para[2])
where para would be an array with 2 components, the first corresponding to x1 and the second to x3. Then optim(par = my.para, fn = g.new, const = my.const) should do the job, where my.para is the vector of initial guesses for x1 and x3 and my.const is the value of x1+x2.
Does that help?
Xtof.
Christophe Pouzat Laboratoire de Physiologie Cerebrale CNRS UMR 8118 UFR biomedicale de l'Universite Paris V 45, rue des Saints Peres 75006 PARIS France
tel: +33 (0)1 42 86 38 28 fax: +33 (0)1 42 86 38 30 web: www.biomedicale.univ-paris5.fr/physcerv/C_Pouzat.html
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