Re: [R] question about constraint minimization

Hi Hans, I really appreciate your help and the detailed reply. Many thanks and have a nice Thanks giving! Best, Hao On Tue, Nov 23, 2010 at 11:46 AM, Hans W Borchers [via R] ml-node+3055782-1866096000-202...@n4.nabble.comml-node%2b3055782-1866096000-202...@n4.nabble.com wrote: dhacademic

Re: [R] question about constraint minimization

Hi, I have struggled on this bound optimization with equality constraint by using optim function for two days, but still fail to prepare a good input. Can anyone help to prepare the input for my specific case? Many thanks. Best, Hao On Sat, Nov 20, 2010 at 3:17 AM, Hans W Borchers [via R]

Re: [R] question about constraint minimization

Dear Prof. Ravi Varadhan, Many thanks for the reply. In my case, besides x1=x3, x1=x4 (x1=x3=x4 was used in last post), another constraint is needed, x2+x3+x4+...+x12=1.5. So there are 9 variables. I have downloaded your code, but I even do not know how to call your code in R program. Actually,

Re: [R] question about constraint minimization

Sorry for the unclear description in my last post. It is an error in my last post, that x4 should be in the range of [-1, 0] as it is identical to x1. Actually I think both constraint (for the requirement 1 and 2, so there are only 9 variables) and bounded (for the requirement 3) opt are needed

[R] question about constraint minimization

Hi, I am a beginner of R. There is a question about constraint minimization. A function, y=f(x1,x2,x3x12), needs to be minimized. There are 3 requirements for the minimization: (1) x2+x3+...+x12=1.5 (x1 is excluded); (2) x1=x3=x4; (3) x1, x3 and x5 are in the range of -1~0, respectively.