Hi Ravi,
Thank you for your reply and please excuse my late response.
Plugging w2 = k/w1 from (A) into (B) yields
(C) f(w1') = (w1-w1)^2 + (w2-k/w1)^2
The partial derivative wrt w1' is
(D) df(w1')/ dw1' = -2(w1-w1) + 2(w2-k/w1)*k/(w1')^2
in order for this to be a minimum the f.o.c.
Hi Kristian,
The idea behind projection is that you take an iterate that violates the
constraints and project it onto a point such that it is the nearest point that
satisfies the constraints.
Suppose you have an iterate (w1, w4) that does not satisfy the constraint that
w1 * w4 != (1 +
Dear R-users,
I'm running a maximization problem in which I want to impose a condition on
the relationship between 2 parameters.
The condition is that w[4] = (1+eps)/(2*w[1]), or equivalently w[4]*w[1] =
(1+eps)/2 , where eps is some small positive constant.
I've been trying to formulate a
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