Dear list, I think there is a small bug in the constrOptim documentation (R-2.7.0):
## from optim fr <- function(x) { ## Rosenbrock Banana function x1 <- x[1] x2 <- x[2] 100 * (x2 - x1 * x1)^2 + (1 - x1)^2 } grr <- function(x) { ## Gradient of 'fr' x1 <- x[1] x2 <- x[2] c(-400 * x1 * (x2 - x1 * x1) - 2 * (1 - x1), 200 * (x2 - x1 * x1)) } optim(c(-1.2,1), fr, grr) #Box-constraint, optimum on the boundary constrOptim(c(-1.2,0.9), fr, grr, ui=rbind(c(-1,0),c(0,-1)),ci=c(-1,-1)) # x<=0.9, y-x>0.1 <<-- here constrOptim(c(.5,0), fr, grr, ui=rbind(c(-1,0),c(1,-1)), ci=c(-0.9,0.1)) I think the ui/ci bounds translate to x <= 0.9 and x-y > 0.1, not y-x Could anybody confirm this, please? Best wishes, Matthias ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.