[R] None-linear equality constrained optimisation problems

2011-12-19 Thread Michael Griffiths
Dear R users, I have a problem. I would like to solve the following: I have pL = 1/(1+e^(-b0+b1)) pM = 1/(1+e^(-b0)) pH = 1/(1+e^(-b0-b1)) My target function is TF= mean(pL,pM,pH) which must equal 0.5% My non-linear constraint is nl.Const = 1-(pM/pH), which must equal 20%, and would like

Re: [R] None-linear equality constrained optimisation problems

2011-12-19 Thread Berend Hasselman
Michael Griffiths wrote Dear R users, I have a problem. I would like to solve the following: I have pL = 1/(1+e^(-b0+b1)) pM = 1/(1+e^(-b0)) pH = 1/(1+e^(-b0-b1)) My target function is TF= mean(pL,pM,pH) which must equal 0.5% My non-linear constraint is nl.Const =