box-constrained
On Mon, Mar 10, 2008 at 4:02 PM, Gustave Lefou <gustave5000 at gmail.com> wrote:
It is just a negative log-likelihood with two parameters belonging to [0,1] and [0,Inf]. constrOptim is valid for all linear inequality constraints. My constraints (box-constrained) are as simple as possible, but maybe the methods used by constrOptim are useful too. My question is whether constrOptim is useful for boundary problems, or if optim is sufficient for box-constrained optimization.
Gustave, It would be useful if you gave us a concrete function (with its functional form defined) as an example. Paul
2008/3/10, Paul Smith <phhs80 at gmail.com>:
On Sun, Mar 9, 2008 at 9:10 PM, Gustave Lefou <gustave5000 at gmail.com>
wrote:
I have another question. I have seen there is a function called "constrOptim" in R. Is it better than "optim", for example to optimize a function f of two parameters belonging to [0,1] and [0,Infinity] ? Do the methods supplied like Nelder-Mead are better than those of optim ?
Could you please give us a concrete example of what you are trying to
optimize?
Paul
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