What does it mean by "initial value not available"?
On 09/09/2007 7:01 AM, Yuchen Luo wrote:
Dear friends. I use ConstrOptim( ) and got error message "initial value not available". My understanding of "initial value not available" is that one of the following 3 cases happens: 1.The objective function is not well defined at the point of the initial value. 2. The differentiation of the objective function is not well defined at the point of the initial value. 3. The initial value violate the constrain of "ui %*% theta - ci >= 0" But my situation does not belong to any of the above cases. I have attached my code bellow and could you please help me take a look?
I haven't tried your code, but there's one obvious error: ...
fit.error=function(rec,lambda,lbar)
{sum((eval(apple)*1000-orange)^2/(orange^2))
}
The function optimizes over the elements of the first parameter. You've got two other parameters there, and I think you're trying to optimize over them as well. Put them all into one vector. The documentation for constrOptim doesn't make this as clear as it should; I'll clarify (by copying the docs from ?optim). Duncan Murdoch
fit.error.grr=function(rec,lambda, lbar)
{drec=sum(eval(D(apple,'rec'))*(eval(apple)*1000-orange)/(orange^2))
dlambda=sum(eval(D(apple,'lambda'))*(eval(apple)*1000-orange)/(orange^2))
dlbar=sum(eval(D(apple,'lbar'))*(eval(apple)*1000-orange)/(orange^2))
c(drec,dlambda,dlbar)
}
rr=c(4.33,4.22,4.27,4.43,4.43,4.44,4.45,4.65,4.77,4.77)
tot=rep(13319.17,10)
sh=rep(1553656,10)
sigmae=c(0.172239074,0.188209271,0.193703774,0.172659891,0.164427247,
0.24602361,0.173555309,0.186701165,0.193150456)
ss=c(56.49,56.39,56.55,57.49,57.37,55.02,56.02,54.35,54.09)
orange=rep(21.25,10)
constrOptim(c(0.5,0.3,0.5), fit.error, fit.error.grr, ui=ui,ci=ci)
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