R help - Jul 2006 - equality constraint

I would like to optimize a (log-)likelihood function subject to
linear equality constraints in parameters. My function has eight
parameters. The first one, third and fourth are greater than zero, the
second one must be less than zero. The problem is that the last four must
sum zero. Function constrOptim only fits inequality constraints.
Is there an alternative to lead with this problem?

Ana Maria

> I would like to optimize a (log-)likelihood function subject to
> linear equality constraints in parameters. My function has eight
> parameters. The first one, third and fourth are greater than zero, the
> second one must be less than zero. The problem is that the last four must
> sum zero. Function constrOptim only fits inequality constraints.
> Is there an alternative to lead with this problem?
- Any reason not to just replace e.g. parameter 8 with minus the sum of 
parameters 5, 6, and 7?

best,
Simon
>- Simon Wood, Mathematical Sciences, University of Bath, Bath BA2 7AY 
>-             +44 (0)1225 386603         www.maths.bath.ac.uk/~sw283/

Dear Ana Maria,

How about replacing the last of the four parameters with the negative of the
sum of the others?

I hope this helps,
 John

--------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox 
-------------------------------- 
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of anamaria at
ufc.br
> Sent: Friday, July 21, 2006 4:31 PM
> To: r-help at stat.math.ethz.ch
> Subject: [R] equality constraint
> 
> I would like to optimize a (log-)likelihood function subject 
> to linear equality constraints in parameters. My function has 
> eight parameters. The first one, third and fourth are greater 
> than zero, the second one must be less than zero. The problem 
> is that the last four must sum zero. Function constrOptim 
> only fits inequality constraints.
> Is there an alternative to lead with this problem?
> 
> Ana Maria
> 
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