R help - Jul 2001 - Equation constraints: optim()

Dear All,

I am using optim() to minimise a function,

(y-E exp{a*(2-(L+E/K))+ a * c (L/E -1))^2

I would like the result to respect the following constraints. The problem I
am having problems understanding is how to impose them, when they relate not
to the parameters a and c directly, but to equations containing a and c, 

alpha = a * (L+E/K)
beta = a * (c * L/E + L/K)
gamma = 1 - alpha - beta

where

alpha, beta and gamma are all non-negative and sum to 1. Gamma itself does
not appear in the function to be fitted.

I note that within Mathematic it is possible to solve under constraints on
the parameters and equations containing the parameters ? Is this possible in
R ?

Does anyone have any ideas ? Am I missing an obvious mathematical solution
and thereby asking too much of r ?

many thanks

Ben Warr
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Equation constraints: optim()Dear R-users,
is it possible to exract from a data frame the rows whose name contains a
certain letter?
Thank you, Luca



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On Mon, 24 Sep 2001, luca laghi wrote:
> Equation constraints: optim()Dear R-users,
> is it possible to exract from a data frame the rows whose name contains a
> certain letter?
> Thank you, Luca
Is this what you want?

library(MASS)
data(hills)
hills[grep("r", row.names(hills)), ]

which gives the rows whose row names contain "r".

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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