R help - Sep 2007 - 'initial value not feasible' in constrOptim

Dear friends.
I am using function

constrOptim(c(0.5,0.3,0.5), fit.error, fit.error.grr, ui=-1*ui,ci=-1*ci)

and I am confronted with error message "initial value not feasible"

I plug in the initial value of (0.5,0.3,0.5) to function fit.error and
fit.error.grr and have pretty reasonable result. I inequality "ui %*% theta
- ci >= 0" as suggested in the R manual and it is satisfied. In case
that
this is a typo of the manual, I let ui=-ui and ci=-ci and try constrOptim
again but the same warning message pops up.
Could you please point me a way out of this?

I am actually trying to translate a fortran code to R and the function I
want to replace is DBCPOL, which used 'the complex method" described in
Nelder and Mead (1965) and Gill et al. (1981). I believe contrOptim is
better than it because it is newer, is it?

Best Wishes
Yuchen Luo

	[[alternative HTML version deleted]]

Hi,

On Sep 7, 2007, at 11:00 PM, Yuchen Luo wrote:
> constrOptim(c(0.5,0.3,0.5), fit.error, fit.error.grr,  
> ui=-1*ui,ci=-1*ci)
>
> and I am confronted with error message "initial value not
feasible"
>
> I plug in the initial value of (0.5,0.3,0.5) to function fit.error and
> fit.error.grr and have pretty reasonable result.
That doesn't mean the constraint is satisfied, which depends on the  
values of ui and ci
but they are not provided so it's hard to tell where the problem is.

hth, Ingmar
> I inequality "ui %*% theta
> - ci >= 0" as suggested in the R manual and it is satisfied. In  
> case that
> this is a typo of the manual, I let ui=-ui and ci=-ci and try  
> constrOptim
> again but the same warning message pops up.
> Could you please point me a way out of this?
>
> I am actually trying to translate a fortran code to R and the  
> function I
> want to replace is DBCPOL, which used 'the complex method"  
> described in
> Nelder and Mead (1965) and Gill et al. (1981). I believe contrOptim is
> better than it because it is newer, is it?
>
> Best Wishes
> Yuchen Luo
>
> 	[[alternative HTML version deleted]]
>
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