Dear List,
I am using constrOptim to solve the following
fr1 <- function(x) {
b0 <- x[1]
b1 <- x[2]
((1/(1+exp(-b0+b1))+(1/(1+exp(-b0)))+(1/(1+exp(-b0-b1)))))/3
}
As you can see, my objective function is
((1/(1+exp(-b0+b1))+(1/(1+exp(-b0)))+(1/(1+exp(-b0-b1)))))/3 and I would
like to solve for both b0 and b1.
If I were to use optim then I would derive the gradient of the function
(grr) as follows:
fr2 <-
expression(((1/(1+exp(-b0+b1))+(1/(1+exp(-b0)))+(1/(1+exp(-b0-b1)))))/3)
grr <- deriv(fr2,c("b0","b1"), func=TRUE)
and then simply use optim via
optim(c(-5.2,0.22), fr1, grr)
My problem is that I wish to place constraints (b0>=-0.2 and b1>= 0.1)
upon
the values of b0 and b1. I can set the constraints matrix and boundary
values to
ui=rbind(c(1,0),c(0,1)) and ci=c(-0.2,0.1), however, when I come to run
constrOptim function via
constrOptim(c(-0.1,0.2), fr1, grr, ui=rbind(c(1,0),c(0,1)), ci=c(-0.2,0.1))
I get the following error message:
"Error in .expr1 + b1 : 'b1' is missing"
So, it seems to me that I am doing something incorrectly in my
specification of grr in constrOptim.
If the list could help, I would be most grateful.
Regards
Mike Griffiths
--
*Michael Griffiths, Ph.D
*Statistician
*Upstream Systems*
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Michael Griffiths wrote> > Dear List, > > I am using constrOptim to solve the following > > fr1 <- function(x) { > b0 <- x[1] > b1 <- x[2] > ((1/(1+exp(-b0+b1))+(1/(1+exp(-b0)))+(1/(1+exp(-b0-b1)))))/3 > } > > As you can see, my objective function is > ((1/(1+exp(-b0+b1))+(1/(1+exp(-b0)))+(1/(1+exp(-b0-b1)))))/3 and I would > like to solve for both b0 and b1. > > If I were to use optim then I would derive the gradient of the function > (grr) as follows: > > fr2 <- > expression(((1/(1+exp(-b0+b1))+(1/(1+exp(-b0)))+(1/(1+exp(-b0-b1)))))/3) > grr <- deriv(fr2,c("b0","b1"), func=TRUE) > > and then simply use optim via > > optim(c(-5.2,0.22), fr1, grr) > > My problem is that I wish to place constraints (b0>=-0.2 and b1>= 0.1) > upon > the values of b0 and b1. I can set the constraints matrix and boundary > values to > > ui=rbind(c(1,0),c(0,1)) and ci=c(-0.2,0.1), however, when I come to run > constrOptim function via > > > constrOptim(c(-0.1,0.2), fr1, grr, ui=rbind(c(1,0),c(0,1)), > ci=c(-0.2,0.1)) > > I get the following error message: > > "Error in .expr1 + b1 : 'b1' is missing" > > So, it seems to me that I am doing something incorrectly in my > specification of grr in constrOptim. >grr is a function with two arguments. Do this grr and then you will see. But the gradient function passed to constrOptim wants a function with a vector argument. So if you do gradr <- function(x) { b0 <- x[1] b1 <- x[2] grr(b0,b1) } and after testing with gradr(c(-0.1,0.2)) this should work constrOptim(c(-0.1,0.2), fr1, gradr, ui=rbind(c(1,0),c(0,1)), ci=c(-0.2,0.1)) Berend -- View this message in context: http://r.789695.n4.nabble.com/constrOptim-and-problem-with-derivative-tp4217531p4217776.html Sent from the R help mailing list archive at Nabble.com.