Displaying 1 result from an estimated 1 matches for "f86e10af".
2010 Jun 17
2
constrOptim( ): conflict between help page and code
There is a contradiction between what the help page says and what constrOptim actually
does with the constraints. The issue is what happens on the boundary.
The help page says
The feasible region is defined by ?ui %*% theta - ci >= 0?,
but the R code for constrOptim reads
if (any(ui %*% theta - ci <= 0))
stop("initial value not feasible")
The following example