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...is. Assuming what I wrote down above is right, I obtain \mu as -1*barrier.value/(log(\beta_1)+...+log(\beta_p)). I would be extremely grateful if anyone checks whether my ways to construct u_i and c_i and to obtain \mu in the barrier term are right. Thanks! Minsun constrOptim(beta,fr_general,score_single_parameter,ui=rbind(rep(0,dim(x)[2]+1),cbind(rep(0,dim(x)[2]),diag(1,nrow=dim(x)[2]))),ci=c(-1,rep(0,dim(x)[2])),hessian=TRUE, method="BFGS") -- View this message in context: http://r.789695.n4.nabble.com/constrOptim-tp4651227.html Sent from the R help mailing list arch...