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2011 Dec 19
1
None-linear equality constrained optimisation problems
Dear R users,
I have a problem. I would like to solve the following:
I have
pL = 1/(1+e^(-b0+b1))
pM = 1/(1+e^(-b0))
pH = 1/(1+e^(-b0-b1))
My target function is
TF= mean(pL,pM,pH) which must equal 0.5%
My non-linear constraint is
nl.Const = 1-(pM/pH), which must equal 20%, and would like the values of
both b0 and b1 where these conditions are met.
I have searched widely for an answer,