constrOptim_inf: Linearly Constrained Optimization

Description Usage Arguments Details See Also

Description

constrOptim_inf is a modified version of the regular R constrOptim with the modification described in https://stackoverflow.com/questions/30741117/issue-with-constroptim

Usage

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constrOptim_inf(theta, f, grad, ui, ci, mu = 1e-04, control = list(),
  method = if (is.null(grad)) "Nelder-Mead" else "BFGS",
  outer.iterations = 100, outer.eps = 1e-05, ..., hessian = FALSE)

Arguments

theta

numeric (vector) starting value (of length p): must be in the feasible region.

f

function to minimise (see constrOptim).

grad

gradient of f (a function as well), or NULL (see constrOptim).

ui

constraint matrix (k x p), see constrOptim

ci

constraint vector of length k (see constrOptim).

mu

(Small) tuning parameter.

control

passed to optim.

method

passed to optim.

outer.iterations

iterations of the barrier algorithm.

outer.eps

non-negative number; the relative convergence tolerance of the barrier algorithm.

...

Other named arguments to be passed to f and grad: needs to be passed through optim so should not match its argument names.

hessian

passed to optim.

Details

Estimate spline weights for given warps and covariances. The method seamlessly handles positivity constraints (specified in the basis function).

See Also

constrOptim


larslau/pavpop documentation built on June 14, 2019, 2:18 p.m.