optimization - Finding Contraints Matrix in constrOptim (R) -
i set constraints constroptim optimize following function:
logistic<-function(b,x,target){ b1<-b[1] b2<-b[2] log<-function(x){1/(1+exp(-(b1+b2*x)))} abs(mean(log(x))-target) } optimization target=.75 can done using
optim(c(1,1),logistic,x=data,target=.75,hessian=true,method='sann') method sann seems necessary, function not differentiable.
the constraint b2>0 (condition 1) or b2<0 (condition 2), while b1 can real number. how can extend function constroptim? specifically, not know how specify arguments ui , ci.
alternative approaches optimization under these constraints welcome. thanks.
edit think found workarround. find constraint b2<0 redefining logistic to
logistic_lt<-function(b,x,target){ b1<-b[1] b2<-b[2] if(b2>0){b2<-b2*(-1)} log<-function(x){1/(1+exp(-(b1+b2*x)))} abs(mean(log(x))-target) } still i'd interested in solution involving constroptim.
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