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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