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## constrOptim and problem with derivative

 Dear List, I am using constrOptim to solve the following fr1 <- function(x) {     b0 <- x     b1 <- x     ((1/(1+exp(-b0+b1))+(1/(1+exp(-b0)))+(1/(1+exp(-b0-b1)))))/3 } As you can see, my objective function is ((1/(1+exp(-b0+b1))+(1/(1+exp(-b0)))+(1/(1+exp(-b0-b1)))))/3 and I would like to solve for both b0 and b1. If I were to use optim then I would derive the gradient of the function (grr) as follows: fr2 <- expression(((1/(1+exp(-b0+b1))+(1/(1+exp(-b0)))+(1/(1+exp(-b0-b1)))))/3) grr <- deriv(fr2,c("b0","b1"), func=TRUE) and then simply use optim via optim(c(-5.2,0.22), fr1, grr) My problem is that I wish to place constraints (b0>=-0.2 and b1>= 0.1) upon the values of b0 and b1. I can set the constraints matrix and boundary values to ui=rbind(c(1,0),c(0,1)) and ci=c(-0.2,0.1), however, when I come to run constrOptim function via constrOptim(c(-0.1,0.2), fr1, grr, ui=rbind(c(1,0),c(0,1)), ci=c(-0.2,0.1)) I get the following error message: "Error in .expr1 + b1 : 'b1' is missing" So, it seems to me that I am doing something incorrectly in my specification of grr in constrOptim. If the list could help, I would be most grateful. Regards Mike Griffiths -- *Michael Griffiths, Ph.D *Statistician *Upstream Systems* 8th Floor Portland House Bressenden Place SW1E 5BH Tel   +44 (0) 20 7869 5147 Fax  +44 207 290 1321 Mob +44 789 4944 145 www.upstreamsystems.com *[hidden email] <[hidden email]>*         [[alternative HTML version deleted]] ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.