Internal functions for constrained minimization

Source: R/constraintsFn.R

Groups of functions used for the constrained minimization problem arising in the computation of the likelihood ratio test statistics.

objFunction(x, cst)

gradObjFunction(x, cst)

symMatrixFromVect(x)

ineqCstr(x, cst)

jacobianIneqCstr(x, cst)

eqCstr(x, cst)

jacobianEqCstr(x, cst)

Arguments

x

A vector

cst

A list of constants to be passed to the optimisation function

Value

value of the objective function, its gradient, and the set of inequality and equality constraints

Functions

  • objFunction(): objective function to be optimized

  • gradObjFunction(): gradient of the objective function

  • symMatrixFromVect(): function creating a symmetric matrix from its unique elements stored in a vector

  • ineqCstr(): set of inequality constraints

  • jacobianIneqCstr(): jacobian of the inequality constraints

  • eqCstr(): set of equality constraints

  • jacobianEqCstr(): jacobian of the inequality constraints