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nlminb with constraints

To: s-news@lists.biostat.wustl.edu
Subject: nlminb with constraints
From: "John Pitchard" <johnpitchard@googlemail.com>
Date: Wed, 22 Aug 2007 14:54:47 +0100
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Dear all,
 
I have a function that I want to minimise, it is in the form of a vector. However, there is a restriction on the actual vector itself, e.g. if the vector,x, has n components then
 
x[n] <- 1 -(x[1] + ...+x[n-1]).
 
Does anyone know how to put this constraint into the nlminb function?
 
Many thanks in advance for your help.
 
Regards,
John
 
 
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