constrained var

  1. M

    Constraint Optimization- Value not in the interior of the feasible region

    I'm trying to replicate the Excel Solver in R- which is basically a constraint optimization problem I'm trying to minimize the cost per action which is total spend/ total actions which equals to the below function with a few constraints. CPA function: '(a+b+c+d)/((consta+(Baln(a)))+...
  2. D

    Constrained coefficients in a VAR model

    I have been trying to find out how to constrain coefficients in a VAR model. In a particular model, I need the coefficients of the lags to sum to 1... Pls. help.