r - Setting constraints in constrOptim -


is there easy method set theta, ui, ci following constraints in constroptim function?

c1<x1<=c2 x1+1<x2<=c2+1 x2+1<x3<=c2+2 x3+1<x4<=c2+3 

i considered using simplex takes 3 constraints.

thanks

just rewrite constraints in desired form, ui %*% theta >= ci.

# initial formulation of constraints c1   <= x1         x1 <= c2 x1+1 <= x2         x2 <= c2+1 x2+1 <= x3         x3 <= c2+2 x3+1 <= x4         x4 <= c2+3  # rewrite them   x1                >= c1 - x1                >= -c2 - x1 + x2           >= 1      - x2           >= -c2 - 1      - x2 + x3      >= 1           - x3      >= -c2 - 2           - x3 + x4 >= 1                - x4 >= -c2 - 3  # in matrix form ui <- matrix(c(     1,  0,  0,  0,    -1,  0,  0,  0,    -1,  1,  0,  0,     0, -1,  0,  0,     0, -1,  1,  0,     0,  0, -1,  0,     0,  0, -1,  1,     0,  0,  0, -1    ),   ncol  = 4,   byrow = true ) ci <- c( c1, -c2, 1, -c2-1, 1, -c2-2, 1, -c2-3 ) 

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