[R] Help in Optimization of a function
Rui Barradas
ruipbarradas at sapo.pt
Sun Jul 8 12:51:11 CEST 2012
Hello,
There are several optimization functions in R. There's even a group
dedicated to the field. See the CRAN Task View: Optimization and
Mathematical Programming.
To use optim(), you could do something like
f <- function(x, y, z) (x^2 - y - z^2/2) # I've changed the function
negf <- function(x) -f(x[1], x[2], x[3])
opt1 <-optim(par = c(1, 2, 0), negf, gr = NULL, method = "L-BFGS-B",
lower = c(1, 2, -13), upper = c(37, 20, 51))
opt2 <- optim(par = c(1, 2, -13), negf, gr = NULL, method = "L-BFGS-B",
lower = c(1, 2, -13), upper = c(37, 20, 51))
# Not constrained
optim(par = c(1, 2, 0), negf, gr = NULL, method = "SANN")
Hope this helps,
Rui Barradas
Em 08-07-2012 11:25, Raghuraman Ramachandran escreveu:
> Hi Rui
>
> Many thanks for your kind help. I agree in the given example it is +inf.
> But I wanted to know more generically that if I have a function with
> many variables each one taking a set of values then how can I use an
> Optim function? I will look into the help.
>
> Thanks once again.
>
> Raghu
>
> On Sun, Jul 8, 2012 at 11:19 AM, Rui Barradas <ruipbarradas at sapo.pt
> <mailto:ruipbarradas at sapo.pt>> wrote:
>
> Hello,
>
> You don't need an optimzation routine to know that the maximum of
> this function is +Inf. It's attained at z = 0+ (when z converges to
> zero by positive values).
>
> This breaks the R function optim(), by the way. It
>
> " needs finite values of 'fn' "
>
> Hope this helps,
>
> Rui Barradas
>
> Em 08-07-2012 10:15, Raghuraman Ramachandran escreveu:
>
> guRus!
>
> I have a function f = exp(x^2-y+(1/z))
>
> Also, x can take values from 1 to 37, y from 2 to 20 and Z from
> -13 to 51.
>
> How can I find the maximum of f using any of the optimization
> functions
> please?
>
> Is there a way to store the possible values of x, y and Z in a
> single
> variable like in a List or in a multi-dimensional array?
>
> Thanks for your help
> Raghu
>
> [[alternative HTML version deleted]]
>
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