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 <ruipbarra...@sapo.pt
<mailto:ruipbarra...@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
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