On Thu, Jul 19, 2012 at 10:24:17AM -0700, Linh Tran wrote: > Hi fellow R users, > > I am desperately hoping there is an easy way to do this in R. > > Say I have three functions: > > f(x) = x^2 > f(y) = 2y^2 > f(z) = 3z^2 > > constrained such that x+y+z=c (let c=1 for simplicity). > > I want to find the values of x,y,z that will minimize f(x) + f(y) + f(z).
Hi. If the constraint is linear as in this case, it is possible to eliminate one of the varibles. Instead of minimizing x^2 + 2y^2 + 3z^2 under the constraint x+y+z = c, minimize, for example x^2 + 2y^2 + 3(c - x - y)^2 with no constraint. Hope this helps. Petr Savicky. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.