Whether you can use "optim" or not depends on the nature of the constraints on S. If you have simple box constraints, you can use the "L-BFGS-B" method in optim. If not, optim may not be directly applicable, unless you can somehow transform your problem into an unconstrained minimization problem.
Ravi. ----- Original Message ----- From: domenico pestalozzi <[EMAIL PROTECTED]> Date: Wednesday, July 4, 2007 11:26 am Subject: Re: [R] how to solve a min problem To: R-help <r-help@stat.math.ethz.ch> > S is an array 1-dimensional, for example 1 X 10, and mean(S) is the > mean of > these 10 elements. > > So, I want to do: > > minimize mean(S) with 0 < b_func(S) < 800. > That is, there are some boundaries on S according the b_funct > > The function apply an iterative convergent criterion: > > f_1=g(S), f_2=g(f_1), f_3=g(f_2), ecc.... > The function stops when > f_n - f_n-1 <=0.1e-09 > and g(S) is a non-linear function of S and the convergence is mathematically > assured. > > Is it possible to use 'optimize'? > > thanks > > domenico > > > 2007/7/3, Spencer Graves <[EMAIL PROTECTED]>: > > > > Do you mean > > > > minimize mu with 0 < b_func(S+mu) < 800? > > > > For this kind of problem, I'd first want to know the nature of > > "b_func". Without knowing more, I might try to plot b_func(S+mu) vs. > > mu, then maybe use 'optimize'. > > > > If this is not what you mean, please be more specific: I'm > > confused. > > > > Hope this helps. > > Spencer Graves > > > > domenico pestalozzi wrote: > > > I know it's possible to solve max e min problems by using these > > functions: > > > > > > nlm, optimize, optim > > > > > > but I don't know how to use them (...if possible...) to solve this > > problem. > > > > > > I have a personal function called b_func(S) where S is an input > array > > (1 X > > > n) and I'd like: > > > > > > minimize mean(S) with 0 < b_funct < 800. > > > > > > I know that the solution exists, but It's possible to calculate > it in R? > > > The b_func is non linear and it calculates a particular value > using S as > > > input and applying a convergent iterative algorithm. > > > > > > thanks > > > > > > > > > domenico > > > > > > [[alternative HTML version deleted]] > > > > > > ______________________________________________ > > > R-help@stat.math.ethz.ch mailing list > > > > > > PLEASE do read the posting guide > > > > > and provide commented, minimal, self-contained, reproducible code. > > > > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > > PLEASE do read the posting guide > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@stat.math.ethz.ch 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.