# [R] Optimization

massimiliano.talarico massimiliano.talarico at poste.it
Tue Jul 17 14:57:40 CEST 2007

```Thanks for your suggests, but I need to obtain the MAX of
this function:

Max x1*0.021986+x2*0.000964+x3*0.02913

with these conditions:

x1+x2+x3=1;

sqrt((x1*0.114434)^2+(x2*0.043966)^2+(x3*0.100031)^2)=0.04;

x1>=0;
x2>=0;
x3>=0;

Thanks and again Thanks,
Massimiliano

My apologies, didn't see the boundary constraints. Try this
one...

f <- function(x)
(sqrt((x*0.114434)^2+(x*0.043966)^2+(x*0.100031)
^2)-0.04)^2

optim(par=rep(0,3),f,lower=rep(0,3),upper=rep
(1,3),method="L-BFGS-B")

and check ?optim

--- "massimiliano.talarico"
<massimiliano.talarico at poste.it> wrote:

> I'm sorry the function is
>
> sqrt((x1*0.114434)^2+(x2*0.043966)^2+(x3*0.100031)^2)
=0.04;
>
> Have you any suggests.
>
> Thanks,
> Massimiliano
>
>
>
>
> --- "massimiliano.talarico"
> <massimiliano.talarico at poste.it> wrote:
>
> > Dear all,
> > I need a suggest to obtain the max of this function:
> >
> > Max x1*0.021986+x2*0.000964+x3*0.02913
> >
> > with these conditions:
> >
> > x1+x2+x3=1;
> >
=0.04;
> > x1>=0;
> > x1<=1;
> > x2>=0;
> > x2<=1;
> > x3>=0;
> > x3<=1;
> >
> > Any suggests ?
> >
> > Massimiliano
> >
> > ______________________________________________
> > R-help at stat.math.ethz.ch mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained,
> > reproducible code.
> >
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained,
reproducible code.
>

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