[R] optimizing function over x,y
Ravi Varadhan
rvaradhan at jhmi.edu
Sat May 23 16:07:55 CEST 2009
Look at nlminb() or optim(), in particular the option `method = "L-BFGS-B"' or the function spg() in "BB" package.
With these you can optimize over any number of variables.
Ravi.
____________________________________________________________________
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University
Ph. (410) 502-2619
email: rvaradhan at jhmi.edu
----- Original Message -----
From: Esmail <esmail.js at gmail.com>
Date: Saturday, May 23, 2009 10:01 am
Subject: [R] optimizing function over x,y
To: R mailing list <r-help at r-project.org>
> Hello all,
>
> I would like to maximize or minimize a given math function over a
> specific set of values.
>
> I was checking out Wolfram Alpha (
> and it can do simple optimization problems in math, such as
>
> maximize 15*x - x**2 over 0 to 15
>
> (
>
> which finds the maximum value and input for x in the range 0 to 15.
> Very cool. (This is of course a very simple example).
>
> Reading the R documentation I found out that with R I can do this:
>
>
> f<-function(x) (15*x)-x**2
> optimize(f, c(0,15), lower=0,upper=15, maximum=TRUE)
>
> which works very nicely too!
>
>
> What I would like to do, but what Wolfram Alpha apparently can't do
> (according to a post in their community forum) is to maximize (or
> minimize) functions that contain two variables, x and y, or more. So
> for example a very simple example would be
>
> minimize x**2 + y**2 over x:0 to 15, y:0-12 -- this does not work
> -- though I'm
> unclear about
> -- the correct
> syntax too.
>
> Is there a way to do this in R in just a neat and easy way as R
> optimizes a 1-D function?
>
> For this particular instance I am interested in the minimum of
>
> x * sin(4*x) + 1.1 * sin(2*y), where x,y in range 0-10
>
> so an example of this in R would be great, though in other problems
> the range may not be identical for x and y.
>
> Thanks,
>
> Esmail
>
> ps: Has anyone written any programs in Python that they then have used
> to call R functions? I am thinking of writing some of my scripts
> in
> Python, but then accessing some of R's functions.
>
> ______________________________________________
> R-help at r-project.org mailing list
>
> PLEASE do read the posting guide
> and provide commented, minimal, self-contained, reproducible code.
More information about the R-help
mailing list