[R] using optim

Uwe Ligges ligges at statistik.tu-dortmund.de
Sat Jan 2 15:22:52 CET 2010



Duncan Murdoch wrote:
> On 01/01/2010 11:45 PM, Erin Hodgess wrote:
>> Dear R People:
>>
>> I know that you can use "optim" for a function with several parameters.
>>
>> Is there an equivalent for 2 functions, please?  Or should I put
>> together a finite difference type of matrix, etc., please?
> 
> What is the goal?  optim optimizes a scalar value.  If you have a length 
> 2 vector to "optimize", what does that mean?

Just a guess: If you want to optimize a 2 dim vector, you are probably 
doing some multi criterial optimization and you are looking for pareto 
optimality, right?

In that case, you might be interested in package "mco" for "Multi 
criteria optimization algorithms and related functions"

Best wishes,
Uwe


> Duncan Murdoch
> 
>>
>> Thanks,
>> Happy New Year,
>> Erin
>>
>>
> 
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