[R] Optimization problem

William Simpson william.a.simpson at gmail.com
Fri Jun 18 10:05:31 CEST 2010


I don't see why one would want to pretend that the function is
continuous. It isn't.
The x variable devices is discrete.
Moreover, the whole solution space is small: the possible solutions
are integers in the range of maybe 20-30.

Bill

On Fri, Jun 18, 2010 at 9:00 AM, José E. Lozano <lozalojo at jcyl.es> wrote:
>
>>> How about smoothing the percentages, and then take the second
>>> derrivative to find the inflection point?
>>>
>>> which.max(diff(diff((lowess(percentages)$y))))
>>
>> This solution is what I've been using so far. The only difference is that
> I am smoothing the 1st derivative, since its
>> the one I want to be smooth, smoothing the percentages curve does not
> produce good results.
>
> I've noticed something:
>
> What I am using is something like:
>
> which.max(abs(diff(sign(diff(diff(lowess(percentages)$y))))))
>
> "The fist value where the 2nd derivative changes its sign" To find the
> f''(x)=0
>
> But you have suggested the max value of the 2nd derivative.
>
> Regards,
> Jose Lozano
>
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