[R] Help in Optimization of a function

[Rui Barradas]

Hello,

There are several optimization functions in R. There's even a group 
dedicated to the field. See the CRAN Task View: Optimization and 
Mathematical Programming.

To use optim(), you could do something like

f <- function(x, y, z) (x^2 - y - z^2/2) # I've changed the function
negf <- function(x) -f(x[1], x[2], x[3])

opt1 <-optim(par = c(1, 2, 0), negf, gr = NULL, method = "L-BFGS-B",
         lower = c(1, 2, -13), upper = c(37, 20, 51))
opt2 <- optim(par = c(1, 2, -13), negf, gr = NULL, method = "L-BFGS-B",
         lower = c(1, 2, -13), upper = c(37, 20, 51))

# Not constrained
optim(par = c(1, 2, 0), negf, gr = NULL, method = "SANN")


Hope this helps,

Rui Barradas

Em 08-07-2012 11:25, Raghuraman Ramachandran escreveu:
> Hi Rui
>
> Many thanks for your kind help. I agree in the given example it is +inf.
> But I wanted to know more generically that if I have a function with
> many variables each one taking a set of values then how can I use an
> Optim function? I will look into the help.
>
> Thanks once again.
>
> Raghu
>
> On Sun, Jul 8, 2012 at 11:19 AM, Rui Barradas <ruipbarradas at sapo.pt
> <mailto:ruipbarradas at sapo.pt>> wrote:
>
>     Hello,
>
>     You don't need an optimzation routine to know that the maximum of
>     this function is +Inf. It's attained at z = 0+ (when z converges to
>     zero by positive values).
>
>     This breaks the R function optim(), by the way. It
>
>     " needs finite values of 'fn' "
>
>     Hope this helps,
>
>     Rui Barradas
>
>     Em 08-07-2012 10:15, Raghuraman Ramachandran escreveu:
>
>         guRus!
>
>         I have a function f = exp(x^2-y+(1/z))
>
>         Also, x can take values from 1 to 37, y from 2 to 20 and Z from
>         -13 to 51.
>
>         How can I find the maximum of f using any of the optimization
>         functions
>         please?
>
>         Is there a way to store the possible values of x, y and Z in a
>         single
>         variable like in a List or in a multi-dimensional array?
>
>         Thanks for your help
>         Raghu
>
>                  [[alternative HTML version deleted]]
>
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