[R] Help in Optimization of a function
John C Nash
nashjc at uottawa.ca
Sun Jul 8 16:52:19 CEST 2012
This looks like a homework trap set up to catch those trying to use facilities like Rhelp.
f = exp(x^2-y+z^(-1))= exp(x^2) * exp(1/z)/exp(y)
To maximize clearly needs biggest x (37), smallest y (2) and a z that
makes exp(1/z) big -- 0. Except that you'll get Inf etc.
Actually, several of the optimization tools in R don't do too badly on this (about half of
the routines in optplus (the R-forge version of optimx) get reasobable answers, but there
are some oddities depending on starting values.
On 07/08/2012 06:00 AM, r-help-request at r-project.org wrote:
> Message: 64
> Date: Sun, 8 Jul 2012 10:15:34 +0100
> From: Raghuraman Ramachandran <optionsraghu at gmail.com>
> To: R Project Help <r-help at r-project.org>
> Subject: [R] Help in Optimization of a function
> <CADgEnDmRbxPoCHSDGghAeVUJxGcbZCAz6Bs99Ty_t=FfEsAXkw at mail.gmail.com>
> Content-Type: text/plain
> 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
> 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
> [[alternative HTML version deleted]]
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