Hello, optim() works for more than one dimension. You might also find this page helpful:
http://cran.r-project.org/web/views/Optimization.html Cheers Andrew On Mon, May 02, 2011 at 12:41:19PM -0700, petrolmaniac wrote: > Dear all, > > I am facing the following problem in optimization: > > w = (d, o1, ..., op, m1, ..., mq) is a 1 + p + q vector > > I want to determine: > > w = argmin (a - d(w))' A (a - d(w)) > > where a is a 1xK marix, A is the covariance matrix of vector a, d(w) is a > 1xK vector which parameters are functions of parameters d, o1 .. op, m1 .. > mq. > > Is there some function to solve this problem easily? I know optim() and > ucminf() for one-dimensional optimization (I believe). Are there some tools > for such n-dimensional problem? > > Kind regards, > > C. > -- > > -- > View this message in context: > http://r.789695.n4.nabble.com/Optimization-n-dimension-matrix-tp3490772p3490772.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Andrew Robinson Program Manager, ACERA Department of Mathematics and Statistics Tel: +61-3-8344-6410 University of Melbourne, VIC 3010 Australia (prefer email) http://www.ms.unimelb.edu.au/~andrewpr Fax: +61-3-8344-4599 http://www.acera.unimelb.edu.au/ Forest Analytics with R (Springer, 2011) http://www.ms.unimelb.edu.au/FAwR/ Introduction to Scientific Programming and Simulation using R (CRC, 2009): http://www.ms.unimelb.edu.au/spuRs/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
