On Jul 8, 2012, at 16:52 , John C Nash wrote: > 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.
As the function is unbounded in z, you can't really fault optimizers for not optimizing over x and y, can you? Or do you see other kinds of oddities? -pd -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.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.
