On 10/01/14 07:00, Greg Snow wrote:

?uniroot
?optim
?optimize

The OP will have to be careful and clever. Specifying the *intervals* over which uniroot() and optimise() search is going to be problematic, it seems to me.


and look at the Optimization and Mathematical Programming task view on CRAN.

There *may* be ways to avoid the problematic specification of search intervals to be found in this task view .... Good luck to the OP!

cheers,

Rolf Turner


On Wed, Jan 8, 2014 at 8:55 PM, Aurélien Philippot
<aurelien.philip...@gmail.com> wrote:
Dear R experts,

I want to use numerical methods to solve a complex problem. Here is a very
simple example that gives an idea of what I would like to do. This example
could be solved by hand, but I am  interested in finding a numerical
solution in R.

Let's say that I have the following equation:

Maxx (-2x^2+ Cx)=1

I want to numerically solve for C. Of course I could use the first order
condition with respect to x on the left hand side, and find the value of x
that maximizes  the function x-> -2x^2+ Cx, (as a function of C), and then
solve for C.

But, let's assume that my left hand side is much more complex and I want to
avoid using the first order condition. So, I would need to use some
numerical techniques directly.

Is there a procedure that could be implemented in R?

Thank you very much for any suggestion!

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