Look at nlminb() or optim(), in particular the option `method = "L-BFGS-B"' or the function spg() in "BB" package.
With these you can optimize over any number of variables. Ravi. ____________________________________________________________________ Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu ----- Original Message ----- From: Esmail <esmail...@gmail.com> Date: Saturday, May 23, 2009 10:01 am Subject: [R] optimizing function over x,y To: R mailing list <r-help@r-project.org> > Hello all, > > I would like to maximize or minimize a given math function over a > specific set of values. > > I was checking out Wolfram Alpha ( > and it can do simple optimization problems in math, such as > > maximize 15*x - x**2 over 0 to 15 > > ( > > which finds the maximum value and input for x in the range 0 to 15. > Very cool. (This is of course a very simple example). > > Reading the R documentation I found out that with R I can do this: > > > f<-function(x) (15*x)-x**2 > optimize(f, c(0,15), lower=0,upper=15, maximum=TRUE) > > which works very nicely too! > > > What I would like to do, but what Wolfram Alpha apparently can't do > (according to a post in their community forum) is to maximize (or > minimize) functions that contain two variables, x and y, or more. So > for example a very simple example would be > > minimize x**2 + y**2 over x:0 to 15, y:0-12 -- this does not work > -- though I'm > unclear about > -- the correct > syntax too. > > Is there a way to do this in R in just a neat and easy way as R > optimizes a 1-D function? > > For this particular instance I am interested in the minimum of > > x * sin(4*x) + 1.1 * sin(2*y), where x,y in range 0-10 > > so an example of this in R would be great, though in other problems > the range may not be identical for x and y. > > Thanks, > > Esmail > > ps: Has anyone written any programs in Python that they then have used > to call R functions? I am thinking of writing some of my scripts > in > Python, but then accessing some of R's functions. > > ______________________________________________ > R-help@r-project.org mailing list > > PLEASE do read the posting guide > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ 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.
