[R] optimization on a circle

Prof Brian Ripley ripley at stats.ox.ac.uk
Mon Aug 13 11:37:31 CEST 2001


On Mon, 13 Aug 2001, Martina [iso-8859-1] Erdbrügge wrote:

> Hi all,
>
> after conducting a central composite design, I would like to optimize
> the estimated function on a circle (resp. globe) instead of a square
> (resp. cube), since the optimum will be reached on the bounds.
> Is there a function in R which could be used for this purpose? I'm using
> optim() with method = "L-BFGS-B" for the optimization on a square or
> cube.

Use polar coordinates, then you will have a box region.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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