[R] how to solve a min problem

[RAVI VARADHAN]

Whether you can use "optim" or not depends on the nature of the constraints on S.  If you have simple box constraints, you can use the "L-BFGS-B" method in optim.  If not, optim may not be directly applicable, unless you can somehow transform your problem into an unconstrained minimization problem. 

Ravi.

----- Original Message -----
From: domenico pestalozzi <statadat at gmail.com>
Date: Wednesday, July 4, 2007 11:26 am
Subject: Re: [R] how to solve a min problem
To: R-help <r-help at stat.math.ethz.ch>


> S is an array 1-dimensional, for example 1 X 10, and mean(S) is the 
> mean of
>  these 10 elements.
>  
>  So, I want to do:
>  
>  minimize mean(S) with 0 < b_func(S) < 800.
>  That is, there are some boundaries on S according the b_funct
>  
>  The function apply an iterative convergent criterion:
>  
>  f_1=g(S), f_2=g(f_1), f_3=g(f_2), ecc....
>  The function stops when
>  f_n - f_n-1 <=0.1e-09
>  and g(S) is a non-linear function of S and the convergence is mathematically
>  assured.
>  
>  Is it possible to use  'optimize'?
>  
>  thanks
>  
>  domenico
>  
>  
>  2007/7/3, Spencer Graves <spencer.graves at pdf.com>:
>  >
>  >      Do you mean
>  >
>  >      minimize mu with 0 < b_func(S+mu) < 800?
>  >
>  >      For this kind of problem, I'd first want to know the nature of
>  > "b_func".  Without knowing more, I might try to plot b_func(S+mu) vs.
>  > mu, then maybe use 'optimize'.
>  >
>  >      If this is not what you mean, please be more specific:  I'm
>  > confused.
>  >
>  >      Hope this helps.
>  >      Spencer Graves
>  >
>  > domenico pestalozzi wrote:
>  > > I know it's possible to solve max e min problems  by using these
>  > functions:
>  > >
>  > > nlm, optimize, optim
>  > >
>  > > but I don't know how to use them (...if possible...) to solve this
>  > problem.
>  > >
>  > > I have a personal function called  b_func(S) where S is an input 
> array
>  > (1 X
>  > > n)  and I'd like:
>  > >
>  > > minimize mean(S) with 0 < b_funct < 800.
>  > >
>  > > I know that the solution exists, but It's possible to calculate 
> it in R?
>  > > The b_func is non linear and it calculates a particular value 
> using S as
>  > > input and applying a convergent iterative algorithm.
>  > >
>  > > thanks
>  > >
>  > >
>  > > domenico
>  > >
>  > >       [[alternative HTML version deleted]]
>  > >
>  > > ______________________________________________
>  > > R-help at stat.math.ethz.ch mailing list
>  > > 
>  > > PLEASE do read the posting guide
>  > 
>  > > and provide commented, minimal, self-contained, reproducible code.
>  > >
>  >
>  
>  	[[alternative HTML version deleted]]
>  
>  ______________________________________________
>  R-help at stat.math.ethz.ch mailing list
>  
>  PLEASE do read the posting guide 
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