[R] Optimization

massimiliano.talarico massimiliano.talarico at poste.it
Tue Jul 17 09:18:55 CEST 2007


I'm sorry the function is 

sqrt((x1*0.114434)^2+(x2*0.043966)^2+(x3*0.100031)^2)=0.04;

Have you any suggests.

Thanks,
Massimiliano



What is radq?

--- "massimiliano.talarico"
<massimiliano.talarico at poste.it> wrote:

> Dear all,
> I need a suggest to obtain the max of this function:
> 
> Max x1*0.021986+x2*0.000964+x3*0.02913
> 
> with these conditions:
> 
> x1+x2+x3=1;
>
radq((x1*0.114434)^2+(x2*0.043966)^2+(x3*0.100031)^2)=0.04;
> x1>=0;
> x1<=1;
> x2>=0;
> x2<=1;
> x3>=0;
> x3<=1;
> 
> Any suggests ?
> 
> Thanks in advanced,
> Massimiliano
> 
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