[R] Bad optimization solution

Berwin A Turlach berwin at maths.uwa.edu.au
Tue May 8 07:13:25 CEST 2007


G'day all,

On Tue, 8 May 2007 12:10:25 +0800
Berwin A Turlach <berwin at maths.uwa.edu.au> wrote:

> > I am trying to perform the below optimization problem, but getting
> > (0.5,0.5) as optimal solution, which is wrong; 
> 
> Why?
> 
> As far as I can tell you are trying to minimize |x1-x2| 

It was pointed out to me that you are actually trying to maximise the
function, sorry, didn't read the command carefully enough.

And I also noticed that my comments were anyhow wrong, for
minimisation the points (x,x) and not (x, 1-x) would be the solutions;
must have also misread the function as |x1+x2|...

Looks as if I need more coffee to wake up and get my brain going...

Please ignore my last two mails on this issue and apologise to the
list....

Cheers,

	Berwin



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