[R] optimizing function over x,y
esmail.js at gmail.com
Sat May 23 15:59:03 CEST 2009
I would like to maximize or minimize a given math function over a
specific set of values.
I was checking out Wolfram Alpha (http://www70.wolframalpha.com/)
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:
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.
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.
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