[R] Optimization - n dimension matrix

[Andrew Robinson]

Hello,

optim() works for more than one dimension.  You might also find this
page helpful:

http://cran.r-project.org/web/views/Optimization.html

Cheers

Andrew

On Mon, May 02, 2011 at 12:41:19PM -0700, petrolmaniac wrote:
> Dear all,
> 
> I am facing the following problem in optimization:
> 
> w = (d, o1, ..., op, m1, ..., mq) is a 1 + p + q vector
> 
> I want to determine: 
> 
> w = argmin (a - d(w))' A (a - d(w))
> 
> where a is a 1xK marix, A is the covariance matrix of vector a, d(w) is a
> 1xK vector which parameters are functions of parameters d, o1 .. op, m1 ..
> mq.
> 
> Is there some function to solve this problem easily? I know optim() and
> ucminf() for one-dimensional optimization (I believe). Are there some tools
> for such n-dimensional problem?
> 
> Kind regards,
> 
> C.
> -- 
> 
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> 
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-- 
Andrew Robinson  
Program Manager, ACERA 
Department of Mathematics and Statistics            Tel: +61-3-8344-6410
University of Melbourne, VIC 3010 Australia               (prefer email)
http://www.ms.unimelb.edu.au/~andrewpr              Fax: +61-3-8344-4599
http://www.acera.unimelb.edu.au/

Forest Analytics with R (Springer, 2011) 
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