[R] Numerical solution

Greg Snow 538280 at gmail.com
Thu Jan 9 19:00:06 CET 2014


?uniroot
?optim
?optimize

and look at the Optimization and Mathematical Programming task view on CRAN.

On Wed, Jan 8, 2014 at 8:55 PM, Aurélien Philippot
<aurelien.philippot at gmail.com> wrote:
> Dear R experts,
>
> I want to use numerical methods to solve a complex problem. Here is a very
> simple example that gives an idea of what I would like to do. This example
> could be solved by hand, but I am  interested in finding a numerical
> solution in R.
>
> Let's say that I have the following equation:
>
> Maxx (-2x^2+ Cx)=1
>
> I want to numerically solve for C. Of course I could use the first order
> condition with respect to x on the left hand side, and find the value of x
> that maximizes  the function x-> -2x^2+ Cx, (as a function of C), and then
> solve for C.
>
> But, let's assume that my left hand side is much more complex and I want to
> avoid using the first order condition. So, I would need to use some
> numerical techniques directly.
>
> Is there a procedure that could be implemented in R?
>
> Thank you very much for any suggestion!
>
> Aurelien
>
>         [[alternative HTML version deleted]]
>
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-- 
Gregory (Greg) L. Snow Ph.D.
538280 at gmail.com




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