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)
http://www.ms.unimelb.edu.au/FAwR/
Introduction to Scientific Programming and Simulation using R (CRC, 2009):
http://www.ms.unimelb.edu.au/spuRs/