[R] solving equations with several variables

Uwe Ligges
Thu, 19 Feb 2004 21:36:43 -0000

> I am relatively new to R, but I would like to use it find the values of b1
and
> b2 that maximize the following equation:
>
> (sum(cos(x3+2.33474-2(atan(b1*x1+b2*x2)))))
>
> Any help would be greatly appreciated.



Given b1 and b2 are scalars (we are minimizing f, hence maximizing -f):

 f <- function(b, x) -sum(cos(x3 + 2.33474 - 2*(atan(b[1]*x1 +
b[2]*x2))))
 optim(c(0, 0), f, x1=x1, x2=x2, x3=x3)


Be careful: Do you know the solution is (a) unique and (b) without many
local extrema?
The function cos() is extremly dangerous for optimization!!! If you
REALLY need it *and* you know optimization makes sense, you might want
to give method "SANN" a try ...

Uwe Ligges