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rmathematical-optimization

Using the nlm function for optimization with multiple variables


Can the nlm function be used for optimization with multiple variables? How would that work?

For instance: I want to find x and y so that f(x,y) is minimized. How would the nlm function work?

something like that?:

nlm(f,c(0.1,0.1))

Solution

  • Make a function that receives a vector:

    f <- function(X) {
      x <- X[1]
      y <- X[2]
      (x-3.14)^2 + (y-6.28)^2
    }
    nlm(f,c(0.1,0.1))