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rfunctionoptimizationmathematical-optimizationalgebra

Solving for an input value of an R function


In my attached R function, I was wondering how to solve for mdes (suppose it is unknown) which is currently one of the input values IF everything else is known?

Is it also possible to solve for mdes and power (both currently input values) IF everything else is known?

foo <- function(A = 200, As = 15, B = 100,Bs = 10,iccmax = 0.15,mdes = .25,SD = 1.2,power = 80)
{
  tail <- 2
  alpha <- 5
  inv_d <- function(mdes) {
    c(mean_dif = 1, Vmax = 2/mdes^2)
  }
  SDr <- 1/SD
  pars <- inv_d(mdes)
  mean_dif <- pars[[1]]
  Vmax <- pars[[2]]
  zbeta <- qnorm((power/100))
  zalpha <- qnorm(1-(alpha/(100*tail)))
  maxvarmean_difhat <- (mean_dif / (zbeta + zalpha))**2
  ntreat <- sqrt((A/As)*((1-iccmax)/iccmax))
  ncont <- sqrt((B/Bs)*((1-iccmax)/iccmax))
  costpertreatcluster <- A + (As*ntreat)
  costperconcluster <- B + (Bs*ncont)
  gtreat <- (sqrt(A*iccmax) + sqrt(As*(1-iccmax)))**2
  gcon <- (sqrt(B*iccmax) + sqrt(Bs*(1-iccmax)))**2
  pratio <- sqrt(gtreat/gcon)
  budgetratio <- 99999
  budgetratio <- ifelse( ((pratio <= SD) & (pratio >= SDr)), pratio**2, ifelse((pratio > SD), pratio*SD, pratio*SDr))
  fraction <- budgetratio/(1 + budgetratio)
  mmvnumer <- 99999
  mmvnumer <- ifelse( ((pratio <= SD) & (pratio >= SDr)),
                      gcon*Vmax*(1+(pratio**2)),
                      ifelse((pratio > SD),
                             gcon*Vmax*(((pratio*SD)+1)**2/((SD**2)+1)),
                             gcon*Vmax*(((pratio*SDr)+1)**2/((SDr**2) + 1))) )
  budget <- mmvnumer/maxvarmean_difhat
  treatbudget <- fraction*budget
  conbudget <- (1-fraction)*budget
  ktreat <- treatbudget/costpertreatcluster
  kcont <- conbudget/costperconcluster
  ktreatrup <- ceiling(ktreat)
  kcontrup <- ceiling(kcont)
  ktreatplus <- ifelse(pmin(ktreatrup,kcontrup) < 8, ktreatrup + 3, ktreatrup + 2)
  kcontplus <- ifelse(pmin(ktreatrup,kcontrup) < 8, kcontrup + 3, kcontrup + 2)
  budgetplus <- (ktreatplus*costpertreatcluster) + (kcontplus*costperconcluster)
  
  return(c(ncont = ncont, kcont = kcontplus,
    ntreat = ntreat, ktreat = ktreatplus, budget = budgetplus))
}
#--------------------------------------------------------------------------------
# EXAMPLE OF USE:
foo()

       ncont        kcont       ntreat       ktreat       budget 
    7.527727    73.000000     8.692270    62.000000 33279.051347

Solution

  • Define a function of one variable as

    p0 = foo()
    fn1 = function(x) sum((foo(mdes=x) - p0)^2)
    

    and find a minimum that should be 0, and which corresponds to your mdes = 0.25 input!

    optimize(fn1, c(0.0, 1.0))
    ## $minimum
    ## [1] 0.2497695
    ## $objective
    ## [1] 0
    

    For two variables, this is more difficult, as the function has many local minima and is ill-defined outside certain regions. Applying optim() you will need well-chosen starting points.