Using the nlm function for optimization with multiple variables

Question

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))

score 4 · Accepted Answer · answered Nov 16 '16 at 06:59

4

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))

answered Nov 16 '16 at 06:59

Erwin Kalvelagen

Works perfectly for several functions, thanks! I try to understand what's going on: So you're basically designing a 2dim vector X ={x,y}, right? – k.dkhk Nov 16 '16 at 17:21
1

Correct: the solver uses a single vector X instead of several scalar variables. – Erwin Kalvelagen Nov 16 '16 at 23:50
3

To be precise X is actually not 2 dimensional, but rather a 1 dimensional array with length 2. – Erwin Kalvelagen Nov 17 '16 at 01:23

1 Answers1