>
> > > Ravi Varadhan, Ph.D.
> > >
> > > Assistant Professor, The Center on Aging and Health
> > >
> > > Division of Geriatric Medicine and Gerontology
> > >
> > > Johns Hopkins University
> > >
> > > Ph: (410) 502-2619
> > >
> > > Fax: (410) 614-9625
>
Paul,
You have picked a function that is not smoothly differentiable and also started
at one of many 'stationary' points in a system with multiple solutions. In
practice, I think it'll get a zero gradient as the algorithm does things
numerically and you have a symmetric function. It probably the
to using your analytic powers!
Ravi.
- Original Message -
From: Paul Smith <[EMAIL PROTECTED]>
Date: Tuesday, May 8, 2007 4:33 am
Subject: Re: [R] Bad optimization solution
To: R-help
> It seems that there is here a problem of reliability, as one never
> knows whether th
>
> > Johns Hopkins University
> >
> > Ph: (410) 502-2619
> >
> > Fax: (410) 614-9625
> >
> > Email: [EMAIL PROTECTED]
> >
> > Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html
> >
> >
> >
> > ---------
age-
> From: [EMAIL PROTECTED]
> [mailto:[EMAIL PROTECTED] On Behalf Of Paul Smith
> Sent: Monday, May 07, 2007 6:26 PM
> To: R-help
> Subject: Re: [R] Bad optimization solution
>
> On 5/7/07, Paul Smith <[EMAIL PROTECTED]> wrote:
> > > I think the problem i
G'day all,
On Tue, 8 May 2007 12:10:25 +0800
Berwin A Turlach <[EMAIL PROTECTED]> wrote:
> > I am trying to perform the below optimization problem, but getting
> > (0.5,0.5) as optimal solution, which is wrong;
>
> Why?
>
> As far as I can tell you are trying to minimize |x1-x2|
It was point
G'day Paul,
On Mon, 7 May 2007 23:25:52 +0100
"Paul Smith" <[EMAIL PROTECTED]> wrote:
[...]
> Furthermore, X^2 is everywhere differentiable and notwithstanding the
> reported problem occurs with
>
> myfunc <- function(x) {
> x1 <- x[1]
> x2 <- x[2]
> (x1-x2)^2
> }
Same argument as with ab
G'day Paul,
On Mon, 7 May 2007 22:30:32 +0100
"Paul Smith" <[EMAIL PROTECTED]> wrote:
> I am trying to perform the below optimization problem, but getting
> (0.5,0.5) as optimal solution, which is wrong;
Why?
As far as I can tell you are trying to minimize |x1-x2| where x1 and x2
are between 0
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Paul Smith
Sent: Monday, May 07, 2007 6:26 PM
To: R-help
Subject: Re: [R] Bad optimization solution
On 5/7/07, Paul Smith <[EMAIL PROTECTED]> wrote:
> > I think the problem is the starting
To
>>> Sent by: R-help
>>> [EMAIL PROTECTED] cc
>>> at.math.ethz.ch
>>>
Sent by: R-help
> > [EMAIL PROTECTED] cc
> > at.math.ethz.ch
> > Subject
> >
R-help
> [EMAIL PROTECTED] cc
> at.math.ethz.ch
> Subject
>[R] Bad optimization solution
> 05/07/2007 04:30
>
[EMAIL PROTECTED] cc
at.math.ethz.ch
Subject
[R] Bad optimization solution
Dear All
I am trying to perform the below optimization problem, but getting
(0.5,0.5) as optimal solution, which is wrong; the correct solution
should be (1,0) or (0,1).
Am I doing something wrong? I am using R 2.5.0 on Fedora Core 6 (Linux).
Thanks in advance,
Paul
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