Dear R People:
I am trying to duplicate the example from Dennis and Schnabel's "Numerical Methods for Unconstrained Optimization and Nonlinear Equations", which starts on page 149.
My reason for doing so: to try to understand the "nlm" function.
Here is the function:
mfun1
function(x) {
z <- matrix(0,nrow=2,ncol=1)
z[1,1] <- x[1]^2 + x[2]^2 - 2
z[2,1] <- exp(x[1]-1) + x[2]^3 - 2
res <- 0.5*t(z)%*%z
res
}This function has a root at c(1,1). When I use the following:
nlm(mfun1,c(2,0.5))
$minimum [1] 0.09168083
$estimate [1] 1.485078e+00 -4.973395e-07
$gradient [1] -8.120649e-09 1.096345e-09
$code [1] 1
$iterations [1] 19
I get the solution of 1.485078 and zero.
Now when I use:
nlm(mfun1,c(1.2,0.85))
$minimum [1] 2.025965e-12
$estimate [1] 1.000001 0.999999
$gradient [1] 6.799786e-08 6.520232e-08
$code [1] 1
$iterations [1] 8
I get the appropriate answer.
What can I put into my code to improve the estimates, please?
Thanks Sincerely, Laura Holt R Version 2.0.0 Windows mailto: [EMAIL PROTECTED]
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