Re: [R] Multi-objective optimization

2007-10-18 Thread Paul Smith
On 10/17/07, Ravi Varadhan [EMAIL PROTECTED] wrote: What if simultaneously maximizing f(x,y) and g(x,y) is an incompatible objective? Modifying Duncan's example slightly, What if: f(x,y) = -(x-y)^2 and g(x,y) = -(x-2)^2-(y-x-1)^2? Here: (1) = x = y (2) = y = x + 1 (3) =

Re: [R] Multi-objective optimization

2007-10-18 Thread Bert Gunter
18, 2007 3:10 AM To: r-help Subject: Re: [R] Multi-objective optimization On 10/17/07, Ravi Varadhan [EMAIL PROTECTED] wrote: What if simultaneously maximizing f(x,y) and g(x,y) is an incompatible objective? Modifying Duncan's example slightly, What if: f(x,y) = -(x-y)^2 and g(x,y

Re: [R] Multi-objective optimization

2007-10-17 Thread Duncan Murdoch
On 10/17/2007 1:54 PM, Paul Smith wrote: Dear All, Is there any package to do multi-objective optimization? For instance, consider the following problem: maximize f(x,y) in order to x and maximize g(x,y) in order to y, simultaneously, with x and y being the same both for f and g.

Re: [R] Multi-objective optimization

2007-10-17 Thread Ravi Varadhan
Hi Paul, I know very little about multi-objective optimization. Further, I don't understand what in order to means. In multi-objective optim problems, don't you almost always end up reducing it to standard optimization by combining the multiple objectives into a single objective function? Then

Re: [R] Multi-objective optimization

2007-10-17 Thread Peter Dalgaard
Alberto Monteiro wrote: Duncan Murdoch wrote: Is there any package to do multi-objective optimization? For instance, consider the following problem: maximize f(x,y) in order to x and maximize g(x,y) in order to y, simultaneously, with x and y being the same both for f and g. Can R

Re: [R] Multi-objective optimization

2007-10-17 Thread Paul Smith
On 10/17/07, Alberto Monteiro [EMAIL PROTECTED] wrote: Is there any package to do multi-objective optimization? For instance, consider the following problem: maximize f(x,y) in order to x and maximize g(x,y) in order to y, simultaneously, with x and y being the same both for f

Re: [R] Multi-objective optimization

2007-10-17 Thread Daniel Lakeland
On Wed, Oct 17, 2007 at 06:54:31PM +0100, Paul Smith wrote: Dear All, Is there any package to do multi-objective optimization? For instance, consider the following problem: maximize f(x,y) in order to x and maximize g(x,y) in order to y, simultaneously, with x and y being the same

Re: [R] Multi-objective optimization

2007-10-17 Thread Duncan Murdoch
Paul Smith wrote: On 10/17/07, Ravi Varadhan [EMAIL PROTECTED] wrote: What if simultaneously maximizing f(x,y) and g(x,y) is an incompatible objective? Modifying Duncan's example slightly, What if: f(x,y) = -(x-y)^2 and g(x,y) = -(x-2)^2-(y-x-1)^2? Here: (1) = x = y (2) = y = x + 1