Help in Optimization of a function
On Jul 8, 2012, at 16:52 , John C Nash wrote:
This looks like a homework trap set up to catch those trying to use facilities like Rhelp. f = exp(x^2-y+z^(-1))= exp(x^2) * exp(1/z)/exp(y) To maximize clearly needs biggest x (37), smallest y (2) and a z that makes exp(1/z) big -- 0. Except that you'll get Inf etc. Actually, several of the optimization tools in R don't do too badly on this (about half of the routines in optplus (the R-forge version of optimx) get reasobable answers, but there are some oddities depending on starting values.
As the function is unbounded in z, you can't really fault optimizers for not optimizing over x and y, can you? Or do you see other kinds of oddities? -pd
Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com