find closest value in a vector based on another vector values

Dear All,

would you please provide your thoughts on the following:
let us say I have:

a <-c(1,5,8,15,32,69)
b <-c(8.5,33)

and I would like to extract from "a" the two values that are closest to the values in "b", where the length of this vectors may change but b will allways be shorter than "a". So at the end based on this example I should have the result "f" as

f <-c(8,32)

appreciate the help,

Andras