One Dimensional Optimization

Usage

optimise(.........)
optimize(f=, interval=, lower=min(interval),
        upper=max(interval), maximum=FALSE,
        tol=.Machine$double.eps^0.25, ...)

Arguments

f the function to be optimized. The function is either minimized or maximized over its first argument depending on the value of maximum.
interval a vector containing the end-points of the interval to be searched for the minimum.
lower the lower end point of the interval to be searched.
upper the upper end point of the interval to be searched.
tol the desired accuracy.
... additional arguments to f.

Description

The function optimize searches the interval from lower to upper for a minimum or maximum of the function f with respect to its first argument.

It uses Fortran code (from Netlib) based on algorithms given in the reference.

optimise is an alias for optimize.

Value

A list with components minimum (or maximum) and objective which give the location of the minimum (or maximum) and the value of the function at that point.

References

Brent, R. (1973). Algorithms for Minimization without Derivatives. Englewood Cliffs N.J.: Prentice-Hall.

See Also

nlm, uniroot.

Examples

f <- function (x,a) (x-a)^2
xmin <- optimize(f, c(0, 1), tol=0.0001, a=1/3)
xmin


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