CODEWITHSUNDEEP
r
Felix
Felix

Reputation: 1

How to use optim() for sqrt optimization

I don't get how to use the optim() function. I tried something simple (at least i thought so). Here is the code:

w<-c(0.5,0.5)
A<-runif(100)
B<-runif(100)
c<-function(w,A,B) sqrt(w[1]*A + w[2]*B)
optim(w,c)
Error in w[1]*A:'A' is missing

I have seen various questions of this type but I still don't know what is wrong. What am I missing here?

Upvotes: 0

Views: 62

Answers (1)

Nick F
Nick F

Reputation: 311

There are two separate things to look at in the code above.

First, in the optim function you need to pass in the other arguments to c (as part of the ... argument to optim:

optim(w, c, A = A, B = B)

But that still won't run because the function your trying to optimise returns a vector (optim tries to minimise the value of the function by default).

Because you say it's an example, it's not clear what to do with the function c but just to show something that should work, you could try the sum of the squared differences between A & B:

c <- function(w, A, B) sum((w[1] * A - w[2] * B)^2)
optim(w, c, A = A, B = B)

Upvotes: 1

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