| optimize {base} | R Documentation |
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.
optimize(f = , interval = , lower = min(interval),
upper = max(interval), maximum = FALSE,
tol = .Machine$double.eps^0.25, ...)
optimise(f = , interval = , lower = min(interval),
upper = max(interval), maximum = FALSE,
tol = .Machine$double.eps^0.25, ...)
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. |
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.
Brent, R. (1973) Algorithms for Minimization without Derivatives. Englewood Cliffs N.J.: Prentice-Hall.
f <- function (x,a) (x-a)^2 xmin <- optimize(f, c(0, 1), tol = 0.0001, a = 1/3) xmin