[R] Minimization Problem

Stephan Kolassa Stephan.Kolassa at gmx.de
Sun Jan 18 15:37:08 CET 2009


Hi Glenn,

perhaps I'm misunderstanding your problem, but it seems to me that the 
zero vector (yielding a zero vector after the multiplication) will 
happily minimize everything you want.

Apart from that, you may want to look at the Optimization Task View on CRAN.

Good luck,
Stephan


glenn schrieb:
> Dear All,
> 
> Could someone give me some pointers (just a guide as to what functions I
> need to look at would be fine)
> as to how I go about this simple problem please;
> 
> The problem looks like this;
> 
> Choose x1 to x4 such that you minimize the MAXIMUM ABSOLUTE value returned
> in the vector result of this matrix problem;
> 
> [x1,x2,x3,x4].[ -0.38   -0.52     0.68    -0.29 ]
>               [ -0.39   -0.42    -0.12     0.49 ]
>               [ -0.40   -0.20    -0.45     0.26 ]
>               [ -0.39    0.03    -0.39    -0.36 ]
>  
> 
> I hope the formatting comes out ok , I did this on a Mac !
> 
> Glenn
> 
> 	[[alternative HTML version deleted]]
> 
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