Hi all,
I'm using optimize() to find the minimum of the following function f, and
minimize it (without
f<-function(delta,P,U){
minimiz<-P+delta*U
x<-minimiz[1]
y<-minimiz[2]
z<-100*(y-x^2)^2+(1-x)^2
return(z)
}
result<-optimize(f, interval=c(-1, 10000), P=c(0.99,1.01), U=c(1,0))
result
Nothing unexpected in the output so far:
> result<-optimize(f, interval=c(-1, 10000), P=c(0.99,1.01), U=c(1,0))
> result
$minimum
[1] 0.01498144
$objective
[1] 2.482991e-05
But, when I choose a larger Interval in the optimization method:
result<-optimize(f, interval=c(-100, 100000), P=c(0.99,1.01), U=c(1,0))
result
> result<-optimize(f, interval=c(-100, 100000), P=c(0.99,1.01), U=c(1,0))
> result
$minimum
[1] -1.989997
$objective
[1] 4.01
The result gets worse (even though the old interval is included in the new one).
In fact I don't want any restrictons for the interval values (something like
interval=(-Inf, Inf) or at least the interval should be as large as possible.
Does anyone know this strange behavior? Where does it come from?
Thank you,
Fabian
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