Re: alternative to FindMinimum
- To: mathgroup at yoda.physics.unc.edu
- Subject: Re: alternative to FindMinimum
- From: keiper
- Date: Wed, 5 May 93 09:20:51 CDT
> i have a "function" that i would like to minimize but
> FindMinimum does not work on it because there are no derivatives.
I don't know what is meant by "there are no derivatives". If it really
is a nowhere differentiable function I suspect that it will be very difficult
to minimize numerically regardless of the algorithm used. If it means that
D[ ] does not produce a symbolic derivative then "differentiability" is
irrelevant: FindMinimum does not require derivatives:
In[21]:= FindMinimum[Abs[x]^2, {x, 1, 2}]
-28 -14
Out[21]= {1.51868 10 , {x -> 1.23235 10 }}
(Note that it does assume that the function is smooth. If the function is
not smooth convergence will be much slower. Squaring Abs[x] is one way to
make it smooth.)
Jerry B. Keiper
keiper at wri.com
Wolfram Research, Inc.