FindMinimum and picewise linear functions

*To*: mathgroup at smc.vnet.net*Subject*: [mg2679] FindMinimum and picewise linear functions*From*: sinan at u.washington.edu (Sinan Karasu)*Date*: Tue, 5 Dec 1995 02:26:41 -0500*Organization*: University of Washington, Seattle

I define a piecewise linear function with If statements, and then sample the function on a list. And then I try to do an optimization on it (sum of squares...) FindMinimum always complains about not being able to find the gradient. Has anyone come up with a way to do this? Let us say I define (0,1)->R^2 to be a triangle Then I sample it on say {0.1,0.3,0.5,0.7,0.9} and then I come up with another sampling, say {0.1,0.3,0.4,0.7,0.9} Now if I do Sum[(triangle1samples[[i]]-triangle2samples[[i]])^2,{i,1,5}] and then perturb {0.1,0.3,0.t+4,0.7,0.9} and do a minimization of Sum over the second sample (i.e. t) FindMinimum complains about not being able to take the gradient. I unserdtand why it does, the question is, can I circumvent this somehow???? Sinan -- Redistribution by Microsoft Network is prohibited.