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MathGroup Archive 1995

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Re: projected gradient

  • To: mathgroup at christensen.cybernetics.net
  • Subject: [mg1625] Re: projected gradient
  • From: Scott.A.Hill at williams.edu (Lancelot)
  • Date: Fri, 7 Jul 1995 00:13:03 -0400
  • Organization: Williams College, Williamstown MA

In article <3tahig$6bb at news0.cybernetics.net>,
James Albert Larson <larso171 at maroon.tc.umn.edu> wrote:
>On 2 Jul 1995 22:59:29 GMT, 
>Filippo  <teltesi25 at .polito.it> wrote:
>
>>I am an Electrical Engineering Student needing to find 
>>the constrained minimum of a function of several
>>variables using the projected gradient algorithm.
>>I would like to know if this algorithm is already
>>been inplemented for Mathematica and should this be
>>the case how to find it.
>
>Ans: no.  The LinearProgramming and ConstrainedMin works with 
>constraints, but is only for linear objective function and linear 
>constraints.  The only other optimization function in Mathematica is 
>FindMinimum -- the objective function can be nonlinear, but no constraints 
>are allowed.  (There are also ConstrainedMax and FindMaximum -- the same as 
>ConstrainedMin and FindMinimum except maximizes rather than minimizes).

	I don't think there is a command called "FindMaximum", unless
it's in a package somewhere that I don't have access to.  No problem,
really; FindMaximum[f] = FindMinimum[-f].
	I wrote my own version of FindMinimum (called FindMin), since
the former wasn't working for me and I wanted to see why it wouldn't
work for me.  I don't understand what you mean by "constrained"
exactly (FindMinimum supposedly allows you to put bounds on the
parameters searched, but I suppose that's not what is meant?), but if
anyone would like the code and can tweak it to make it work this way,
let me know. 

>Jim Larson





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