Re: FindMinimum Termination Criteria?
- To: mathgroup at smc.vnet.net
- Subject: [mg4787] Re: FindMinimum Termination Criteria?
- From: rubin at msu.edu (Paul A. Rubin)
- Date: Mon, 16 Sep 1996 23:51:16 -0400
- Organization: Michigan State University
- Sender: owner-wri-mathgroup at wolfram.com
In article <51c50q$b2u at ralph.vnet.net>, dreece at atl.mindspring.com (Daryl Reece) wrote: ->Could someone tell me what criteria is used in FindMinimum to find the ->minimum point and to terminate the search? I'm running FindMinimum on ->a function that does not have local minima yet it terminates. I've ->tried upping the MaxIterations and the AccuracyGoal but the results ->don't seem to improve. -> ->Thanks in advance, ->Daryl It obviously can stop if it hits an iteration limit, but you say boosting the limit doesn't help. It will stop if you give it a domain interval for one or more of the variables and it finds itself trying to leave that interval, but presumably that's not it (you'd know if that was happening). Otherwise, I think it stops because the derivative/gradient is looking too much like a zero. Have you calculated the derivative (gradient?) at the "solution" it gives? Could it be, if not a critical point, at least close to one? (Also, keep in mind that if it ever stumbles onto a local max, the zero derivative will stop it there as well.) Come to think of it, maybe I should ask first if the function *has* a derivative everywhere? -- Paul ************************************************************************** * Paul A. Rubin Phone: (517) 432-3509 * * Department of Management Fax: (517) 432-1111 * * Eli Broad Graduate School of Management Net: RUBIN at MSU.EDU * * Michigan State University * * East Lansing, MI 48824-1122 (USA) * ************************************************************************** Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. J. W. v. GOETHE ==== [MESSAGE SEPARATOR] ====