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MathGroup Archive 1999

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How can I control FindMinimum's behavior?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg19037] How can I control FindMinimum's behavior?
  • From: Rajdeep Kalgutkar <rajdeep at chem.nwu.edu>
  • Date: Tue, 3 Aug 1999 13:45:06 -0400
  • Organization: Northwestern University
  • Sender: owner-wri-mathgroup at wolfram.com

Hi Mathgroupers!

I have been using FindMinimum for a multidimensional minimization
problem. I find that when Method->Automatic is used, my input parameters
values are passed on to my target function immediately, but when I use
Method->QuasiNewton, FindMinimum insists on symbolic input during the
first minimization cycle. This happens even though I specify 2 input
values. My target function does not have symbolic derivatives and
therefore it the minimization procedure crashes when using the
QuasiNewton method. Is there anyway to prevent FindMinimum from
insisting on symbolic input initially? I am using Mathematica For
Students 3.01, in case that is relevant.

thanks for helping out, rajdeep

eg:

In[1]:=func[x_]:=Module[{w},
             w=Sin[x]^2+0.2*x;
             Print[w," ",x];
             w
           ]
In[2]:=FindMinimum[func[x],{x,{0.,1}},Method->Automatic]
0. 0.
0.00725537 0.0313609
-0.00350081 -0.0193821
-0.0100333 -0.100024
-0.0100336 -0.100373
-0.00640346 -0.161842
-0.00906033 -0.0692214
-0.00951906 -0.123636
-0.0100333 -0.100024
-0.0100337 -0.100727
-0.0100337 -0.10068
Out[2]={-0.0100337,{x->-0.10068}}
In[3]:=FindMinimum[func[x],{x,{0.,1}},Method->QuasiNewton]
0.2 x + Sin[x]^2 x
FindMinimum::"fmwar": "When Method -> Newton or QuasiNewton only the
first starting value in each dimension will be used."
0. 0.
-0.000530497 -0.2
-0.000530497 -0.2
-0.0100297 -0.102717
-0.0100297 -0.102717
-0.0100337 -0.100623
-0.0100337 -0.100623
-0.0100337 -0.100679
-0.0100337 -0.100679
-0.0100337 -0.100679
-0.0100337 -0.100679
Out[3]={-0.0100337,{x->-0.100679}}




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