RE: How can I control FindMinimum's behavior?
- To: mathgroup at smc.vnet.net
- Subject: [mg19104] RE: [mg19037] How can I control FindMinimum's behavior?
- From: "Ersek, Ted R" <ErsekTR at navair.navy.mil>
- Date: Thu, 5 Aug 1999 01:35:20 -0400
- Sender: owner-wri-mathgroup at wolfram.com
Rajdeep Kalgutkar wrote:
---------------------------
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?
----------------------------
Apparently the QuasiNewton method needs to have the symbolic derivative. In
your example the function does have a symbolic derivative. The only problem
is that Mathematica can't figure it out because of the way (func) is
defined. What you need to do is use the Gradient option to tell the kernel
what the derivative is. It's called Gradient because that's what you need
for multi-dimensional problems. Also the Quasi-Newton method only needs one
starting point.
My solution is below.
--------------------------
In[1]:=func[x_]:=Module[{w},
w=Sin[x]^2+0.2*x;
Print[w," ",x];
w
]
In[2]:=
FindMinimum[func[x], {x,0.},
Method->QuasiNewton,
Gradient->{2 Sin[x]Cos[x]+0.2}
]
0. 0.
-0.000530497 -0.2
-0.0100297 -0.102717
-0.0100337 -0.100623
-0.0100337 -0.100679
Out[2]=
{-0.0100337,{x->-0.100679}}
-----------------
Regards,
Ted Ersek