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MathGroup Archive 1999

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RE: FindMinimum

  • To: mathgroup at smc.vnet.net
  • Subject: [mg15906] RE: [mg15823] FindMinimum
  • From: "ELLIS, Luci" <EllisL at rba.gov.au>
  • Date: Wed, 17 Feb 1999 23:33:47 -0500
  • Sender: owner-wri-mathgroup at wolfram.com

Hi:
Try FindMinimum[f,{x, {xstart1,xstart2}, xmin, xmax}, {y,{xstart1,xstart2},
xmin, xmax}]
which is another way of specifying the FindMinimum function.  See page 1087
of the Mathematica Book.

Alternatively there is a third-party application called Global Minimisation
that does some cool grid-search optimisation.  There is a description on
Wolfram's web site.

Hope this helps,
Luci
____________________________________________________
Luci Ellis                         ph:61-2-9551-8881
Acting Senior Economist            fx:61-2-9551-8833
Financial & Monetary Conditions    ellisl at rba.gov.au
Economic Analysis Department       GPO Box 3947
Reserve Bank of Australia          Sydney NSW 2001


-----Original Message-----
From: Hossein Kazemi [mailto:kazemi at javanet.com]
To: mathgroup at smc.vnet.net
Subject: [mg15906] [mg15823] FindMinimum


*** This E-Mail has been checked by MAILsweeper ***
I have an expression that involves the Sign[] function.  For example,
consider

f=Sign[4.35x-13.57y +(1-x^2-y^2)]-Sign[2.49x-11.18y+(1-x^2-y^2)]+...

I need to find the minimum of this function.  Since the symbolic
derivatives with respect to x and y do not exist, I have to use

FindMinimum[f,{x,{x0,x1}},{y,{y0,y1}}]

But this does not restrict Mathematica not look outside (-1,1) range for
solutions,
where (1 - x^2 - y^2) will not be real.

Is there anyway to find the minimum of a function when symbolic
derivatives of
the function do not exist and values outside a range should not be used.

Thank you.
kazemi at som.umass.edi




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