Re: Q: FindMinimum
- To: mathgroup at smc.vnet.net
- Subject: [mg15587] Re: Q: FindMinimum
- From: Nicolas CLERC <Nicolas.Clerc at hec.unil.ch>
- Date: Thu, 28 Jan 1999 04:23:20 -0500 (EST)
- Sender: owner-wri-mathgroup at wolfram.com
Hi Clemens,
Insert a current point entry in the following manner:
list={};
{cost;solution}=FindMinimum[list=Append[list,{x,y}];your_function,{x,x0},{y,
y0}]
Hence list will give you the history of optimization. If you are only
interested in the current point, it becomes
{cost;solution}=FindMinimum[currentpoint={x,y};your_function,{x,x0},{y,y0}]
and currentpoint gives the point where the FindMimimum stops if it
doesn't return any solution.
I found these tricks in the excellent book "Computational Economics and
Finance", Hal Varian editor, in the Culioli's section on optimization
(ISBN 0-387-94518-0).
Hope that helps,
Best,
Nicolas
---------------------------------------------------------
Nicolas CLERC
HEC - BFSH 1 Phone: +41 21 692.34.78
Universite de Lausanne Fax : +41 21 692.33.05 1015
LAUSANNE
e-mail: nicolas.clerc at hec.unil.ch SUISSE
----------------------------------------------------------