Mathematica 9 is now available
Services & Resources / Wolfram Forums
-----
 /
MathGroup Archive
2000
*January
*February
*March
*April
*May
*June
*July
*August
*September
*October
*November
*December
*Archive Index
*Ask about this page
*Print this page
*Give us feedback
*Sign up for the Wolfram Insider

MathGroup Archive 2000

[Date Index] [Thread Index] [Author Index]

Search the Archive

FindMinimum

  • To: mathgroup at smc.vnet.net
  • Subject: [mg22112] FindMinimum
  • From: "Johannes Ludsteck" <ludsteck at zew.de>
  • Date: Wed, 16 Feb 2000 02:34:28 -0500 (EST)
  • Organization: Zentr. f. Europ. Wirtschaftsforsch
  • Sender: owner-wri-mathgroup at wolfram.com

Dear Mathgroup Members,
I have to minimize a function which is continuous but not smooth.
Someone suggested to use the flexible polyhedron search method 
by Nelder and Mead.
The FindMinimum[] function in Mathematica doesn't use this 
method, but seems to do the job well if I force use of the secant 
method by givind two starting points for each variable.
Since the features of FindMinimum are not documented very well, I 
wonder whether FindMinimum guarantees to find at least a local 
minimum in my case.

In case you are interested in the function:  

Plus @@ Abs[y - max[Dot[x, b], 0]],

where y is a vector, x a matrix and b a vector. b contains the 
miminization arguments.


Johannes Ludsteck
Centre for European Economic Research (ZEW)
Department of Labour Economics,
Human Resources and Social Policy
Phone (+49)(0)621/1235-157
Fax (+49)(0)621/1235-225

P.O.Box 103443
D-68034 Mannheim
GERMANY

Email: ludsteck at zew.de


  • Prev by Date: NonLinearRegress and a constraint
  • Next by Date: Contour curves & sections onto a surface
  • Previous by thread: NonLinearRegress and a constraint
  • Next by thread: Re: FindMinimum