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
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