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MathGroup Archive 2000

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Re: Gradient in FindMininum

  • To: mathgroup at smc.vnet.net
  • Subject: [mg24035] Re: Gradient in FindMininum
  • From: Mark Fisher <me.fisher at atl.frb.org>
  • Date: Wed, 21 Jun 2000 02:19:58 -0400 (EDT)
  • Organization: Federal Reserve Bank of Atlanta
  • References: <8in56l$44a@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

Johannes, 

If you give two starting values, FindMinimum does not try to compute the
gradient:

In[33]:=
f[x_] := x^2 + NIntegrate[Exp[-t^2], {t, -Infinity, x}]

In[34]:=
FindMinimum[f[x], {x, {0, .1}}]

Out[34]=
{0.666069, {x -> -0.419365}}

--Mark.

Mark Fisher
Economic Advisor
Research Department
Federal Reserve Bank of Atlanta
Atlanta, GA 30303
404-521-8757 (voice)
404-521-8810 (fax)
mark.fisher at atl.frb.org

personal web page: www.markfisher.net


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