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