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MathGroup Archive 2000

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Re: FindMinimum of a compiled function??

  • To: mathgroup at smc.vnet.net
  • Subject: [mg23692] Re: FindMinimum of a compiled function??
  • From: dgolber at aol.com (DGolber)
  • Date: Mon, 29 May 2000 12:24:21 -0400 (EDT)
  • References: <8gsnfe$ec6@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

I've played some of these games.

Suggestions:

(1) Have a normal function, which calls the compiled function.

(2) If you can, take the derivatives and get the gradient, then compile the
gradient functions and give them to FindMinimum in the same way.

(3) Look at NonlinearFit in the Statistics package.

(4) Set up the callable function to print out the parameters and return value
each time (or each 10th time, or each 100th time) it is called.  Watching these
will give you a lot of info as to what is happening.

To me, it's pretty amazing to realize that I'm (who me?) doing a calculation
that takes at Pentium III at 350 MHz a whole day.  Think of how much bit-moving
is happening!

Dave Golber


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