RE: Optimization package

• To: mathgroup at smc.vnet.net
• Subject: [mg35299] RE: [mg35256] Optimization package
• From: "DrBob" <majort at cox-internet.com>
• Date: Sat, 6 Jul 2002 06:10:26 -0400 (EDT)
• Sender: owner-wri-mathgroup at wolfram.com

```\$Version

"4.2 for Microsoft Windows (June 5, 2002)"

<< NumericalMath`NMinimize`
f[x_, y_] := If[x == 0 || y < 0, Max[x + y, x y], Min[x^2, x^2 - x y]]
NMinimize[f[x, y], {x, y}];
soln = Last@%

{x -> 0.988972, y -> -67.7498}

Unfortunately, this solution isn't even a critical point, much less a
global minimum.

g[a_] := f[x, y + a] /. soln
h[a_] := f[x + a, y] /. soln
g'[0]
h'[0]

0.999981
0.880566

Bobby R. Treat

-----Original Message-----
From: Etienne [mailto:esamc at nrcan.gc.ca]
To: mathgroup at smc.vnet.net
Subject: [mg35299] [mg35256] Optimization package

Is there an optimization package for Mathematica that supports an
objective
function containing If, || , && , Max and Min. For example F[x_,y_] :=
If[ x
== 0   ||  y < 0 , Max[ x + y ,  xy ], Min[ x^2 , x^2 - xy] ].

Will the function NMinimize, in Mathematica 4.2, support such objective
functions ?

Etienne

```

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