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)
- Reply-to: <drbob at bigfoot.com>
- 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 ?
Thanks in advance,
Etienne