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MathGroup Archive 2003

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Optimization with NMinimize

  • To: mathgroup at smc.vnet.net
  • Subject: [mg39496] Optimization with NMinimize
  • From: Andreas Kabutke <a.kabutke at web.de>
  • Date: Thu, 20 Feb 2003 05:13:18 -0500 (EST)
  • Sender: owner-wri-mathgroup at wolfram.com

Dear members of MathGroup,

i want to optimize my funktion t[u1_,u2_], with the genetic algorithm
"DifferentialEvolution" in NMinimize:   

t[u1_,u2_] is a funktion with fractions, roots, squares  and the
mathematica operations Table and Sum (but to long to send it to you
now).

NMinimize[{t[u1,u2], 
0 <= u1 <= 4999 && 0 <= u2 <= 4999 && u2 <= u1 && (u1 | u2) \[Element]
Integers}, {u1, u2}, 
Method -> {"DifferentialEvolution", "RandomSeed" -> 0, "PostProcess" ->
Automatic, "SearchPoints" -> Automatic, "CrossProbability" -> 0.5,
"ScalingFactor" -> 0.6}]

A calculation for testing works and find the desired minimium!  But on
the other hand it shows the following error massages:


LessEqual::"nord": "Invalid comparison with 3.5591120000000056*e6 +
6.654961962772207*e-8 \[ImaginaryI] attempted."

General::"stop": "Further output of LessEqual::"nord" will be suppressed
during this calculation."

NMinimize::"fcplx": "The objective function returned a complex value at
the point 3.5591120000000056*e6 + 6.654961962772207*e-8 \[ImaginaryI].
Proceeding with the absolute value of the objective function."

General::"stop": "Further output of NMinimize :: "fcplx will be
suppressed during this calculation."


I don`t no in which way i can handle this problem! Are the constraints
not strong enough? Do i need a penalty funktion (how i have to implicate
it, which one do i need???). I tried it with the Mathematica
UnitStep-funktion but it don`t help!

I`m realy not a professional in Mathematica......


Thanks for your help...


Andreas Kabutke






______________________________________________
Dipl.-Min. Andreas Kabutke

Humboldt University Berlin  
Institute of Physical and Theoretical Chemistry  
Brook-Taylor-Str. 2, 12489 Berlin,

Tel.: ++49-30 - 2093 5556
Fax: ++49-30 - 2093 5559  
E-Mail:  a.kabutke at web.de


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