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MathGroup Archive 2003

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Numerical Optimization of Procedural Function

  • To: mathgroup at smc.vnet.net
  • Subject: [mg44427] Numerical Optimization of Procedural Function
  • From: Brian Rogers <rogers at tanis.hss.caltech.edu>
  • Date: Sat, 8 Nov 2003 04:51:07 -0500 (EST)
  • Organization: California Institute of Technology, Pasadena
  • Sender: owner-wri-mathgroup at wolfram.com

Hi,
I'm new to the newsgroup and am posting a question for the first time. I
have a function of one variable that computes its output using a Solve[]
commnand and returning a list of 3 output numbers.  When I plot the (say)
first dimension of the function output over my domain
it is smooth and convex, and clearly has a nice global minimum.  But when
I try to find the minimum using either FindMinimum or NMinimize,
Mathematica runs forever without ever giving any answer or warning.  I
think it has something to do with FindMinimum and NMinimize having trouble
interpreting the output of my function to optimize, since it gives it's
answer through a Return[] command after solving a list of equations.
Could it be a problem with the attributes of the output or something to do
with Hold?  Any help would be appreciated.
Thanks,
Brian


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