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