Constraint violation by FindMinimum w/ 2nd-start arg(?)

*To*: mathgroup at smc.vnet.net*Subject*: [mg47361] Constraint violation by FindMinimum w/ 2nd-start arg(?)*From*: frankeye at cox.net (Frank Iannarilli)*Date*: Tue, 6 Apr 2004 06:37:12 -0400 (EDT)*Sender*: owner-wri-mathgroup at wolfram.com

Hi everyone, I'm using the latest Mathematica 5.0.1 on Win2k (this is the one with advanced docs for Optimization, particularly FindMinimum). I'm trying to do: FindMinimum[f[x], {x, x0,x1,xmin,xmax}] The advanced docs state that the addition of the "2nd-start" argument x1 will automatically force FindMinimum to employ numeric ("finite-difference") evaluation rather than symbolic evaluation of the gradient (and hessian...), and indeed it does, given the vast speedup on my f[x]. However, by omitting x1, FindMinimum respects the constraints xmin, xmax (i.e., the solution must lie within those bounds). Including x1 causes constraint violation. Is this a "feature" or a bug? I suppose it might make sense that an analytic gradient could better respect the constraints, but I'm pretty sure that Mathematica is falling-back into numerical evaluation of the gradient of my f[x] when I omit the x1 argument anyhow (f[x] involves pseudoinverse of g[x], where g[] are interpolatingfunction's). Regards,