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MathGroup Archive 2004

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Maximizing a function that depends on a list of length M grows as 3^M

  • To: mathgroup at smc.vnet.net
  • Subject: [mg52629] Maximizing a function that depends on a list of length M grows as 3^M
  • From: Gail Gong <gailgong at dcn.davis.ca.us>
  • Date: Sun, 5 Dec 2004 02:08:05 -0500 (EST)
  • Sender: owner-wri-mathgroup at wolfram.com

Here is my question briefly: I have a function in two variables that I 
want to maximize.The function depends on M markers.The calculation time 
for the function grows linearly as M grows.The number of iterations 
required for FindMaximum is constant.The calculation time of FindMaximum 
grows as a whopping 3^M. Since I need M to be over 200, my calculation 
of FindMaximum would require over 10^83 days. Why does FindMaximum grow 
as 3^M.  

Let my function be defined by
fFn[z_,r_,aListOfLengthM]:=Block[...

I use the following call to FindMaximum.  Since I am using {z,.3444, 
.3445} and {r,.0581,.0582}, I understand that the maximization routine 
is not taking derivatives.

n=0;iters={{0,z=.3444,r=.0581,fFn[z,r,aListOfLengthM]}};
workOne=Timing[FindMaximum[
        fFn[z,r,aListOfLengthM],{z,.3444, .3445},{r,.0581,.0582},
        StepMonitor :>AppendTo[iters,{++n,z,r,fFn[z,r,aListOfLengthM]}]]];

Thanks for any help anyone can offer. I can send a more verbose 
description if that would help.

Gail Gong


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