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MathGroup Archive 2004

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FindMinimum can't work good. Why?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg49734] FindMinimum can't work good. Why?
  • From: jianchaoyao at hotmail.com (Justin)
  • Date: Thu, 29 Jul 2004 07:45:43 -0400 (EDT)
  • Sender: owner-wri-mathgroup at wolfram.com

I am using FindMinimum to find a minimum of a function. The method I
chose is Conjugate Gradient Method. The code is:

FindMinimum[Total[Total[(X -A.S)^2]]
+lamda*Total[Total[Abs[S/sigma]]], {S, Transpose[A].X}, Method ->
"ConjugateGradient"];

Here, X is a 64*2 matrix, A is 64*64 and S is 64*2. Lamda is 0.04 and
sigma is 0.316.

The error is:

FindMinimum::nnum: The function value {{29.2648, 2.86785},{25.6079,
3.64912},{8.40115, 10.1441},{41.2053, 3.61644},<<3>>,{24.2621,
2.83439},{32.2337, 2.86711},{70.3069, 3.88406},<<54>>} is not a number
at {S} = {{{-0.332617,-0.105046},{
  0.121631,-0.0732796},{-0.141049,0.0287662},{0.133227,-0.134943},
<<4>>,{-0.448107,0.0496249},{-0.0803086,0.0308295},<<54>>}}


Why? I must write a Conjugate Gradient Method with Mathematica to
solve this euqation. How should I do?

Thanks a lot.


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