FindMinimum Error

• To: mathgroup at smc.vnet.net
• Subject: [mg48553] FindMinimum Error
• From: jules at julesfrancis.co.uk (Julian Francis)
• Date: Sat, 5 Jun 2004 07:18:53 -0400 (EDT)
• Sender: owner-wri-mathgroup at wolfram.com

```Hi,

I am trying to minimise a function of five variables using the
FindMinimum function, and am running into trouble:

In[71]:=
raroc1 = weight1.return1 - Sqrt[(weight1*risk1).(weight1*risk1)]

Out[71]=
\!\(0.065`\ w1 + 0.1143`\ w2 + 0.1161`\ w3 - 0.0029`\ w4 +
0.1799`\ w5 - \@\(0.0625`\ w1\^2 + 0.0625`\ w2\^2 + 0.0625`\ w3\^2
+ \
0.0625`\ w4\^2 + 0.0625`\ w5\^2\)\)

In[75]:=
FindMinimum[-raroc1, {w1, .5, 0, 1}, {w2, .5, 0, 1}, {w3, .5, 0, 1},
{w4, 0.1,
0, 1}, {w5, .2, 0, 1}]

From In[75]:=
FindMinimum::"regex": "Reached the point \!\(0.2576914435899301`\)
which is \
outside the region \!\({\(\({0.`, 1.`}\)\), \(\({0.`, 1.`}\)\),
\(\({0.`, \
1.`}\)\), \(\({0.`, 1.`}\)\), \(\({0.`, 1.`}\)\)}\)."

Out[75]=
FindMinimum[-raroc1, {w1, 0.5, 0, 1}, {w2, 0.5, 0, 1}, {w3, 0.5, 0,
1}, {w4,
0.1, 0, 1}, {w5, 0.2, 0, 1}]

What does the error message "Reached the point xxx outside the region"
mean? And how did it get there?

I am using Mathematica 4.0.0.2

Any help would be greatly appreciated.

Regards,
Julian.

```

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