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MathGroup Archive 2004

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Re: FindMinimum Error

  • To: mathgroup at smc.vnet.net
  • Subject: [mg48805] Re: FindMinimum Error
  • From: V.Cejka at seznam.cz (Vasek)
  • Date: Thu, 17 Jun 2004 04:07:17 -0400 (EDT)
  • References: <du402uzw1c3w@legacy>
  • Sender: owner-wri-mathgroup at wolfram.com

Hi,
You gave three parameters to the iterators ({w1, 0.5, 0, 1}...), this
notation is used to limit searched region. It starts with w1=0.5,
iterates and stops for w1<0 or w1>1. The message means, that minimum
is not in given region. Use another notation (i.e.{w1, 0.5}...). You
can observe the iterations with
FindMinimum[Print[w1," ",w2," ",w3," ",w4," ",w5," ",-raroc1];-raroc1,
{w1, .5, 0, 1}, {w2, .5, 0, 1}, {w3, .5, 0, 1},{w4, 0.1, 0, 1}, {w5,
.2, 0, 1}]



On 4 Jun 04 06:03:28 -0400 (EDT), Julian Francis wrote:
>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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