- To: mathgroup at smc.vnet.net
- Subject: [mg51558] Re: [mg51547] FindMinimum
- From: DrBob <drbob at bigfoot.com>
- Date: Sat, 23 Oct 2004 00:21:39 -0400 (EDT)
- References: <200410220221.WAA07282@smc.vnet.net>
- Reply-to: drbob at bigfoot.com
- Sender: owner-wri-mathgroup at wolfram.com
If search routine moves along a gradient some discrete distance, it has no simple or fool-proof way of knowing whether it does, or does not, cross over a wall. It looks only at a finite number of points, so it can't really know the shape of the landscape.
On Thu, 21 Oct 2004 22:21:33 -0400 (EDT), Steve Gray <stevebg at adelphia.net> wrote:
> FindMinimum is described as finding strictly LOCAL minima of the finction. To me this means
> that it will only go downward from the starting point. Therefore it should never cross "walls" or
> regions of higher value, even if the specified search limits includes such regions. That is what I
> wanted in a search of a highly nonlinear function of 2 variables. But I have some evidence that it
> did not strictly search downward, but rather found the lowest value in the search range by crossing
> over a region of higher value.
> Can anyone describe more thoroughly or accurately exactly what it does? Thank you.
> Steve Gray
DrBob at bigfoot.com
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