Re: Numerical Optimization involving equation solving
- To: mathgroup at smc.vnet.net
- Subject: [mg56001] Re: Numerical Optimization involving equation solving
- From: Peter Pein <petsie at arcor.de>
- Date: Wed, 13 Apr 2005 01:10:36 -0400 (EDT)
- References: <d3g8su$su0$1@smc.vnet.net>
- Sender: owner-wri-mathgroup at wolfram.com
Brian Rogers wrote:
> I need to optimize a function of one variable, say
> f[x_]:=(stuff;Return[ans];). Computing the value of f requires solving
> a (non-linear) system of equations that depend on x, and using this
> solution to compute some other things.
>
> Now, evaluating f at a numerical value of x works just fine, and I can
> even plot f (using Plot[f[x],{x,0,1}]) and eyeball the optimum. By the
> way, f is a very well behaved function--it is typically smooth and
> globally convex. However, what I really want to do is use FindMinimum
> (or NMinimize) to numerically return the optimum. When I use either of
> these built-in functions, they crash. I believe that they are first
> trying to evaluate f[x] symbolically--which would understandably cause
> it to crash because the system of equations doesn't have a closed form
> solution in x.
>
> I've tried using the "Compiled" option with no luck. How can I force
> FindMinimum to use a purely numerical procedure to optimize my
> function?
>
> Any help is greatly appreciated, and please copy any reply to
> brifry at gmail.com.
> Thanks!
>
As usual (see uncounted threads in this group):
f[x_NumericQ]:=...
--
Peter Pein
Berlin