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Re: Numerical Optimization involving equation solving

• To: mathgroup at smc.vnet.net
• Subject: [mg56023] Re: [mg55969] Numerical Optimization involving equation solving
• From: Christopher Purcell <christopherpurcell at mac.com>
• Date: Wed, 13 Apr 2005 01:11:12 -0400 (EDT)
• References: <200504120926.FAA27654@smc.vnet.net>
• Sender: owner-wri-mathgroup at wolfram.com

Try using the pattern test  ?NumberQ in your definition of the function 
f.
as in:

f[x_?NumberQ]:=(stuff;Return[ans];

You can learn more about this with ?PatternTest.



Christopher Purcell
Sensors & Actuators Group
DRDC-Atlantic, 9 Grove St., PO Box 1012,
Dartmouth NS B2Y 3Z7 Canada
Work E-mail chris.purcell at drdc-rddc.gc.ca
Work Tel 902-426-3100 x389 Fax 902-426-9654
Home Tel 902-464-9248
Home E-mail christopherpurcell at mac.com
AIM/iChatAV:   cffrc

On Apr 12, 2005, at 6:26 AM, 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!
>

• References:
  • Numerical Optimization involving equation solving
    • From: "Brian Rogers" <brifry@gmail.com>