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>