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MathGroup Archive 2005

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Re: FindMinimum is not obeying my bounds

  • To: mathgroup at smc.vnet.net
  • Subject: [mg62687] Re: [mg62652] FindMinimum is not obeying my bounds
  • From: Bruce Miller <brucem at wolfram.com>
  • Date: Wed, 30 Nov 2005 22:08:57 -0500 (EST)
  • References: <200511300507.AAA00125@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

On Nov 29, 2005, at 11:07 PM, Chris Chiasson wrote:

> Dear MathGroup,
>
> FindMinimum is not obeying my bounds:
>
> In[1]:=
> FindMinimum[(x-1)^2,{x,-80,-100,-70}]
> Out[1]=
> {0.,{x\[Rule]1.}}
>
> Version Number: 5.2.0.0
> Platform: Windows
>
> How does this turn out on your computers?
>
> Regards,
> --
> http://chrischiasson.com/contact/chris_chiasson
>


This is method-dependent.  (Known issue)

In[1]:=
$VersionNumber

Out[1]=
5.2

In[2]:=
FindMinimum[(x-1)^2,{x,-80,-100,-70}]

Out[2]=
{0., {x -> 1.}}

In[3]:=
FindMinimum[(x-1)^2,{x,-80,-100,-70},
    Method->Newton]

FindMinimum::reged:
    The point {-70.} is at the edge of the search region
     {-100., -70.} in coordinate 1
      and the computed search direction points outside the
       region. More?

Out[3]=
{5041., {x -> -70.}}

In[4]:=
FindMinimum[(x-1)^2,{x,-80,-100,-70},
    Method->ConjugateGradient]

FindMinimum::reged:
    The point {-70.} is at the edge of the search region
     {-100., -70.} in coordinate 1
      and the computed search direction points outside the
       region. More?

Out[4]=
{5041., {x -> -70.}}

In[5]:=
FindMinimum[(x-1)^2,{x,-80,-100,-70},
    Method->Gradient]

FindMinimum::regex:
    Reached the point {1.} which is outside the region
     {{-100.}, {-70.}}. More?

FindMinimum::regex:
    Reached the point {1.} which is outside the region
     {{-100.}, {-70.}}. More?

Out[5]=
                    2
FindMinimum[(x - 1) , {x, -80, -100, -70},

   Method -> Gradient]

In[6]:=
FindMinimum[(x-1)^2,{x,-80,-100,-70},
    Method->LevenbergMarquardt]

Out[6]=
{0., {x -> 1.}}

In[7]:=
FindMinimum[(x-1)^2,{x,-80,-100,-70},
    Method->QuasiNewton]

FindMinimum::reged:
    The point {-70.} is at the edge of the search region
     {-100., -70.} in coordinate 1
      and the computed search direction points outside the
       region. More?

Out[7]=
{5041., {x -> -70.}}

=====================================



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