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MathGroup Archive 2005

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FindMinimum -- MaxIterations

  • To: mathgroup at smc.vnet.net
  • Subject: [mg53294] FindMinimum -- MaxIterations
  • From: "Alan" <info at optioncity.REMOVETHIS.net>
  • Date: Tue, 4 Jan 2005 03:14:18 -0500 (EST)
  • Sender: owner-wri-mathgroup at wolfram.com

Consider running FindMinimum with an objective
function with N > 1 parameters. I count the number of
times the objective function is evaluated prior to
convergence (or early termination) --- let's call this count C.

The default value for MaxIterations is 100.
Leave all parameters at the defaults.
My question is: how large will C get before 100 iterations occur?
In other words, exactly what is an "iteration" under the
defaults?

Experience with N say, in the range 3 to 9,
suggests that C is larger than 100 N, but other than that,
I have no clue.

Thanks in advance,
alan 



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