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MathGroup Archive 2005

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NMinimize InitialPoints BUGREPORT ?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg60198] NMinimize InitialPoints BUGREPORT ?
  • From: "lupos" <lupos at cheerful.com>
  • Date: Wed, 7 Sep 2005 04:03:55 -0400 (EDT)
  • Sender: owner-wri-mathgroup at wolfram.com

hi Mathematica support,
this posting is a Mathematica 5.1
bug report for NMinimize especially its InitialPoints Option.

As can be seen from the example below the InitialPoints seem to be
intermixed if the name of the parameters in this case S, R respectivly
S, T are not in alphabetical order. everything behaves well as long the
paramteres are in alphabetical sequence such as {S, T}. if we choose
the paramters as {S, R} the initial values for the parameters get
erroneously intermixed.
watch the very first printed line after the invocation of NMinimize.
once the initial value for S gets 1. (ok)
and once the initial value for S gets 2. (error)

note that this happens with all NMinimize methods not only the
NelderMead method.


In[1] :=
f[v1_, v2_] := v1^2 + (v2 - 10)^2



In[19]:=
NMinimize[f[S, T], {S, T}, MaxIterations -> 1,
EvaluationMonitor :> Print["S ", S, " T ", T],
Method -> {NelderMead, InitialPoints -> {{1, 2}}}]

>From In[19] := S 1. T 2.
>From In[19] := S - 0.936293 T 0.280416
>From In[19] := S 0.448605 T 0.161768
>From In[19] := S - 0.384898 T 2.11865
>From In[19] := S - 0.801649 T 3.09709
>From In[19] := S - 0.801649 T 3.09709
>From In[19] := S - 0.801649 T 3.09709
>From In[19] := S 0. T 10.
>From In[19] := S 0. T 10.
>From In[19] := S - 0.801649 T 3.09709

Out[19] = {0., {S -> 0., T -> 10.}}



In[21]:=
NMinimize[f[S, R], {S, R}, MaxIterations -> 1,
EvaluationMonitor :> Print["S ", S, " R ", R],
Method -> {NelderMead, InitialPoints -> {{1, 2}}}]

>From In[21] := S 2. R 1.
>From In[21] := S 0.280416 R - 0.936293
>From In[21] := S 0.161768 R 0.448605
>From In[21] := S 1.88135 R 2.3849
>From In[21] := S 2.68182 R 4.04549
>From In[21] := S 2.68182 R 4.04549
>From In[21] := S 2.68182 R 4.04549
>From In[21] := S 0. R 10.
>From In[21] := S 0. R 10.
>From In[21] := S 2.68182 R 4.04549

Out[21] = {0., {R -> 10., S -> 0.}}



regards robert


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