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MathGroup Archive 2006

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Re: large input to NMinimize causes NMinimize:"bcons" along with Less:nord ... and I don't think it should

  • To: mathgroup at smc.vnet.net
  • Subject: [mg72464] Re: large input to NMinimize causes NMinimize:"bcons" along with Less:nord ... and I don't think it should
  • From: "Chris Chiasson" <chris.chiasson at gmail.com>
  • Date: Fri, 29 Dec 2006 05:31:52 -0500 (EST)
  • References: <acbec1a40612222206j4487908drc5d40e8e07900912@mail.gmail.com>

I originally wrote:

> It is worth noting that Method->"DifferentialEvolution" will produce
> an answer and not complain about the constraints, but it is really the
> wrong type of method for this problem (I need one that is derivative
> based).

I am not sure if any of the NMinimize methods are derivative based,
except in the post processing step.

FindMinimum does have several methods that use derivatives, but it
doesn't handle constraints (unless one manually converts them into
penalty functions).


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