optimization nested in root-finding
- To: mathgroup at smc.vnet.net
- Subject: [mg64984] optimization nested in root-finding
- From: "E. Neely Atkinson" <eatkinso at mdanderson.org>
- Date: Fri, 10 Mar 2006 05:15:16 -0500 (EST)
- Organization: M. D. Anderson Cancer Center
- Sender: owner-wri-mathgroup at wolfram.com
I want to find some zeros of a function f(x). The evaluation of
f in turn requires finding a minimum. For a simple example.
obj2[x_, y_] := (x - 2)^2 + (y - 3)^2
f2[x_] :=
Module[
{y},
FindMinimum[obj2[x, y], {y, 0}][[1]]
]
Thus, f2[x] is the minimum value obj[x,y] can take for a
given fixed x.
Now, I can plot f2[x] and all is well. However, when
I try to solve f2[x]==5, I have trouble.
FindRoot[f2[x] == 5, {x, 1, 1.01}]
complains and returns. I am sure I am doing something silly,
but I am having a slow-brain day and would appreciate any help.
Neely Atkinson
Department of Biostatistics and Applied Mathematics
M. D. Anderson Cancer Center
eatkinso at mdanderson.org