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Re: Help with NMinimize

  • To: mathgroup at smc.vnet.net
  • Subject: [mg82317] Re: Help with NMinimize
  • From: Jens-Peer Kuska <kuska at informatik.uni-leipzig.de>
  • Date: Wed, 17 Oct 2007 04:09:58 -0400 (EDT)
  • References: <ff1qmk$9eq$1@smc.vnet.net>

Hi,

a) use the EvaluationMonitor option
b) NMinimze[] optimize/compile the function arguments
    (that's why you are using a computer algebra for
    numerical operations) and remove Print[] and other stuff

Regards
   Jens

Flavio wrote:
> Hi everybody, I can't figure out how to solve this problem with
> NMinimize, which I want to use in order to test the Nelder and Mead
> algorithm with an externally evaluated function.
> 
> I consider the following five argument function (of course this is not
> my actual minimization function):
> 
> g[x1,x2,x3,x4,x5]:=Module[{xx1=x1,xx2=x2,xx3=x3,xx4=x4,xx5=x5},
> Export[ToString[xx1]<>".txt",xx1];
> Return[(xx1-1)^2+(xx2-1)^2-xx3^2+(xx4+1)^2+xx5^2];
> ]
> 
> Now, if I compute
> 
> g[1,2,3,4,5]
> 
> I get the correct answer "14", and a file named "1.txt" is created,
> exactly as expected.
> 
> But if I use the NMinimize command in this way:
> 
> NMinimize[{g[x1,x2,x3,x4,x5],constr},{x1,x2,x3,x4,x5},Method-
>> {"NelderMead",RandomSeed->1},EvaluationMonitor:>Print["x1=",x1]]
> 
> with these constraints:
> 
> constr={x1^2<=4&&x2^2<=4&&x3^2<=4&&x4^2<=4&&x5^2<=4};
> 
> The minimization is performed, but only a single file, named "x1.txt"
> is created.
> 
> The x1 argument in the fuction seems to have the value "x1" rather
> than its effective value? Can somebody explain me which is the problem
> with my code, and how can I actually use the value inside the
> function?
> I need to use this value because the function g should be replaced by
> a function that creates a file with the arguments, evaluate a command,
> and then reads the values obtained by the external program.
> 
> Thank you very much for your help.
> 
> Flavio Cimolin
> 
> 


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