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Re: convex FindMinimum for a large vector
Hi Art, I presume you're using Version 6? It sounds like you know what you're doing, but perhaps haven't come across the various options for FindMinimum? Paste the following into the Help>Documentation Center address field: tutorial/UnconstrainedOptimizationOverview which should bring up a jump-table of links, including the one pertaining to FindMinimum: "Methods for Local Minimization" Perhaps tweaking the L-BFGS "step memory" or switchng to the the ConjugateGradient method? Good luck!