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MathGroup Archive 2009

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Memory management in NMinimize

  • To: mathgroup at smc.vnet.net
  • Subject: [mg102401] Memory management in NMinimize
  • From: "Ali K. Ozdagli" <ozdagli at gmail.com>
  • Date: Sat, 8 Aug 2009 04:37:20 -0400 (EDT)

Hi,

I am using Mathematica 7.0.1 on an XP with 4GB RAM. I am using NMinimize in
order to find the global minimum of a function, say F[], that is a function
of a couple of other functions, including a numerical inverse function. The
function F[] has 8 arguments.

When I use it in NMinimize and keep a check on memory with
EvaluationMonitor:->{ClearSystemCache[], Print[MemoryInUse[]]} I see that
the memory is increasing significantly every time the function F[] is
evaluated. However, when I evaluate this function successively with
different values using a while loop and ClearSystemCache[] the MemoryInUse
increases very little if any at all.

I tried $HistoryLength = 0. I do not know what else I can do. When the
MemoryInUse[] reaches around 1.5G Mathematica gives a Visual C++ error which
suggests that I should find a way to keep the memory low.

Can somebody help me with that? If not, I will have to move the project to a
different software package which is gonna be painful.

Thanks in advance,

Ali

-- 
Ali K. Ozdagli



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