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Re: NMINIMIZATION WITH COMPLEX CONJUGATE

  • To: mathgroup at smc.vnet.net
  • Subject: [mg112864] Re: NMINIMIZATION WITH COMPLEX CONJUGATE
  • From: ADL <alberto.dilullo at tiscali.it>
  • Date: Mon, 4 Oct 2010 06:05:18 -0400 (EDT)
  • References: <i86uvd$hp3$1@smc.vnet.net>

On 2 Ott, 11:45, tarun dutta <tarundut... at gmail.com> wrote:
> I want to nminimize a function which contain a variable like x[i] and
> also its conjugate i.e.x[i]* where       ''i'' can vary from 0 to a
> fixed number n the constraint is [sum[abs[x[i]^2=1],
> so here I want to find out the value of x[i] for which we will get the
> minimized value of the function...
>
> p = 0.05;
> q = 1
> n = 5;
> x[6] = 0;
> f = Sum[Sqrt[i + 1] p x[i]
> \!\(\*SuperscriptBox[
> RowBox[{"(",
> RowBox[{"x", "[",
> RowBox[{"i", "+", "1"}], "]"}], ")"}], "*"]\) +
> \!\(\*SuperscriptBox["p", "*"]\) x[
>       i + 1] (x[i])\[Conjugate] + (q*i + i (i - 1)) x[i]
> \!\(\*SuperscriptBox[
> RowBox[{"(",
> RowBox[{"x", "[", "i", "]"}], ")"}], "*"]\), {i, 0, n}];
> c = [\!\(
> \*UnderoverscriptBox[\(\[Sum]\), \(i = 0\), \(n\)]
> \*SuperscriptBox[\(Abs\ [x[i]]\), \(2\)]\) == 1, {i, n}];
> v = Array[x, n]; Timing[
>  NMinimize[{f, c}, v,
>   Method -> {"RandomSearch", Method -> "InteriorPoint"}]]
>
> This is my written program from which I can not get the expected
> value.please give a solution...if myproblem is not clear to you people
> then just inform me through mailing...

I tried to solve your problem by splitting real and complex parts:

p = 1/20;
q = 1 ;
n = 5;
x[0] = 0;    (* HOW DO YOU DEAL WITH X[0] ?*)
x[6] = 0;

f = Sum[
   Conjugate[p]*x[i + 1]*Conjugate[x[i]] +
    Sqrt[i + 1]*p*x[i]*Conjugate[x[i + 1]] +
    (i*q + (i - 1)*i)*x[i]*Conjugate[x[i]],
   {i, 0, n}
   ];

vr = Array[xr, n];
vi = Array[xi, n];
vv = Join[vr, vi];

ff = ExpandAll@ComplexExpand@ExpandAll@(f /. x[i_] :> xr[i] + I xi[i])

c = Sum[Abs[x[i]]^2, {i, n}];

cc = FullSimplify[ExpandAll[c /. x[i_] :> xr[i] + I xi[i]],
  vv \[Element] Reals]

NMinimize[{Abs[ff], cc == 1}, vv,
 Method -> {"RandomSearch", Method -> "InteriorPoint"}
 ]

{0.998786000742084,{
xr[1]->0.639564303676262,
xr[2]->-0.012868312708188,
xr[3]->0.000106478076504024,
xr[4]->-3.7447230021614*10^-6,
xr[5]->-3.14110125055689*10^-6,
xi[1]->0.768474352348592,
xi[2]->-0.0154612373020706,
xi[3]->0.000128613261347542,
xi[4]->-3.8553915016355*10^-6,
xi[5]->-3.14072792856528*10^-6
}}

Could this help?

ADL


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