MathGroup Archive 2011

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Passing Compiled Functions To FindRoot, FindMinimum, and NMinimize


The built-in compiler is much more powerful in Version 8 than in
previous versions.  One example of this is the new RuntimeOptions
attribute for Compile.  By setting RuntimeOptions ->
{"EvaluateSymbolically" -> False}, the user can generate a compiled
function which can result in significantly faster results from
FindRoot, FindMinimum and NMinimize.  The documentation for
RuntimeOptions gives an example of this for
FindRoot and I have verified that it also works for FindMinimum and
NMinimize.


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