Re: Problem with NMinimize
- To: mathgroup at smc.vnet.net
- Subject: [mg119162] Re: Problem with NMinimize
- From: Themis Matsoukas <tmatsoukas at me.com>
- Date: Mon, 23 May 2011 06:27:17 -0400 (EDT)
Hi Dimos,
Define fob without ?NumericQ. For example:
nmax = 5;
thist = RandomReal[100, nmax];
t1 = RandomReal[100, nmax];
t2 = RandomReal[100, nmax];
t3 = RandomReal[100, nmax];
t4 = RandomReal[100, nmax];
fob[w1_, w2_, w3_, w4_, c_,
pow_] := (w1*(c + t1)^pow + w2*(c + t2)^pow + w3*(c + t3)^pow +
w4*(c + t4)^pow)^(1/pow) - c;
results =
NMinimize[{Abs[
1000*(Mean[thist] - Mean[fob[w1, w2, w3, w4, c, pow]])^2 +
Total[(thist - fob[w1, w2, w3, w4, c, pow])^2]/Length[thist]],
w1 + w2 + w3 + w4 == 1 && 0 < w1 < 1 && 0 < w2 < 1,
0 < w3 < 1 && 0 < w4 < 1 && 0 < c, 0 < pow}, {w1, w2, w3, w4, c,
pow}]
{1197.03, {w1 -> 0.81389, w2 -> 1.91257*10^-10, w3 -> 0.122859,
w4 -> 0.0632512, c -> 6.82525*10^-7, pow -> 1.98958*10^-8}}
Themis