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Re: FindMinimum v. NMinimize and an external program

• To: mathgroup at smc.vnet.net
• Subject: [mg125176] Re: FindMinimum v. NMinimize and an external program
• From: Szabolcs <szhorvat at gmail.com>
• Date: Sun, 26 Feb 2012 04:20:16 -0500 (EST)
• Delivered-to: l-mathgroup@mail-archive0.wolfram.com
• References: <jia0qc$1c4$1@smc.vnet.net>

On Saturday, 25 February 2012 08:58:20 UTC+2, Ian  wrote:
> Can anyone say whether the following behavior is expected and why? I'd like to avoid learning how to use MathLink, but I need to use FindMinimum on a large external calculation and my way is broken.
> 
> Say there's a command line program called 'prog' that calculates y = (x-1)^2, reading x from a named pipe called 'in' and writing y to a named pipe called 'out'. Mathematica interacts with prog by reading and writing to the pipes. Like ...
> 
> > in = OpenWrite["in"];
> > f[x_?NumericQ]:=(Write[in, CForm[x]]; First[ReadList["!cat out", Number]])
> 
> Calling NMinimize on f gives the correct answer, but FindMinimum doesn't. Specifically, FindMinimum[f[x], {x, 0}] returns the message FindMinimum::fmgz. That is, Mathematica thinks the gradient is zero.
> 
> I can't find a reason the two functions should behave differently. Any thoughts?
> 
> A couple details for the DIYers. Here's prog:
> #include <stdio.h>
> #include <math.h>
> int main()
> {
>     FILE * io;
>     int j;
>     double x,y;
> 
>     while((j = scanf("%lf", &x)) != EOF)
>     {
>         y = pow((x-1.0), 2);
>         io = fopen("out", "w");
>         fprintf(io, "%e\n", y);
>         fclose(io);
>     }
>     return;
> }
> 
> Run prog with a redirect for stdin, as in
> /prog < in

Not a direct answer, but I very much recommend learning LibraryLink (not MathLink).  Please see the answers to a question I asked about which is the easiest way to integrate Mathematica with C/C++ code:

http://stackoverflow.com/questions/8140869/minimal-effort-method-for-integrating-c-functions-into-mathematica

There's a short but complete guide to setting up a LibraryLink program in Arnoud Buzing's answer.  Please take a look at it.  Your situation will be even easier because both your input and output are scalars.

Advantages of LibraryLink compared to pipes:

 * fast -- you have direct access to Mathematica's memory (no need for I/O, converting between strings and numbers, slow process launching)

 * more robust (no need to create named pipes---I don't even know how to do that on Windows)

 * cross platform

I find it's less work and less worry than hackish approaches such as pipes, also it probably won't take you more than 30 minutes to get it working the first time.