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MathGroup Archive 2012

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FindMinimum function does not seem to work for simple problems

  • To: mathgroup at smc.vnet.net
  • Subject: [mg128071] FindMinimum function does not seem to work for simple problems
  • From: vassilios.s.vassiliadis at gmail.com
  • Date: Thu, 13 Sep 2012 03:39:44 -0400 (EDT)
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I am trying to use the FindMinimum function to solve a Nonlinear Programming Problem that is derived by discretization of a simple optimal control problem.

FindMinimum behaves in a very odd way and I am not sure if this is a generic problem with the implementation of the interior point method or if I am using it in a wrong way (although I cannot see what could be wrong with my simple model).

I was driven to write a very trivial problem to test FindMinimum  as it was giving me problems with a more complex problem. 

Have other people encountered problems with FindMinimum for constrained optimization problems I wonder?

Vassilis



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