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)
- Delivered-to: l-mathgroup@mail-archive0.wolfram.com
- Delivered-to: l-mathgroup@wolfram.com
- Delivered-to: mathgroup-newout@smc.vnet.net
- Delivered-to: mathgroup-newsend@smc.vnet.net
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