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Re: FindMinimum

  • To: mathgroup at christensen.cybernetics.net
  • Subject: [mg257] Re: [mg242] FindMinimum
  • From: Jerry Keiper <keiper>
  • Date: Thu, 1 Dec 1994 09:08:36 -0600

  > A colleague of mine is having trouble with FindMinimum. When minimizing a
  > function, FindMinimun tries to evaluate the function outside the bounds
  > set. This in turn causes Mathematica to more or less hang, since the
  > function to minimize is not well behaived outside the specified interval.
  > Any suggestions?

Yes, simply define the function outside the specified interval to be
well behaved and huge.  For example:

	f[x_] := x^2 + Sqrt[100 - x^2]

This function is very nice between -10 and 10, but is not real outside
that interval.  So use instead the function

	f[x_] := 1000000000000000000000 Abs[x] /; Abs[x] >= 10
	f[x_] := x^2 + Sqrt[100 - x^2]

In[5]:= FindMinimum[Print[x]; f[x], {x, 200, 300}]
200.
203.136
198.062
196.864
188.479
181.358
169.837
151.195
121.032
72.2272
-6.74066
-559.516
-217.882
-87.3895
-6.74066
-37.5458
23.4224
-3.5226
-3.5226
-5.13163
6.76947
-3.8581
0.119591
0.119591
0.0121442
-0.000110698
0.000147675
-0.000110698
           -12
-3.59432 10

                               -12
Out[5]= {10., {x -> -3.59432 10   }}

Jerry B. Keiper
keiper at wri.com
Wolfram Research, Inc.





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