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Re: Minimum of f(x,y) ?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg21267] Re: Minimum of f(x,y) ?
  • From: "Artyom Shneyerov" <a-shneyerov at nwu.edu>
  • Date: Tue, 21 Dec 1999 03:46:49 -0500 (EST)
  • Organization: Northwestern University, Evanston, IL, US
  • References: <83a9v6$qok@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

Peter Wegner <pwegner at theory.cs.uni-bonn.de> wrote in message
news:83a9v6$qok at smc.vnet.net...
> Hi everybody,
>
> I need to find the minimum of
>
>
>    f(x,y) := ....
>
> and
>
>   x \in [0,Pi]
>   y \in [Pi-x, Pi]
>
> Any help is welcome.
> Thanks in advance
>
>    Peter
>
>

Try this.

Instead of minimizing f, minimize

g(x,y) = f(x,y) +K*(If[x<0 || x>Pi, x^2 ,0]+If[y>PI || y<Pi-x, y^2 ,0])

where K is a "large" number (k/f ~ 1000, say). Running FindMinimum on g[x,y]
should compute a good approximation to the minimizing values of x,y. If the
approximation is not good enough, try increasing K using approximation as a
new initial condition.

Artyom Shneyerov




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