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Re: Q: FindMinimum

  • To: mathgroup at smc.vnet.net
  • Subject: [mg15587] Re: Q: FindMinimum
  • From: Nicolas CLERC <Nicolas.Clerc at hec.unil.ch>
  • Date: Thu, 28 Jan 1999 04:23:20 -0500 (EST)
  • Sender: owner-wri-mathgroup at wolfram.com

Hi Clemens,

Insert a current point entry in the following manner:

list={};
{cost;solution}=FindMinimum[list=Append[list,{x,y}];your_function,{x,x0},{y,
y0}]

Hence list will give you the history of optimization. If you are only
interested in the current point, it becomes

{cost;solution}=FindMinimum[currentpoint={x,y};your_function,{x,x0},{y,y0}]

and currentpoint gives the point where the FindMimimum stops if it
doesn't return any solution.

I found these tricks in the excellent book "Computational Economics and
Finance", Hal Varian editor, in the Culioli's section on optimization
(ISBN 0-387-94518-0).

Hope that helps,

Best,

Nicolas


--------------------------------------------------------- 
Nicolas CLERC
HEC - BFSH 1                      Phone: +41 21 692.34.78 
Universite de Lausanne            Fax :  +41 21 692.33.05 1015 
LAUSANNE          
e-mail: nicolas.clerc at hec.unil.ch SUISSE
----------------------------------------------------------



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