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Re: Findminimum Question

  • To: mathgroup at
  • Subject: [mg24298] Re: Findminimum Question
  • From: Jens-Peer Kuska <kuska at>
  • Date: Fri, 7 Jul 2000 00:11:38 -0400 (EDT)
  • Organization: Universitaet Leipzig
  • References: <8k0ups$>
  • Sender: owner-wri-mathgroup at


The appendix of The Mathematica Book A 9.4

With Method->Automatic, FindMinimum uses various methods due to Brent:
the conjugate gradient in one dimension, and a modification of Powell's
method in several dimensions. 

If the function to be minimized is a sum of squares, FindMinimum uses
the Levenberg-Marquardt method (Method->LevenbergMarquardt). 

With Method->Newton FindMinimum uses Newton's method. With
Method->QuasiNewton FindMinimum uses the BFGS version of the
quasi-Newton method.

But you may have a look into the Statistics`NonlinearFit` standard
It can calculate the errors for you.


ayyer at wrote:
> Hi,
>         I was wondering if I could know the principle on which Mathematica uses
> the FindMinimum function. I mean, does it use a common algorithm ( like
> the Golden Search Algorithm) for all functions or does it analyse the
> functions by some of their specific properties, like continuity,
> differentiability, or shallow/deep regions and the like.
>         I needed to know this to find out the error bars for the function i am
> using. In case it is important, i am just minimising a sum of squares of
> a function to find the best fit.
> Thanks in advance,
> Ayyer
> Sent via
> Before you buy.

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