Question on FindMinimum
- To: mathgroup at smc.vnet.net
- Subject: [mg33415] Question on FindMinimum
- From: "Coleman, Mark" <mark.coleman at dri-wefa.com>
- Date: Wed, 20 Mar 2002 01:53:36 -0500 (EST)
- Sender: owner-wri-mathgroup at wolfram.com
Greetings,
I am using the built-in FindMinimum command to minimize a fairly complex
function (of two variables, b1 and b2). When I apply FindMinimum, just
using the default method and without specifying an explicit gradient,
the command produces approximately the correct result. When I next
attempt to specify the Method->Newton (or QuasiNewton), I get an error
message: [contact the author to get the message - moderator]
<<ole0.bmp>>
I took this message to mean that Mathematica could not symbolically compute the
derivative automatically. I then calculated the gradient function and
used the Gradient-> option directly. When the Method->Automatic, the
correct result is returned. When the Method->Newton (or QuasiNewton) the
same error message appears. Note that both the objective function and
the gradient do have real values at {b1,b2} = {0.,1.}
Any ideas?
Thanks,
-Mark