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Re: Optimizing math functions

 
 
Esmail
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      05-24-2009
Robert Kern wrote:
>
>
> We have several bounded optimization routines in scipy.
>
> http://docs.scipy.org/doc/scipy/reference/optimize.html


Hi Robert,

Thanks for the lead .. I briefly looked at the documentation, but
before I dig into this more deeply 2 quick questions:

1. Will is also allow me to maximize a function (I only saw minimum)?

2. Will it give me the global minima/maxima?

I only ask because I got all excited to see that R has an optimize
function but unfortunately it can not deal with multi-modal functions.
I am trying to come up with some complex test cases for a genetic
algorithm I'm working with, both for functions using f(x) and f(x,y) over a
variety of intervals so I would like to have a way to verify results for
more challenging functions.

Thanks a lot,

Esmail

 
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John Machin
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      05-24-2009
On May 24, 10:42*pm, Esmail <(E-Mail Removed)> wrote:
> Robert Kern wrote:
>
> > We have several bounded optimization routines in scipy.

>
> >http://docs.scipy.org/doc/scipy/reference/optimize.html

>
> Hi Robert,
>
> Thanks for the lead .. I briefly looked at the documentation, but
> before I dig into this more deeply 2 quick questions:
>
> 1. Will is also allow me to maximize a function (I only saw minimum)?


To maximise f(x,y), minimise -f(x,y)

HTH,
John
 
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Esmail
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      05-24-2009
John Machin wrote:
>
>>
>> 1. Will is also allow me to maximize a function (I only saw minimum)?

>
> To maximise f(x,y), minimise -f(x,y)


Ooops .. yes of course!

Thanks,
Esmail

 
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