Minimize function
Dear all, how can I find the (approximate) minimum of a (polynomial) function f on [0,2]x[0,2]?
I tried with a simple example like f=x+y and
minimize(f, [0, 2], [0, 2])
but it does not work... I got (-2.42257561605609e+155, -2.42257561605609e+155)?!?
Thanks, N
Not a full answer. If you seek numerical answers,
minimize_constrained?might be a useful inspiration. Othewise, you must :find the positions of the extrema of your function (=points of null gradient),
if any,
check in they lie in your search domain,
if so, check if these extrema are minima, maxima or saddle points (check the second derivatives)
if not, build a function walking the perimeter of your domain and search a minimum of your function on this perimeter.
HTH,
Dear Emmanuel can you write the code for a simple example (polynomial function) for instance over [0,1]x[0,1] using minimize_constrained? What I hope to find is the (absolute) minimum value of f. I would like to use this procedure in a loop where I change the coefficients of the polynomials so I prefer to avoid using the gradient, Hessian matrix, evaluating the function on the border etc. I'm just interested in an approximate answer. Thanks Nicola