Re: Find Minimum

roberson@xxxxxxxxxxxxxxxxxx (Walter Roberson) wrote in message <foqah7
$fds$1@xxxxxxxxxxxxxxxxxxxxxxx>...
And we have exactly what assurance that the original poster's
MyFun is not at heart the negative of a Dirac Delta Function?
Pick an integer at random for the location of the delta. The
probability that the magnitude of the integer is less than
any particular value (e.g, 2^63-1) is zero, since there are
a finite number of integers in that absolute value range but an
infinite number of values outside of that range. And yet you expect
that your routines would be able to locate that one integer?

He doesn't need an algorithm guaranteed to find the global minumum, he
needs to find the global minimum. Again, many unconstrained
optimization
problems are like this.

The original poster did not ask for an engineering "close enough"
solution: the original poster asked to find the parameters that minimize
(over an infinite domain) the un-examinable function. You can
graph all the finite subsets you want, but you cannot hide from
infinity.
---------
Walter, I think you need to be reminded that such questions as were
originally posed in this thread are often of such a nature that the questioner
ought to be challenged as to missing or misleading descriptions of a
problem. Very often the necessary additional information has to be gently (or
sometimes not so gently) teased out after multiple probing questions are put
back to the OP. In my opinion you should not be taking what this OP stated
as given, rock-hard facts, but should be inquiring further into what he may
be cajoled into revealing. You may even eventually get a chagrined response
such as, "Oh well, I didn't mean exactly that - I really had in mind such and
such," as so often happens on this newsgroup.

Remember, we who undertake to answer questions here aren't referees for a
mathematical paper being reviewed for publication. Our standards should be
much, much lower. We are often dealing with people who are just learning
matlab and may not even understand exactly what it is they wish to solve.
They need to be responded to with kindness and tact - but not always
entirely believed.

With the current problem, it is trivially obvious that, if the OP sticks by his
guns and can tell absolutely nothing further about 'MyFun', then it is quite
impossible for him ever to find a minimum using matlab or any other
computing system that can be mathematically proven to be valid. There are
infinitely many combinations of arguments to try. But I hold that Scott is
probably correct in implying that, in effect, the OP does in fact know much
more than he is telling, and that it is entirely possible that, when all the
necessary information is finally provided, he has a problem that is capable of
a practical solution - that is to say, one that he would be happy with.

By the way, Scott. Watch out with those anecdotes about mathematicians
versus engineers! Some of us mathematical types know of many delicious
put-down tales in the reverse direction that we can retaliate with. :-)

Roger Stafford

.

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