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Re: Problem with NMinimize

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  Re: Problem with NMinimize Themis Matsoukas <tmatsoukas@me.com> - 2011-05-23 10:27 +0000

#2639 — Re: Problem with NMinimize

Hi Dimos,

Define fob without ?NumericQ. For example:

nmax = 5;
thist = RandomReal[100, nmax];
t1 = RandomReal[100, nmax];
t2 = RandomReal[100, nmax];
t3 = RandomReal[100, nmax];
t4 = RandomReal[100, nmax];

fob[w1_, w2_, w3_, w4_, c_, 
   pow_] := (w1*(c + t1)^pow + w2*(c + t2)^pow + w3*(c + t3)^pow + 
      w4*(c + t4)^pow)^(1/pow) - c;


results = 
 NMinimize[{Abs[
    1000*(Mean[thist] - Mean[fob[w1, w2, w3, w4, c, pow]])^2 + 
     Total[(thist - fob[w1, w2, w3, w4, c, pow])^2]/Length[thist]], 
   w1 + w2 + w3 + w4 == 1 && 0 < w1 < 1 && 0 < w2 < 1, 
   0 < w3 < 1 && 0 < w4 < 1 && 0 < c, 0 < pow}, {w1, w2, w3, w4, c, 
   pow}]


{1197.03, {w1 -> 0.81389, w2 -> 1.91257*10^-10, w3 -> 0.122859, 
  w4 -> 0.0632512, c -> 6.82525*10^-7, pow -> 1.98958*10^-8}}

Themis

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