Groups > comp.soft-sys.math.mathematica > #2592

Problem with NMinimize

From	dim <dimemples@gmail.com>
Newsgroups	comp.soft-sys.math.mathematica
Subject	Problem with NMinimize
Date	2011-05-22 10:55 +0000
Organization	Steven M. Christensen and Associates, Inc and MathTensor, Inc.
Message-ID	<iraq2s$lno$1@smc.vnet.net> (permalink)

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I try to minimize a function but it seems that Mathematica cannot calculate it.
I would appreciate any help provided, because I have already lost 2 days trying to fix it, but  I cannot find any solution... Mathematica either crashes or outputs the nnum error, even though I have defined the 'fob' function to work numerically.


thist = RandomReal[100, 50000];
t1 = RandomReal[100, 50000];
t2 = RandomReal[100, 50000];
t3 = RandomReal[100, 50000];
t4 = RandomReal[100, 50000];


fob[w1_?NumericQ, w2_?NumericQ, w3_?NumericQ, w4_?NumericQ, 
   c_?NumericQ, pow_?NumericQ] :=
  (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}]

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Problem with NMinimize dim <dimemples@gmail.com> - 2011-05-22 10:55 +0000
  Re: Problem with NMinimize Ray Koopman <koopman@sfu.ca> - 2011-05-23 10:26 +0000

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