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From: Scott Seidman <namdiesttocs@mindspring.com>
Newsgroups: comp.soft-sys.matlab
Subject: Re: Find Minimum
Date: 11 Feb 2008 19:54:01 GMT
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roberson@ibd.nrc-cnrc.gc.ca (Walter Roberson) wrote in news:fopvio$2l2$1
@canopus.cc.umanitoba.ca:

>  The original poster requires an algorithm
> which is guaranteed to find the global minima of an arbitrary 
> black-box function of three parameters. Is that something that
> people do "every day" ?

As a matter of fact, yes.  One approach is to pick a handful of intial 
guesses across the solution space, and perform the optimization starting 
from each of them, and see which gives the best answer.  This is done every 
day (engineering vs. math), and its poor practice to assume that your error 
function might not get stuck in a global minimum.  

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.

Of course, if you could evaluate the function you could also plot the 
function, and get some idea of what it looks like. 


-- 
Scott
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