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From: "David Doria" <daviddoria@gmail.com>
Newsgroups: comp.soft-sys.matlab
Subject: function with multiple local minima?
Date: Mon, 24 Mar 2008 00:52:01 +0000 (UTC)
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I have a function that looks like this:
http://rpi.edu/~doriad/view1.jpg


The function is non analytic, so I have to use something
like the steepest descent method with numerical gradients to
find the minimum. However, if my starting point is on the
left of the tall peak, the min I find is on the left side
(clearly) and if I choose the starting point to be on the
right side I find the low point on the right. Clearly in
this case I could just do both and take the smaller one, but
if I'm not sure about the location of the tall peak to start
with, I can't simply choose a starting point on either side.
Is there a way to find the actual lowest point consistently?

Thanks,

David