(42S) HP 42S/ DM42: Nelder Mead Optimization

05022020, 12:38 PM
Post: #8




RE: HP 42S/ DM42: Nelder Mead Optimization
I hope you’re not bothered by my questions, your program is really interesting and I am investigating the NM optimization, thanks to you.
I used it for the following formula for FU: Code:
Gives nice results when starting from (3,0): With original length set to .2 the simplex gets stuck in the wrong valley, and the result (3.811,0) is a local minimum. If original length is set to .5 then the steps are bigger enough for the simplex to « find » the right valley in (1.312,0). Then I entered a small pitfall in FU: Code:
As you guess I had to insert a simple rule to avoid values of x below 5, giving 50 as a result (dummy management of out of function’s domain values). With length of .2 or .5 starting in (3,0) I get stuck in the wrong valley (3.778,0). Using length of 1 and starting from (2,0) I find the right minimum. I will investigate more, but I think it is the good way to manage the domain in a tricky way. Using length of 2 and starting from 3 I suppose the simplex gets stuck on the Z=50 wall, missing the exit... Once again thanks for this interesting program. Regards, Thibault 

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Messages In This Thread 
(42S) HP 42S/ DM42: Nelder Mead Optimization  rawi  04302020, 11:19 AM
RE: HP 42S/ DM42: Nelder Mead Optimization  pinkman  04302020, 09:39 PM
RE: HP 42S/ DM42: Nelder Mead Optimization  rawi  05012020, 05:14 AM
RE: HP 42S/ DM42: Nelder Mead Optimization  pinkman  05012020, 06:36 AM
RE: HP 42S/ DM42: Nelder Mead Optimization  rawi  05012020, 07:10 AM
RE: HP 42S/ DM42: Nelder Mead Optimization  pinkman  05012020, 04:37 PM
RE: HP 42S/ DM42: Nelder Mead Optimization  rawi  05022020, 05:14 AM
RE: HP 42S/ DM42: Nelder Mead Optimization  pinkman  05022020 12:38 PM
RE: HP 42S/ DM42: Nelder Mead Optimization  pinkman  05022020, 02:02 PM
RE: HP 42S/ DM42: Nelder Mead Optimization  rawi  05022020, 03:39 PM
RE: HP 42S/ DM42: Nelder Mead Optimization  pinkman  05022020, 10:03 PM

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