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Multidimensional minimization with V-shaped minimum


From: Stephan Lorenzen
Subject: Multidimensional minimization with V-shaped minimum
Date: Fri, 5 Feb 2021 15:49:12 +0100
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:78.0) Gecko/20100101 Thunderbird/78.6.0

Dear list,

I try to minimize a function which has a "peak minimum", meaning it is
V-shaped with discontinuous first derivative at the minimum. So, the
first derivative never comes close to zero. During the minimization I
see that functions f and df are called with minimal values; however the
minimization cancels after the first iteration giving me GSL_ENOPROG
(iteration is not making progress towards solution). What is bad:The
values in gsl_multimin_fdfminimizer_x(m) are NOT those giving the
minimum, but the starting values!

How can I get the parameters of the minimum (lowest point traversed
during iterations) if gsl_multimin_fdfminimizer_x(m) gives wrong values?

Thanks,

Stephan

--
Dr. Stephan Lorenzen
Mühlenredder 35
21493 Schwarzenbek
Tel.: 0177 872 8817



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