Possible simple bug in NMaximize
in [Mathematica]
|
From: Nick Grishin on 6 Nov 2006 03:12 (* does not work *) func = Hold[NIntegrate[t^3, {t, x, 0}]]; NMaximize[func, x] (* works *) func = Hold[NIntegrate[t^3, {t, 0, x}]]; NMinimize[func, x] $Version 5.2 for Microsoft Windows (June 20, 2005)
From: Chris Chiasson on 8 Nov 2006 06:12 So, are you saying that the bug is example number one or number two? On 11/6/06, Nick Grishin <grishin(a)chop.swmed.edu> wrote: > (* does not work *) > func = Hold[NIntegrate[t^3, {t, x, 0}]]; > NMaximize[func, x] > > (* works *) > func = Hold[NIntegrate[t^3, {t, 0, x}]]; > NMinimize[func, x] > > $Version > 5.2 for Microsoft Windows (June 20, 2005) > > -- http://chris.chiasson.name/
From: Andrzej Kozlowski on 8 Nov 2006 06:18 On 6 Nov 2006, at 16:52, Nick Grishin wrote: > (* does not work *) > func = Hold[NIntegrate[t^3, {t, x, 0}]]; > NMaximize[func, x] > > (* works *) > func = Hold[NIntegrate[t^3, {t, 0, x}]]; > NMinimize[func, x] > > $Version > 5.2 for Microsoft Windows (June 20, 2005) > A bug in NMaximize? Why? It behaves exactly as it should do with this kind of input. The problem is with MMinimize, because you when you give it nonsensical input it actually produces output, which unfortunately (by sheer accident), looks as if it might be right. But it is nonssense nonetheless (nonsense in - > nonsense out) nonsensical, and to convince you of it I will slightly change your input: func = Hold[NIntegrate[t^3, {t, 10, x}]]; NMinimize[func, x] {-2500.0000000000005, {x -> -0.0002833987269403981}} Now, does this look like it "works"? Andrzej Kozlowski
From: harlekin on 8 Nov 2006 06:27 That works at Version 5.1: NMaximize[Integrate[-t^3, {t, 0, x}], x] or NMaximize[NIntegrate[-t^3, {t, 0, x}], x] OK, it's not exactly your problem, but the real problem is Integrate/NIntegrate, i think. Maybe that helps... Nick Grishin schrieb: > (* does not work *) > func = Hold[NIntegrate[t^3, {t, x, 0}]]; > NMaximize[func, x] > > (* works *) > func = Hold[NIntegrate[t^3, {t, 0, x}]]; > NMinimize[func, x] > > $Version > 5.2 for Microsoft Windows (June 20, 2005)
From: Andrzej Kozlowski on 8 Nov 2006 06:44
On 6 Nov 2006, at 19:05, Andrzej Kozlowski wrote: > > On 6 Nov 2006, at 16:52, Nick Grishin wrote: > >> (* does not work *) >> func = Hold[NIntegrate[t^3, {t, x, 0}]]; >> NMaximize[func, x] >> >> (* works *) >> func = Hold[NIntegrate[t^3, {t, 0, x}]]; >> NMinimize[func, x] >> >> $Version >> 5.2 for Microsoft Windows (June 20, 2005) >> > > A bug in NMaximize? Why? It behaves exactly as it should do with > this kind of input. The problem is with MMinimize, because you > when you give it nonsensical input it actually produces output, > which unfortunately (by sheer accident), looks as if it might be > right. But it is nonssense nonetheless (nonsense in - > nonsense > out) nonsensical, and to convince you of it I will slightly change > your input: > > func = Hold[NIntegrate[t^3, {t, 10, x}]]; > > > NMinimize[func, x] > > > {-2500.0000000000005, {x -> -0.0002833987269403981}} > > Now, does this look like it "works"? > > Andrzej Kozlowski One correct way to do this kind of thing would be: func [x_?NumericQ] := NIntegrate[t^3, {t, 0, x}] Then Chop[NMinimize[func[x], x]] {0, {x -> -8.478781415049459*^-9}} and NMaximize[func[x], x] NMaximize::"cvdiv" : "Failed to converge to a solution. The function may be unbounded. {8.16355648507784698932167375`15.954589770191005*^537, {x -> -4.250938758824719*^134}} both of which at least make sense. Andrzej Kozlowski Tokyo, Japan |