Built-in Mathematica Symbol

FindMinValue

FindMinValue[f, x]
gives the value at a local minimum of f.

FindMinValue[f, {x, x₀}]
gives the value at a local minimum of f, found by a search starting from the point x=x₀.

FindMinValue[f, {{x, x₀}, {y, y₀}, ...}]
gives the value at a local minimum of a function of several variables.

FindMinValue[{f, cons}, {{x, x₀}, {y, y₀}, ...}]
gives the value at a local minimum subject to the constraints cons.

FindMinValue[{f, cons}, {x, y, ...}]
starts from a point within the region defined by the constraints.

MORE INFORMATION

FindMinValue[...] is effectively equivalent to First[FindMinimum[...]].

If the starting point for a variable is given as a list, the values of the variable are taken to be lists with the same dimensions.

cons can contain equations, inequalities or logical combinations of these.

FindMinValue first localizes the values of all variables, then evaluates f with the variables being symbolic, and then repeatedly evaluates the result numerically.

FindMinValue has attribute HoldAll, and effectively uses Block to localize variables.

FindMinValue[f, {x, x₀, x₁}] searches for a local minimum in f using x₀ and x₁ as the first two values of x, avoiding the use of derivatives.

FindMinValue[f, {x, x₀, x_min, x_max}] searches for a local minimum, stopping the search if x ever gets outside the range x_min to x_max.

Except when f and cons are both linear, the results found by FindMinValue may correspond only to local, but not global, minima.

By default, all variables are assumed to be real.

For linear f and cons, xIntegers can be used to specify that a variable can take on only integer values.

FindMinValue takes the same options as FindMinimum.

EXAMPLES

CLOSE ALL

Basic Examples (3)

Find a minimum value of the univariate function:

Find a minimum value of a multivariate function::

Find the minimum value of a function subject to constraints:

Find a minimum value of the univariate function:

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Find a minimum value of a multivariate function::

In[1]:=

Out[1]=

Find the minimum value of a function subject to constraints:

In[1]:=

Out[1]=

Scope (6)

With different starting points, get the values of different local minima:

Value at a local minimum of a two-variable function starting from x=2, y=2:

Value at a local minimum constrained within a disk:

Starting point does not have to be provided:

For linear objective and constraints, integer constraints can be imposed:

Or constraints can be specified:

Options (8)

This enforces convergence criteria

and

:

This enforces convergence criteria

and

:

Setting a high WorkingPrecision makes the process convergent:

Plot convergence to the local minimum:

Use the given gradient:

Supply both gradient and Hessian:

In this case the default derivative-based methods have difficulties:

Direct search methods which do not require derivatives can be helpful in these cases:

NMinimize also uses a range of direct search methods:

Steps taken by FindMinValue in finding the minimum of a function:

Set the working precision to

; by default AccuracyGoal and PrecisionGoal are set to

:

Properties & Relations (1)

FindMinimum gives both the value of the minimum and the minimizing argument:

FindArgMin gives the location of the minimum as a list:

FindMinValue gives the value at the minimum:

Possible Issues (4)

If the constraint region is empty, the algorithm will not converge:

If the minimum value is not finite, the algorithm will not converge:

Integer linear programming algorithm is only available for machine-number problems:

Sometimes providing a suitable starting point can help the algorithm to converge: