FindMinimum

FindMinimum[f, x]
searches for a local minimum in f, starting from an automatically selected point.

FindMinimum[f, {x, x0}]
searches for a local minimum in f, starting from the point .

FindMinimum[f, {{x, x0}, {y, y0}, ...}]
searches for a local minimum in a function of several variables.

FindMinimum[{f, cons}, {{x, x0}, {y, y0}, ...}]
searches for a local minimum subject to the constraints cons.

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

Details and OptionsDetails and Options

  • FindMinimum returns a list of the form , where is the minimum value of f found, and is the value of x for which it is found.
  • 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.
  • The constraints cons can contain equations, inequalities or logical combinations of these.
  • FindMinimum first localizes the values of all variables, then evaluates f with the variables being symbolic, and then repeatedly evaluates the result numerically.
  • FindMinimum has attribute HoldAll, and effectively uses Block to localize variables.
  • FindMinimum[f, {x, x0, x1}] searches for a local minimum in f using and as the first two values of x, avoiding the use of derivatives.
  • FindMinimum[f, {x, x0, xmin, xmax}] searches for a local minimum, stopping the search if x ever gets outside the range to .
  • Except when f and cons are both linear, the results found by FindMinimum 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.
  • The following options can be given:
  • AccuracyGoalAutomaticthe accuracy sought
    EvaluationMonitorNoneexpression to evaluate whenever f is evaluated
    GradientAutomaticthe list of gradient components for f
    MaxIterationsAutomaticmaximum number of iterations to use
    MethodAutomaticmethod to use
    PrecisionGoalAutomaticthe precision sought
    StepMonitorNoneexpression to evaluate whenever a step is taken
    WorkingPrecisionMachinePrecisionthe precision used in internal computations
  • The default settings for AccuracyGoal and PrecisionGoal are WorkingPrecision/2.
  • The settings for AccuracyGoal and PrecisionGoal specify the number of digits to seek in both the value of the position of the minimum, and the value of the function at the minimum.
  • FindMinimum continues until either of the goals specified by AccuracyGoal or PrecisionGoal is achieved.
  • Possible settings for Method include , , , , , , and , with the default being Automatic.

ExamplesExamplesopen allclose all

Basic Examples (3)Basic Examples (3)

Find a local minimum, starting the search at :

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Extract the value of x at the local minimum:

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Find a local minimum, starting at , subject to constraints :

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Find the minimum of a linear function, subject to linear and integer constraints:

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