On Fri, May 18, 2007 at 09:52:34AM -0400, Kostas Oikonomou wrote:
> I am trying to use augmented_lagrangian_method() to minimize
> the function
>
> h(x,y,z,w) := x*log(x) + y*log(y) + z*log(z) + w*log(w)
[which is at]
> [x=.2407,y=.1277,z=.3157,w=.3157]
> and I get
>
> [[x=.242568,y=.126157,z=.321001,w=.321001],
> %lambda=[.114847,.114847|]
> Am I doing something wrong here?
> (I found the correct answer I cited above using Mathematica
> 5, with little trouble.)
Perhaps try modifying the stopping tolerance, or the number of
iterations (see docs for augmented_lagrangian_function).
It looks like the function differs only in the 4th decimal place
between these two points, perhaps that combined with the step size is
small enough to stop the lbfgs process with default settings.
--
Daniel Lakeland
dlakelan at street-artists.org
http://www.street-artists.org/~dlakelan