[SciPy-user] minization of multivariable function

Philippe TANN philippetann@hotmail....
Sat Jan 24 13:16:38 CST 2009


Here is my program: I would like to estimate parameters by using the generalized method of moments. The parameters must be the values where the function is minimal. 
When I run my program, there is no syntax error but when I use the statement optiGMM(), the program is running indefinitely by showing several times the same message.:
Optimization terminated successfully.
         Current function value: 0.000015
         Iterations: 32
         Function evaluations: 87
Optimization terminated successfully.
         Current function value: 0.000014
         Iterations: 23
         Function evaluations: 72
Optimization terminated successfully.
         Current function value: 0.000016
         Iterations: 34
         Function evaluations: 82
Optimization terminated successfully.
         Current function value: 0.000012
         Iterations: 35
         Function evaluations: 91
Optimization terminated successfully.
         Current function value: 0.000014
         Iterations: 34
         Function evaluations: 94


 

> From: nwagner@iam.uni-stuttgart.de
> To: scipy-user@scipy.org
> Date: Sat, 24 Jan 2009 19:10:31 +0100
> Subject: Re: [SciPy-user] minization of multivariable function
> 
> On Sat, 24 Jan 2009 19:03:51 +0100
>   Philippe TANN <philippetann@hotmail.com> wrote:
> > 
> > Hello,
> > 
> > I have some problems when I want to minimize a 
> >multivariable function with module fmin. Indeed, when I 
> >enter my function to minimize, I have indefinitely this 
> >kind of messages many times without the values where my 
> >function is minimal:
> > 
> > Optimization terminated successfully.
> >         Current function value: 0.000017
> >         Iterations: 30
> >         Function evaluations: 80
> > May you help me to solve this problem?
> > Thank you in advance,
> > PhT
> > 
> > _________________________________________________________________
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>   
> 
> Please can you provide an example ?
> 
> Nils
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