RE: Problem minimizing with sqp

[Windhorn, Allen E [ACIM/LSA/MKT]]

Brett,

From: Help-octave [mailto:help-octave-bounces+allen.windhorn=address@hidden] On 
Behalf Of Brett Green

> I need to minimize a function of two variables. It looks like sqp is the
> sort of function I should use for that.

> As a test to make sure I was using the function properly, I put in the
> following paraboloid:

> f = @(v) 2*v(1).^3 + 3*v(2).^4;
> [x, obj, info, iter, nf, lambda] = sqp([1,3],f)

> was given the result
> x =
>   -1.1753e+11
>    1.7162e+08
> Clearly this is completely wrong - the minimum of the function f is at (0,0)!
> Have I done something wrong here or is it a bug?

Look carefully, it's not a paraboloid.  And the minimum isn't at [0,0] --
f([0,0]) = 0 -- because at [-2,0] the value is -2, which is less than 0.

Maybe you meant to restrict the values of x to >0, in which case you need
a constraint function?  Or maybe the exponent 3 of x(1) is meant to be 4?

Regards,
Allen