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FindMinimum Also Maximizes

In[1]:= $Version

Out[1]= "10.0 for Microsoft Windows (64-bit) (September 9, 2014)"

In[2]:= FindMinimum[{x + y, x^2 + y^2 == 1}, {{x, 1}, {y, 1}}]

Out[2]= {1.41421, {x -> 0.707107, y -> 0.707107}}

I suppose this happens because the the starting point, maximum and minimum are on a straight line with the maximum nearer to the starting point.

In[7]:= FindMinimum[{x + y, x^2 + y^2 == 1}, {{x, 1}, {y, 2}}]

Out[7]= {-1.41421, {x -> -0.707107, y -> -0.707107}}
POSTED BY: Frank Kampas
7 Replies

I have report this problem in the past. However, an augmented lagrangian solver I wrote has the same problem, so it may be unavoidable.

POSTED BY: Frank Kampas
POSTED BY: Sean Clarke
POSTED BY: Daniel Lichtblau

The same problem occurs if a starting point is not given:

In[2]:= FindMinimum[{x + y, x^2 + y^2 == 1}, {x, y}]

Out[2]= {1.41421, {x -> 0.707107, y -> 0.707107}}
POSTED BY: Frank Kampas

The default starting value is 1.

POSTED BY: Bruce Miller

Maybe FindMinimum could have an option that tests whether the point is actually a minimum

POSTED BY: Frank Kampas

I actually find this pretty bizarre. It's not a minimum in any sense of the word... And FindMinimum should find a (possibly local) minimum. If things were flat then perhaps something non-mimimum-like might be found, but hopefully a warning message would be generated. Seems bugish...

POSTED BY: David Reiss
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