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Re: Function Maximum [message #35487 is a reply to message #35486]

Thu, 19 June 2003 09:27

James Kuyper
Messages: 425
Registered: March 2000

Senior Member

Benjamin Panter wrote:
...
> An inelegant solution that might work is to evaluate the funtion in the
> range of interest to as high a precision as is computationally possible
> - and then run MAX() on it - but there must be a nicer way? I think this
> method will fall down if there is a very sharp global max but a wider
> local max
>
> Apologies for not being much of a mathematician and failing to provide a
> better way!

Actually, for an arbitrary function, the method you describe is the only
method that is absolutely guaranteed to find the true maximum value. Any
method that is faster than that one is based upon assumptions about the
function, such as the assumption that it is reasonably smooth.

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[Message index]

		Re: Function Maximum By: faeriepunk on Fri, 20 June 2003 06:25
		Re: Function Maximum By: Paul Van Delst[1] on Thu, 19 June 2003 14:06
		Re: Function Maximum By: R.Bauer on Thu, 19 June 2003 12:55
		Re: Function Maximum By: Haje Korth on Thu, 19 June 2003 11:48
		Re: Function Maximum By: James Kuyper on Thu, 19 June 2003 10:10
		Re: Function Maximum By: Craig Markwardt on Thu, 19 June 2003 09:50
		Re: Function Maximum By: James Kuyper on Thu, 19 June 2003 09:27
		Re: Function Maximum By: Benjamin Panter on Thu, 19 June 2003 08:02
		Re: Function Maximum By: Craig Markwardt on Thu, 19 June 2003 07:45
		Re: Function Maximum By: R.Bauer on Thu, 19 June 2003 07:44

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