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Re: [Help] How to find the minima of a function like f(x,y,z,w) = max{|x

Subject: Re: [Help] How to find the minima of a function like f(x,y,z,w) = max{|x-y|,|x-z|,|x-w|,|y-z|,|y-w|,|z-w|}
From: "Stephen J. Herschkorn"
Date: Sat, 30 Jul 2005 14:24:51 -0400
Newsgroups: sci.math
Stephen J. Herschkorn wrote:

Stephen J. Herschkorn wrote:

Jaime Gaspar wrote:

Can anyone tell how can I find the minima of a function like

   f(x,y,z,w) = max{|x-y|,|x-z|,|x-w|,|y-z|,|y-w|,|z-w|}

over some subset of R^4?


If the subset can be described by linear equalities and inequalites, you can formulate this as a linear program. If the subset is convex, you want to look up convex programming. Note that in any case you can still formulate the problem with a linear objective function.



Also note that if a minimum is attained on the subset, it must be at a boundary point.


Oops. I take that back. Clearly, if there is a point where x = y = z = w in the interior of the subset, the minimm occurs there. I was thinking about the modified problem (with the linear objective function).

--
Stephen J. Herschkorn                        sjherschko@xxxxxxxxxxxx
Math Tutor in Central New Jersey and Manhattan


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