I would like to pass FindMinimum Options to the PostProcess Option of NMinimize.
Here is minimal working example of using NMinimize from the documentation at (see tutorial/ConstrainedOptimizationGlobalNumerical#252245038, and tutorial/ConstrainedOptimizationComparison)
f = -Log[x] - 8 Log[y] - 3 Log[y] - 3 Log[t];
cons = {200 x^2 + y^2 + z^2 + t^2 == 100, x > 0, y > 0, z > 0,
t > 0};
vars = {x, y, z, t};
sol = NMinimize[{f, cons}, vars,
Method -> {NelderMead, PostProcess -> FindMinimum}]
If I understand the the assorted documentation for Constrained Optimization correctly, using "PostProcess"->FindMinimum uses the function FindMinimum after Nelder-Mead finishes its simplex search
What if I wanted to pass additional options to FindMinimum in PostProcess -> FindMinimum, such as "Gradient"->gradient, "Method"->"ConjugateGradient"
For example,
grad = Grad[f, {x, y, z, t}]
sol = NMinimize[{f, cons}, vars,
Method -> {NelderMead,
PostProcess -> {FindMinimum, Gradient -> grad,
Method -> "Newton"}}]
Throws a warning, but it is clear that FindMinimum is not picking up its options: e.g.,
sol = NMinimize[{f, cons}, vars,
Method -> {NelderMead,
PostProcess -> {FindMinimum, Gradient -> {0, 0},
Method -> "Newton"}}]
or
NMinimize[{f, cons}, vars,
Method -> {NelderMead,
PostProcess -> {FindMinimum, Gradient -> "Super Banana",
Method -> "SillyOption"}}]
Does anyone know if it is possible to get options passed to it?
I am hoping for an NMinizeSolution[...] "super-function" along the lines of what results from NonlinearFindFit's return of the super-function FittedModel[]