I'm currently doing optimization in a high dimensional space. I was thinking of giving
NMinimize not certain yet) a shot, however what bugs me is how I can state the command, given that its input a vector of size ~200.
Most examples for
FindMinimum have functions of at most 2 variables.
Now I've seen this answer on StackOverflow where the user generates all his variables using
vars = Array[Symbol["x$" <> ToString[#]] &, n];
However reading the comments showed that there were certain concerns with this method:
I would not recommend doing it in a program, but it is safe to do in an interactive session.
So is this standard, or is there a more clever solution to get to it ?