Questions on the optimization functions of Mathematica such as FindMinimum/FindMaximum, Minimize/Maximize, NMinimize/NMaximize, etc.

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Minimize the Sum of Squared Errors for a system of ODEs

I'm trying to minimizing the sum of squared errors on a 2-equation system of ODEs and empirical data. I keep getting an error and I think the root of the problem is my invokation of ...
-3
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0answers
38 views

How to create Histogram from ordered pairs? [on hold]

How do I plot ordered pairs that involve Data1 = {district1, 200}, {district2,300}, {district3,400} Data2 {district1, 900}, {district2, 1100}, {district3, 1200}
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1answer
19 views

Plotting Minimize output for a range of constraint values

I want to plot the minimum of a function returned by Minimize over a range of constraint values. ...
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0answers
28 views

Why does EvaluationMonitor in FindMaximum only work for some regions?

This has come about after trying to understand what was going on with this question about FindMaximum and regions. My first thought in that scenario was to set-up ...
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0answers
74 views

Easy FindMaximum returns a wrong answer

FindMaximum in region is a new function in mma10,but when I tried the following example: ...
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3answers
120 views

How to fit parameters in a system of coupled differential equations

Problem description: I'm studying a chemical reaction that can be modeled by a system of coupled differential equations, and I want to use measured data to determine the parameters that appear in the ...
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1answer
83 views

Fibonacci Line Search Method

I am attempting to write a code to find to bracket the minimum of a function using the Fibonacci Line Search Method, I believe my code is well written but I am not ...
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0answers
19 views

Trouble with Minimize function

I'm trying to do my own curve fitting, by specifying a model, an error function, and minimizing it for some data. I realize I could just use FindFit, but I would like to do it this way just for fun. ...
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1answer
97 views

Implementing the Golden Section Rule

I am attempting to write a code which brackets the minimum of a unimodal function, using the Golden Section Method Below. I am have serious issues debugging my program though, any help will be ...
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39 views
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0answers
38 views

Solving Lagrangian (4 vars to solve for)

I'm a bit new to Mathematica, but here's what I've got: ...
3
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1answer
182 views

How to draw a tropical surface?

By definition, a tropical surface in $\mathbb R^3$ is the set of points $(x,y,z)$ where the maximum $f=max(f_1,f_2,\dots,f_n)$ is attained at least twice, here $f_i$ stand for some linear functions of ...
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1answer
76 views

Complicated equation solving

I want to find the maximum point or optimal value $y$ of Rx1[y_, a_, b_]. ...
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2answers
65 views

Maximise output issue

When I execute the following command, I get a numerical output as follows: ...
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0answers
97 views

How can I speed up this NM optimization? Most delay seems to be due to long analytic expression

I am struggling with computational speed of a NelderMead optimization. Nevertheless my impression is that I lose lots of speed not only due to the NM optimization itself but rather to for instance ...
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0answers
56 views

Minimalistic code challenge on Apollonian gaskets

I've been recently fascinated by the beauty, symmetry and mathematical richness of the Apollonian gaskets. So I felt myself challenged to see if it was possible to generate one in Mathematica with ...
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0answers
39 views

imaginary part in optimization problems

I have some trouble with an optimization problem. The constraints are always real, but in the first place there are also complex parts in the expression (which all sum up to 0). The problem now is ...
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0answers
63 views

Imposing constraints to NMinimize/NMaximize leads to wrong function values

I wrote a function that uses NMaximize to find certain parameters (using NelderMead simplex algorithm). My objective functional $J({x_i})$ is real-valued and its ...
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0answers
51 views

Minimizing/maximizing function and selected parameters simultaneously

I have a function over several variables which I would like to minimize while maximizing (or minimizing) at least one other variable subordinate to the global function minimum. As a trivial ...
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0answers
39 views

How to add a positive definiteness of a unsymmetric matrix as a constraint to a Findminimum problem

The problem is I have a function which has 33 variables, and which to minimize it in a given set of contraints. I have also a matrix consisting of these 33 variables. The condition is that this matrix ...
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0answers
9 views

Add positive definite matrix constraint to an optimization problem [duplicate]

The problem is I have a function which has 33 variables, and which to minimize it in a given set of contraints. I have also a matrix consisting of these 33 variables. The condition is that this matrix ...
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2answers
127 views

Minimizing the largest difference between two functions

I have two functions defined on the same domain, $f(x)$ and $g(x)$ where $x$ is in $(0,1)$: f[x_] := (-1 + x) Log[1 - x] - x Log[x] g[x_] := Log[1 + 2 (-1 + x) x] ...
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2answers
128 views

Problems finding intersection points between line and generic function

I'm trying to find Intersection points between a line, which is given by 2 points, and a generic function (I want it to be able to handle polynomial functions, circles/ovals, lines and all ...
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2answers
55 views

Vector optimization with vector length as a free variable

I'm trying to solve the following problem: For a vector $v$ of length $c$, $\min \frac{\sum v[i]^4}{(\sum v[i]^2)^2}$ subject to $\sum v[i] = N$. I can solve this numerically for a given $c$ using ...
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0answers
29 views

FindMaximum slow for fixed parameters

I hope my problem can be solved by just showing you this tiny part of my code which does not run on its own. I have an optimization problem and want these functions to work on various data sets. ...
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0answers
38 views

Parallelize: No speed-up when using with FindMaximum

I have developed a program to compute the maximum value of an specific function multiple times, with different parameter values each time. I've been using the ...
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1answer
48 views

Precision of starting values in FindMinimum [closed]

I am currently working on an optimization of chemical kinetic model. Starting points for FindMinimum are defined as: ...
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2answers
96 views

Only one root at specific interval

I need a help to find k here: $f(x)=-k^x + x^2$ It is not too simple. I have interest to find the single value of "k" where, inside interval {x,2,3}, the function have only one value to x when f(x) ...
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1answer
65 views

Optimizing matrix inequalities over trace

I need to solve the following problem. Given $n \times n$ Hermitian matrices $A\geq 0$ and $B_1, ~ B_2$ (need not be positive semidefinite), with $Tr(AB_1)<0~,Tr(AB_2)<0$ construct a ...
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0answers
48 views

Mathematica global optimization add ons

Can somebody tell me the major differences between Global Optimization add on, MathOptimizer Professional, and NMinimize which does global optimization in ...
2
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2answers
70 views

Finding large Collatz Sequences, trying to improve speed

Background: I am already very much in love with Mathematica but I am also a novice. So far I have only gathered experience in procedural programming in Python. Generally speaking I am trying to ...
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1answer
50 views

Optimizing complex functions

I am trying to optimize a function containing complex numbers, however I keep running into errors. Consider the simple optimization problem: ...
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1answer
55 views

Incorporate error bars to best-fit curve [closed]

I have managed to get mathematica to perform a best fit curve. However, I wish to add error bar to the curve, how do I do so?
2
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1answer
120 views

How to implement the dual Lagrange?

I have seen in the Pang book of data mining the following example: ...
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0answers
42 views

Some of System words in Mathematica 10 doesn't show right

Does anyone have any idea about why this happens and how to solve it? thanks.
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2answers
175 views

How do I disorder a list in Mathematica?

Given a list like this (the original list is much longer), how I can get a completely unordered list and save it in plain text? I change the file names (names at random), using a length of 5 digits, ...
2
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0answers
34 views

Where can I find detailed information about the SystemOptions?

I'm looking to optimize my Mathematica script, and I'm willing to go spelunking with low-level system options. The problem is that I've been looking in the Mathematica documentation, but there ...
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0answers
35 views

Convex problem solution

I have the following optimisation problem, where $l,m,n$ are positive. It is a convex problem. I need to find the optimum under a budget constraint. ...
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0answers
104 views

Is there a way to give Mathematica extra memory?

I am running Mathematica 10 (Student Edition) on Mac OS X 10.7.5 on an old Mac Pro. I have lots of extra RAM that the system isn't touching, and I would like to give some of it to Mathematica in the ...
4
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1answer
58 views

FindMinimum's WorkingPrecision behaviour

I discovered the following behaviour when using FindMinimum for constrained optimization: ...
5
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1answer
103 views

Slow-down encountered when using NMinimize with a compiled function

I'm minimizing a large function. Evaluating the function is very slow symbolically but using Compile I can get ~100x speed-up on this step. However, despite this, the NMinimize process is only ...
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0answers
60 views

How to properly pass function as argument here? --> NMinimize & NIntegrate involved

I had a problem of a similar kind here which was solved. Now after changing a few things in my problem setting I am suffering from the following problem. Let me first introduce methods/functions that ...
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1answer
47 views

Getting result from Maximize

I'm trying to get maximization result from Maximize function to use it in later calculations. At the moment I use the following code: ...
6
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1answer
225 views

How trustworthy is NMaximize?

Suppose I solve a constrained optimisation problem using NMaximize. How confident can I be of the accuracy of the result? For concreteness, suppose that F,G are ...
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0answers
28 views

Variables input generation for Minimization in High dimensional space

I'm currently doing optimization in a high dimensional space. I was thinking of giving FindMinimum (or NMinimize not certain ...
14
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1answer
722 views

Is Mathematica `ContourPlot` function really so efficient?

I wanted to find the roots of the function $f(x,y)=\sin(3.2x)\sin(1.3y)-2.1 \sin(1.3x)\sin(3.2y)$. This is what the function looks like: ...
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0answers
28 views

Tricks to speeding up optimisation of a function involving a heavy integration

This is the code, and energycoeffs[] is the function that takes in a dxd matrix and spits out a scalar value. ...
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0answers
48 views

Problem with the laplace transform

I am trying to write a program in mathematica to solve green's functions, like the following. They come up all the time in Quantum Field Theory. I have learned, student's can sometimes see it better ...