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

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Minimizing roots of a transcendental equations [duplicate]

I'm trying to use the solution of FindRoot with parameters for further calculations. Annoyingly enough it always gives me trouble with replacing the parameters. As an example I'm attaching a simple ...
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0answers
36 views

Linear interpolation over 2 variables

I'm tuning a function to data over 4-5 variables using Differential Evolution. The objective function calls frequently interpolation function. I came to a point, where compiling the objective function ...
0
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0answers
25 views

Minimize solution to linear system with singular system matrix

I am trying to solve a time-dependent linear system with a singular system matrix, $A$, thus an infinite number of solutions, ${\bf x}$(t), exist that satisfy the linear system. The solution I am ...
11
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2answers
145 views

Rotational Averaging of Image Periodograms (FFTS)

I'm writing a code to do rotational averages of image FFT's. I have a working version but it is pretty slow. Wondering if anyone has any thoughts on a way to do this more efficiently. Data looks ...
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1answer
92 views

Help to solve the equation with RungeKutta method [closed]

I need to solve this equation. v'[t] + v[t] == 1/(1 + Exp[-v[t]]) I tried to solve it using RungeKutta method described in Wolfram ...
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0answers
19 views

NMaximize not satisfying binary constraint

I'm solving an optimization problem in Mathematica with binary integer constraints. It works alright with other constraints. But the only problem is that both NMaximize and NArgMax are not treating ...
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1answer
40 views

Are there a function to choose the greatest value in a discrete function? [closed]

Supose a discrete function show 1st, 2nd,...6th value are h = {5, 4, 2, 8, 9, 1} And I want to find the maximun in the subset of indexes 1,3,5,6 (what are ...
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0answers
36 views

inequalities in equations and constraints

Say That I have the constraint: .5<x1<x2<x3<x4<40 I want to use this constraint in a Nminimize function. It seems that mathematica runs into a ...
3
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1answer
88 views

What does LinearModelFit depend on except for its' arguments?

I thought this would be always true, but most likely it returns false. ...
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0answers
48 views

How to reduce notebook or CDF file size with many images in it? [duplicate]

We love to use Mathematica notebooks to keep our notes, so we import lot of scanned photos into notebooks. However, the nb file size goes crazy large after importing photos in it. For example, ...
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1answer
65 views

How to use Maximize correctly

I would like to Maximize this fairly simple expression ...
0
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0answers
68 views

Constrained maximum likelihood

Trying to solve a MLE with nonlinear constraints that need to be satisfied. However, the given solution do not match the constraints. Am I doing it correctly? ...
0
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0answers
83 views

How do I find where the maximum is?

I have a function given by: ...
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0answers
45 views

Optimization problem test suites

Mathematica provides nonlinear, unconstrained test problems here: Needs["Optimization`UnconstrainedProblems`"] and LP test problems here: ...
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1answer
202 views

Understanding execution time in nested loops

I have the following simple code ...
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0answers
144 views

Fastest way to create a NxNxNxN dimensional matrix

I have a function that outputs a complex number Func[x_,y_]:= blah blah; I have constructed a table of all possible values of this function. ...
0
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0answers
39 views

FindRoot to find numerical solution of a given index

I want to find solutions of a system of multivariate nonlinear equations of a specific index (i.e., the no. of positive eigenvalues of the Jacobian evaluated at the solution). I know the FindRoot ...
0
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0answers
42 views

How to obtain all minima? [duplicate]

If you Solve an equation, you obtain all solutions. But If you NMinimize a function, you only get one minimum. The question ...
0
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1answer
44 views

How to save numbers that are in Mathematica messages

I have a program that calls FindDistributionParameters and I get the Mathematica message FindMaximum::eit each time I call the function. The message is FindMaximum::eit: The algorithm does not ...
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1answer
40 views

How to fit one parametric array to another numerical array?

I have two arrays of length n. One of them is obtained by experiment, so every element of the array is a number. The other array is parametric, each element is a ...
0
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1answer
122 views

Solving a System of four equations (with logs)

I am trying to solve a system of four equations in four variables. I have read a number of threads on similar issues and tried to follow the suggestions. But I think it is a bit messy because of the ...
0
votes
1answer
57 views

LinearProgramming and Maximize giving different results [closed]

I'trying to do an embarrassingly simple linear programming problem, and being a total Mathematica and maths analphabet I'm stuck. The problem is to optimize (maximize) the function $1.2x+y$, with ...
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0answers
22 views

$H_{\infty}$ optimization of transfer function matrix [duplicate]

I have a two-dimensional $(2 \times 2)$ transfer function matrix like this: $$G(s) = \begin{pmatrix} \frac{1}{xs+1} & \frac{1}{s+0.5}\\ \frac{3}{s+3}& \frac{1}{ys+2} \end{pmatrix} $$ The ...
10
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1answer
153 views

How to work with Experimental`NumericalFunction?

This question is intimately connected with previous one: "How to create internally optimized expression for computing with high WorkingPrecision?" Oleksandr R. correctly states in the comment: A ...
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0answers
54 views

Increase optimization processing speed

As you know, sometimes numerically solving of optimization problems takes several minutes. For this reason 2 question came up to me: 1 - When one is abort the optimization procedure, how it is ...
5
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2answers
127 views

Numerical Optimization Methods

I am curious if any one has comments on "specific characteristics" of a problem that will deem it to be best solved by a specific optimization method such as ...
2
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1answer
74 views

NMinimize go out of bounds on some linear constraints

I'm trying to minimize a non-linear function of four variables with some linear constraints. NMinimize on Mathematica 8 seems to go out of bounds on some constraints giving complex values of the ...
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1answer
136 views

NMinimize to optimize function Module

I am using Nminimize for simulation based optimization. I define the objective function (simulation with a variable "a") as a module to be used in the minimization. ...
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2answers
69 views

Minimizing the maximal residual in mathematica

With this: d1 = 10; d2 = 4; mat = RandomReal[{-1, 1}, {d1, d2}]; vec = RandomReal[{-1, 1}, d1]; LeastSquares[mat, vec] ...
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0answers
66 views

Experimental`NumericalFunction in NMinimize solution

I try to make a number of optimizations using this code: ...
2
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0answers
65 views

Simulated Annealing Parameters and Results

I am using SimulatedAnnealing method for a simulation based optimization problem and was wondering if someone can enlighten me on the following features: Is there ...
5
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1answer
231 views

Simulated Annealing Convergence

I am using Simulated Annealing method for a simulation based optimization of a process that has 3 variables, using NMinimize. I print the input/output during every ...
0
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1answer
53 views

Trouble with NMaximize

I am having trouble with maximizing a function I am interested in. Below is the code I am using. ...
4
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2answers
159 views

How to set up and minimize a large system of equations to resolve the individual components

I am trying to set up a system of 400*N equations to deconvolute spectral data for four different compounds. I monitored 400 different wavelengths in N solvents (3 solvents in this case). In order ...
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0answers
64 views

DifferentialEvolution scaling factor randomization

Using NMinimize for finding global minima, one can choose the DifferentialEvolution method. You can find a (not so) detailed ...
3
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2answers
142 views

Convert number to exponent form with highest power possible

As a school assignment we have to write a program which solves this issue. Since the program has to run efficient I am wondering what the best way is to approach this issue. Of course there you can ...
0
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0answers
36 views

Faster evaluation of an expression for brute force optimization [duplicate]

I'm trying to bruteforce an optimization problem and I want to generate roughly a million function evaluations. I was wondering what would be the best for me to do in terms of having the expressions ...
3
votes
3answers
169 views

Fastest way to check if an expression contains all symbols from a list

I need to execute this function thousands of times, and the faster, the better. I came up with two versions, but wanted to see if you can come up with an even faster way. Is there a better way? I use ...
3
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0answers
73 views

NMinimize seems to call function with the same values multiple times

I have to minimize a function where the evaluation of one parameter set takes very long (around 5sec) and discovered alongside, that NMinimize seems to call this ...
0
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1answer
67 views

Domain errors with Maximize/NMaximize

I am trying to maximize a (somewhat) complicated function over probability distribution $p$ and $q$. Here is my input: ...
0
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1answer
90 views

Maximization of a function within a unit square [closed]

I work in a unit square. I have some conditions under which areas within the unit square are defined. Say for simplicity that there are two conditions which define two areas. For example, if y > 1/2 ...
1
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1answer
103 views

Numerical saddle point problem of a function of many variables

I want to find the following saddle point of the function of 10 variables: . I am not able to find the stationary points by setting the first derivatives to 0, so I need do optimize the function ...
0
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1answer
104 views

Symbolic Constrained Optimization

I have a question regarding evaluating constrained optimization problems in symbolic terms. I would like to perform How can I implement the method of Lagrange multipliers to find constrained extrema? ...
3
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1answer
102 views

Find Chebyshev center of a region by optimization

Let's consider a region like this: The aim is to find the "Chebyshev center" of the region. By using the polygons, one can approximate the perimeter of region by an $n$-gon ($n$ is large enough). ...
1
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1answer
108 views

Finding exact local extrema of simple functions

I want to exactly find all the local maxima of f[x_] := x^4/4 - x^2/2 over the interval [-Sqrt[2], 1 + Pi/10]. The correct ...
0
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0answers
108 views

CUDA 5.5 and Mathematica 9 code problem

In Mathematica 9, I entered the following sample code, but it returns an error. I can not figure what is not right. Any help? ...
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0answers
73 views

Combination of linear programming with bilevel optimization

I'm not a programmer really (interested in mathematics actually). Excuse me if I can not coding good. I'm also interested in implementation of mathematics results in programming language. That's my ...
1
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2answers
106 views

Is it possible to monitor the sum of squared errors in a NonlinearModelFit or FindFit procedure during the process?

Since fitting procedures using NonlinearModelFit (or `FindFit) sometimes take very long, I would like to monitor the sum of squared errors during the process ...
4
votes
1answer
126 views

Mathematica Library

I created a Mathematica packagr and then I used the Needs function to add the library to my .nb file, but when use a function in my .nb file and the function is built in my library it comes up with ...