Tagged Questions
2
votes
0answers
25 views
Speeding up a numerical constrained quadratic optimization
I'm trying to solve a quadratic optimization problem in 35 variables, $\vec{α} = \left< α_1, \ldots, α_{35}\right>$:
$$
\begin{aligned}
&\operatorname*{maximize}_\vec{α}&&1.0\cdot ...
4
votes
1answer
73 views
Minimize failing on a polynomial
Calling:
Minimize[{-0.4877 - 0.1190 r^2 - 0.1885 r^4 + 2.9703 z - 0.5531 z^2,
0 <= z <= 3.5 ∧ 0 <= r <= 1.75}, {r, z}]
returns ...
-1
votes
1answer
124 views
Minimization problem using FindMinimum. Functional value “is not a real number”? [closed]
This question is a follow-up of another one I asked a few days ago. I followed the instructions given in the answer provided by the user that responded. I modified that answer to solve another ...
0
votes
1answer
76 views
What is the correct way to use NIntegrate inside the FindMinimum function?
I'm having minor issues with the FindMinimum function when using NIntegrate inside. The functions work perfectly well but I get ...
2
votes
3answers
123 views
How can I name “a[[i]]” the parts of Table “a”? Or how to make Table “a” grow inside FindMinimum?
Let's say I want to minimize a function that uses a Table named a with the Conjugate Gradient Method of ...
0
votes
1answer
87 views
Alleviating a bottleneck involving a function call with symbolic derivatives
I have a bottleneck problem involving a function call with symbolic derivatives.
I don't have much experience with Mathematica (or any dynamic language) and I'm certain that the way I've set this up ...
2
votes
0answers
137 views
Minimization in mathematica [closed]
I have recently had a strange problem with NMinimize. I have a very huge function with respect to 20 parameters. When I ...
1
vote
1answer
106 views
Seemingly simple optimization problem is slow
I'm trying to generate a demand curve numerically, given a utility function. The function for the demand is defined like so:
...
5
votes
1answer
120 views
FindMaxValue specifics
I'm using FindMaxValue to study the distribution of maxima of Abs[RiemannSiegelZ[t]] between consecutive values of ...
2
votes
0answers
173 views
Numerically/Analytically Solving a System of Equations
I have $6$ functions $f_i(x,y,z)$, $(i = 1, \ldots, 6)$ in three variables $x,y,z$, and I would like to find a simultaneous instance of these variables, say $(x_0, y_0, z_0)$, such that $f_i(x_0, y_0, ...
17
votes
0answers
617 views
Identifying critical points of 2/3D image/cubes
Upshot
I am interested in identifying critical points of a 3D field/cubes (maxima, minima, tube-like and wall-like saddle points) and 2D field/image (maxima, minima, saddle points). I.e. the ...
3
votes
0answers
159 views
Semidefinite Programming
I want to solve a numerical optimization problem using semi-definite programming. Is there a package or add-on that equips mathematica with this functionality?
6
votes
1answer
213 views
Numerical problems with calculation of function
I have a problem with a calculation which I try to do with Mathematica (8.0.1).
I have the following function which describes a cone (with half opening angle ...
14
votes
1answer
345 views
Obtain approximate Hessian using FindMinimum
According to the documentation, when FindMinimum is told to use the method "QuasiNewton" on a unconstrained problem, it uses the ...
10
votes
2answers
348 views
Is it possible to use the LevenbergMarquardt algorithm for fitting a black-box residual function?
I have a black-box multiargument multiparametric function of the type SRD[dataPoint_List,params_List] which accepts experimental data along with the parameters of ...
7
votes
1answer
339 views
Using Mathematica to help to determine the consistency of and numerically solve systems of non-linear equations
The formal problem
The question I am about to ask is applicable to many scientific and engineering problems. In short, I am bout to ask for pointers and practical advice for Mathematica beginners who ...
12
votes
3answers
487 views
Strategies to avoid LessEqual::nord in NMinimize?
When using NMinimize on functions with complex intermediate expressions (but a real end result), quite often one gets the error ...
8
votes
1answer
496 views
Combined numerical minimization and maximization
I want to numerically calculate the maximum of a function defined by the minimization of another function, like the following:
...
