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

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6
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3answers
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+200

How to describe the convex hull of a set of points as an implicit region for optimization?

In Mathematica you can create out of a set of points in 2D and 3D the convex hull and use it as a region for optimization problem, e.g., ...
2
votes
0answers
61 views

Complicated implicit plotting - can it be tackled?

I'm quite new to Mathematica and have already spent tons of time on problems of this type, browsing through tutorials and topics here. I'm now coming to conclusion that it cannot be done and am about ...
0
votes
0answers
20 views

How to derive natural boundary conditions and governing equations by Mathematica [on hold]

I can derive governing equations of system by Variational Package of Mathematica but it doesn't give boundary conditions. How can i get them? or is there another way (such as another software) to do ...
8
votes
3answers
468 views

How to find local minima of data using PeakDetect

One of the great new function in v10 is PeakDetect. It can detect peaks (local maxima) according to desired sharpness as shown in this example: ...
0
votes
0answers
65 views

NMinimize vs Simulated Annealing [on hold]

Update I would find the global minima, the plotting shows that this function has many local minima. ...
6
votes
3answers
1k views

Finding all maxima and minima of a function

To find all (global and local) extrema of a function in $\mathbb R^3$, I have written the following. Example function: ...
0
votes
1answer
56 views

Verify angle pi/4 maximizes launch range [closed]

I'm solving the equation of motion for a projectile in the x, y plane and got this: R = v0^2 sin(2 theta) / g where R is the range of how far the object will ...
1
vote
1answer
34 views

FindMinimum step size too small

I'm running a simulation of an electromagnetic system using Radia, an external code that is run from Mathematica. I want to use FindMinimum to determine some ...
2
votes
1answer
42 views

best way for finding approximate root of monotonic sawtooth like function

First I will generate such kind of monotonic sawtooth like function called func ...
0
votes
2answers
101 views

A case of complicated fitting of multiple datasets

I've stumbled upon a difficulty while trying to do some fitting which may be called sorta complicated. I'll try to introduce my problem step by step. To begin with, I have a number of datasets ...
2
votes
1answer
94 views

Maximize a variable in NSolve Function

I want to solve a set of trigometric coupled equations with the NSolve funcion while at the same time trying to maximize a variable which has to be real and between ...
9
votes
0answers
95 views

LinearProgramming returns an invalid null solution that apparently doesn't satisfy constraints without any warning

Bug introduced in 10.3.1 or earlier and persisting through 10.4.1 While searching to answer the question Solving the magic backyard puzzle with MMA at some time I composed a set of arguments ...
5
votes
3answers
244 views

Indicate minimal path sum

Described on the page: http://www.mathblog.dk/project-euler-81-find-the-minimal-path-sum-from-the-top-left-to-the-bottom-right-by-moving-right-and-down/ It is an example of the solution indicated in ...
0
votes
2answers
54 views

find all global minima (there is more than one global minimum)

I have a function with two global minima, I would like mathmatica to find both of them. for example I have the function: and I'm trying to find both global minima using: ...
3
votes
1answer
169 views

Minimize sum of array elements subject to conditions

I have array where each point at different times are shown parameters ...
1
vote
1answer
208 views

Using the Levenberg - Marquardt algorithm to minimize a user-defined function

I wrote a function in Matlab that optimizes another user defined function using lsqnonlin with 'levenberg-marquardt' option. Now, I'd like to use the first to ...
0
votes
0answers
18 views
20
votes
2answers
358 views

Numerical optimal control

I was hoping to tackle optimal control using Mathematica in order to learn how I can use Mathematica's built in numerical integration and optimization functions together in order to solve an optimal ...
-2
votes
1answer
53 views

Find maximum of function constant-included function

I have to find the maximum of function like this: $f_{a,b,c,d}(x,y)$, where $a,b,c,d$ is arbitrary constant. how to find location of $(x,y)$ which $f$ has max value? all of MaxValue, Findmaximum ...
0
votes
0answers
41 views

Using ParametricPlot to Display result of Maximize

One would expect that: Plot[f[x],{x,0,1/2}] and ParametricPlot[{x,f[x]},{x,0,1/2}] would always yield identical outputs. ...
0
votes
1answer
87 views

How to Find minimum and maximum using `FindMaximum[]` and `FindMinimum[]`

this is the data that i use to plot. data_damped_osccilation this is my code so far, however it still give me error ...
0
votes
1answer
43 views

Maximize: specify the range of a parameter

I am trying to do symbolic maximization of a function, and would like to specify the range of a parameter of that function. I am able to set constraints of the variable I am maximizing over, but am ...
11
votes
1answer
174 views

Constrained optimization with three variables

A standard optimization problem in economics is choosing a consumption bundle subject to prices and a budget constraint: $$\max_{x,y} \sqrt{x} + \sqrt{y} \hspace{1cm} \text{s.t. } p_x \cdot x + p_y ...
1
vote
1answer
38 views

NMaximize/NArgMax complain about nonnumerical value (::nnum) when working with a region [duplicate]

Finding the mode of a SmoothKernelDistribution I am using a smooth kernel approximation to a mixture distribution to find the distribution's mode (e.g. by using ...
0
votes
1answer
46 views

Symbolic Maximization: does not work with symbolic power?

Simple question from a beginner: I seem to be unable to do maximization if the variable has a power specified symbolically instead of numerically? ...
2
votes
0answers
30 views

EvaluationMonitor vs. StepMonitor in Simulated Annealing

I am trying to track the evolution of NMinimize using the SimulatedAnnealing options. Simulated annealing has 3 parameters to track: 1) the latest trial point, 2) the latest accepted point, 3) the ...
0
votes
0answers
23 views

Optimizing NMinimization and NIntegration with a Nested List-Valued Function

I want to use NMinimize and NIntegrate on each element of a nested list-valued function. Here's a simple example of what I'm ...
1
vote
1answer
80 views

Problem with Finding Minimum of a Function Solved With NDSolve

I am trying to find the minimum of a particular function, which is solved using NDSolve. What is making it a little more complicated is that it is not the only function solved within the NDSolve and ...
0
votes
0answers
19 views

scaling parameters for vector-valued Non-linear optimization

I am trying to minimize a non-linear vector-valued function in Mathematica. As a test case, I try to minimize a function whose solution I know apriori. The problem is that one of the solutions is ...
57
votes
5answers
14k views

How to find all the local minima/maxima in a range

I want to find : all local maxima in range all local minima in range From those points I can interpolate and combine functions upper and lower boundary. What I am really interested in, is the ...
1
vote
0answers
42 views

Can Mathematica solve Kuhn-Tucker Equations with arbitrary functional form (up to 2nd order derivative)

I am in a business of solving a 5-variables optimization with inequality constraints, and I would like to maintain the functional form as arbitrary as possible. So far, I am assuming that the ...
0
votes
0answers
52 views

Strange sharp spikes causing overflow while doing gradient descent

I am trying to find a function h(r) that minimises a functional H(h) by gradient descent. The result of H(h) is a single number. (Basically, I have a field configuration in space and I am trying to ...
2
votes
0answers
66 views

To show optimization movement when using FindMinimum [closed]

The code is suppose to show the movement of optimization points from the first until the minimum point is found on the Contour Plot. However, the plot that I have is not showing the correct movement ...
2
votes
4answers
281 views

Problem in finding the numerical maximum

I need to find the numerical maxima of the function $$i(s)=\bigg[ \frac{\sin{50\pi (\cos s+1)}}{\sin{10\pi (\cos s+1)}} \bigg] ^2$$ Or in the mathematica input form: ...
0
votes
0answers
42 views

Finding minima of a function: Ways to speed up the code [duplicate]

I am quite new to Mathematica. I tried to calculate all minima of the function of interest as follows: ...
2
votes
1answer
30 views

Bounding parameters in optimization problems

The following outputs answers for a variety of cases for the parameters, a and b: ...
1
vote
2answers
164 views

Find the maximum Z in {(X + Y)==Z} using all the digits 0-9 only once

II want to add two integers with different digits to get a third integer with different digits. At the end, all 10 digits have to be different. So there should be 10 digits in total. How you ...
3
votes
1answer
88 views

Writing a function that finds the difference between two maxima

Suppose i have two functions: $\qquad -2x^2 +5x+3$ and $\qquad -5x^2 +2x+3$ To solve the point where the functions are at maximum i use the command NMaximize ...
0
votes
0answers
27 views

A bootstrap on the p-value of a simple linear model

My model: $y_t=\beta_1+\beta_2x_{2t}+\beta_3x_{3t}+u_t$, with $u_t\sim N(0,\sigma^2)$. My sample is of size 50. I'm trying to do a parametric bootstrap for the t-statistic of $\beta_3$, and I'm ...
1
vote
2answers
69 views

Minimization of a function with non-numeric parameters?

I have the following problem (in Mathematica) I want to calculate the following expressions: ...
0
votes
0answers
140 views
15
votes
2answers
2k views

Find maximum value of interpolation function - obviously wrong result

Minimizing and maximizing interpolation function has already been asked and answered, see here for example. Yet, I observe a strange behaviour. Well, I can understand that the wrong guess of ...
2
votes
1answer
67 views

Plot a function after taking the supremum with respect to one variable

Assume given a continuous function $f$ with 2 variables, say $x$ and $y$. $x$ takes values on the interval $I$ and $y$ takes values on the interval $J$. I would like to know how to plot the function ...
0
votes
2answers
251 views

Maximizing a trigonometric function

This is probably a naive question, but here it goes: I know that $$r\cos a+s\cos b+t\cos c \leq \frac{rs}{2t}+\frac{rt}{2s}+\frac{ts}{2r},$$ subject to the conditions $a+b+c=\pi$ and $r,s,t$ are ...
2
votes
2answers
220 views

Maximize simple Polynom: Wrong answer

I want to maximize $poly$ under the constraints $g1,g2,g3=0$ ...
2
votes
1answer
73 views

ArgMax and result readability

Trying to maximize a two-variable expression and to get variables' values at maximum points: ...
0
votes
0answers
191 views

Maximum of NDSolve output. Problem with interpolating function

I solve a NonLinear PDE and get a solution (which for other reasons I put into a vector): SolVec1[1][[2]][x,t], where x and t are the indipendent variables. Now, I would like to get a distribution ...
4
votes
3answers
307 views

FindRoot constrained to maximum

I am using FindRoot to find the local maximum op some function, by examining where its derivative is zero. However, keeping the starting value the same, sometimes ...
2
votes
1answer
90 views

Results of ArgMax as a function of a parameter with InterpolatingFunctions

I would like to obtain a function and its derivatives, where the function is defined as the solution to a maximization problem. The obvious approach ...