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

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3
votes
1answer
43 views

NMinimize fails on Mesh?

Context I want to identify the minimum of a solution of a PDE found on a mesh. Problem I do not understand why NMinimize fails on a mesh? As a test case, ...
4
votes
1answer
293 views

Maximizing functions with Which statements

I'd like to be able to find the maximum value that my Capex function (see below) generates. This is a fairly simple function so I could just add it up but I have more complex functions of a similar ...
0
votes
0answers
6 views

Can these steps be converted to a mathematical expression using equations/graph theory/Calculus/Set theory/functions/? [migrated]

Want to convert below algorithm into a mathematical model:- General points 1. Let there be a Connected Directed Graph. G = (V, E) V vertices or nodes E edges. This graph can be seen as a network ...
-1
votes
0answers
41 views

Can I get a closed form solution using Mathematica symbolically? [on hold]

I am working on nonlinear equations for my research. I need to use some software to get a closed form solution of the systems of nonlinear equations. Here is just an example: If I want to get a ...
2
votes
1answer
122 views

NMaximize and Accuracy

I have a problem with NMaximize which is best depicted by the following figure. The result indicates, that the solution mathematica finds seems to be smooth except a few outliers. How can I get rid of ...
19
votes
2answers
385 views

Maximize[Cos[x - 1], x] is not evaluated

No explanation needed: Maximize[Cos[x + 1], x] Maximize[Cos[x - 1], x] producing ...
6
votes
1answer
330 views

Speeding up the non-negativity algorithm for multilinear function with interval probabilities?

The algorithm is a branch-and-bound algorithm that calculates the non-negativity of a multilinear function with interval probabilities. The lines 9-11 has an optimization that is explained on the ...
8
votes
2answers
129 views

Efficient solution for a discrete assignment problem with pairwise costs

Let's consider a simple graph with N vertices, and a corresponding set of N items. The goal of the problem is to assign every item to a vertex on the graph so that sum of a per-edge (that is ...
0
votes
1answer
28 views

How can I name to a saved file with the numerical values of some specific parameters? [duplicate]

I'm using some parameters to determine the elements of a list. I want to save this list with DumpSave, but I need to name it with its parameters. For example, I use the following parameters ...
0
votes
0answers
17 views

How to get rid of numerical scope error? [duplicate]

I am trying to perform a numerical maximization routine on a setdelayed function which involves a numerical integral and I'm getting an error message. The evaluation continues and gives the right ...
0
votes
0answers
96 views

References For Number of RandomSeeds For Optimality In Nelder-Mead Runs [closed]

Background I have recently encountered a dependence of results on the choice of RandomSeed, for the four variable problem I posted recently. Thus I may need to ...
6
votes
1answer
105 views

NMinimize Example from Wolfram Documentation Center

Here is the third example of NMinimize function from Wolfram Documentation Center at Possible Issues section. ...
-3
votes
0answers
144 views

References to Mathematica Applications With Manipulate In Games/Sports [closed]

Background: I am currently using Mathematica to solve some, amateur (but very important!) chess team strategy, probability problems : see recent mathematical-optimisation post(s) for initial design ...
0
votes
0answers
289 views

FindMaxValue vs FindMaximum

I'm studying the maximum value of the following function ...
2
votes
0answers
78 views

Appropriate method for a Non-linear Optimisation Problem, With Linear Constraints,

I have a small non-linear, chess related, program with linear constraints and an objective function obtained from a polynomial probability generating function including some decision variables . At ...
3
votes
1answer
186 views

Using ParametricNDSolve and NMinimize to find accurate interplanetary trajectory arrival periapse radius

I have an interplanetary trajectory simulation that calculates the required velocity (using a Lambert solver) and escape angle for a spacecraft to travel from Earth to Mars. This model does not use a ...
2
votes
0answers
84 views

Precision and accuracy in NDSolve and NMinimize

I use NDSolve quite a lot and have noticed that setting values for AccuracyGoal and ...
6
votes
1answer
102 views

ParametricNDSolve[ ] and NMinimize[ ] in Combination

I have the following code that is used to simulate a spacecraft orbiting Mars, and uses ParametricNDSolve to vary the spacecraft's initial conditions using a parameter value ...
50
votes
5answers
12k 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 ...
0
votes
1answer
45 views

Finding function by constraints

I have the following coefficient finding problem: f[x] := a * Log[b*x + c] + d Constraints: f[0] = 1 f[80] = 0.5 I want to find the coefficients of f that ...
6
votes
0answers
130 views

NMinimize with NIntegrate (crash in symbolic evaluation, memory leak)

This is a "common" problem from what I've seen, but with a different spin. I have a function I use often that finds a fit of an expression to another expression with some free parameters (e.g. for ...
4
votes
1answer
237 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 ...
5
votes
1answer
235 views

Need help with the Lagrange multiplier method

Well I am new to Mathematica and got really stuck solving this problem. In class, I was ask to use the Lagrange multiplier method to find the maximum and minimum value of $f(x,y) = x^2+y^2$ which ...
1
vote
0answers
32 views

Method used by NMaximize with a binary linear problem

I'm using Mathematica 7's NMaximize to solve a linear programming problem with thousands of 0/1 integer variables, thousands of linear constraints and a linear target. I suppose I could use ...
1
vote
2answers
203 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 ...
1
vote
2answers
73 views

Maximise a function over one parameter that is continuous, and one that is discrete

I have a function that I would like to maximise with respect to two parameters: one continuous, another which is discrete. A simple example of this might be the following: ...
0
votes
0answers
33 views

Optimization over 6 vectors

Suppose I have an expression which depends on 6 unit vectors (3 dimensional). Hence, I need to optimize over 12 parameters (every vector contains 3 parameters, but one we can reduce by considering ...
2
votes
1answer
59 views

i need a swap mutation code (genetic algorithm) in Mathematica?

I'm working on GA coding to optimize the locators position in fixturing system to minimize the error in precision manufacturing.I need a code for mutation (genetic algorithm) in Mathematica. Here, I ...
0
votes
1answer
123 views

Minimizing using indices, error: Part::pkspec1: The expression cannot be used as a part specification

I want to use Minimize where the variables to minimize are indices pointing into an array. Here a MWE that hopefully shows what my problem is. ...
0
votes
0answers
33 views

Numerical minimization hangs at some steps

Let me briefly explain what I observe and cannot really explain by myself. I occasionally use NMinimize to find optimal parameter sets and sometimes it happens that ...
1
vote
0answers
182 views

Solve set of non-linear equations with least-squares-fitting - constrain results?

I'm trying to solve a set of functions to determine the material properties from a set of measurement values. (To set up this method I just want to fit my model with some already calculated data). My ...
0
votes
0answers
41 views

Calculations using imported .csv files

How do I co calculations after I have imported two files (in my case .csv files). I want to take the average of the columns/ rows and then display them to the user in a new chart. Example A1 of one ...
2
votes
1answer
52 views

Transforming an Optimization Problem into a multi-vector Optimization Problem

I am sitting on an MultiAgent optimization problem trying to solve for a quadruple of variables {e,l,b,c} In a single agent (...
0
votes
0answers
45 views

L1-Norm Minimization

I need the function for the L1-Norm Minimization problem formulated here https://reference.wolfram.com/language/tutorial/ConstrainedOptimizationLinearProgramming.html#261990371 ...
4
votes
1answer
99 views

Question about FindMaximum

I must advise you that I am an almost total novice in mathematica.. However here is my very simple question.. I know the command FindMaximum[{f},{x}] to find the maximum point and maximum value of a ...
7
votes
1answer
125 views

Finding the least positive integer satisfying a quantified statement

I'm studying the convergence of the sequence of functions $f_n:[0,1]\subset\mathbb{R}\to\mathbb{R}$ defined by $$f_n(x)=n^2x(1-x^2)^n$$ for $n\in\mathbb{N}$. These functions converge pointwise to the ...
1
vote
0answers
40 views

reset the value of a variable [closed]

Folks, I have a problem in populating a matrix without overriding the values. After performing computations for various values for j, I want to store these values in following matrix. Here is the ...
6
votes
4answers
174 views

Minimizing a function with a constant $l > 0$

I'm VERY new to Mathematica and would like some help with minimizing a function. $$f(x) = \frac{1}{2} \sqrt{\frac{\left(l^4+x^4\right)^2}{l^4 x^2}}$$ I want to find which $x-value$ (probably ...
1
vote
0answers
54 views

Finding the global extrema of a surface? [closed]

I am trying to figure out how to find the global extrema of the function surface shown below and can't seem to get answers that make any sense. I am using the FindMinimum and FindMaximum functions ...
1
vote
1answer
120 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 ...
0
votes
0answers
65 views

How to solve two point boundary value problem numerically

I'm new to mathematica and I'm interested in solving the following optimal control problem: $$ \min_{\rho_1,\rho2}\int_0^Te^{-\beta t}(Nd(t)+\rho_2y_2(\rho_2k_2-C_2)+\rho_1y_1(\rho_1k_1-C_1))dt $$ ...
0
votes
0answers
101 views

How to optimize a cost function which involve the solution of a ODE system using the NMinmize?

I have created a cost function, the value of which depends on the solution of a ODE (ordinary differential equation). The parameters of the ODE are not determined, and my goal is to determine them ...
0
votes
0answers
53 views

Finding values of a variable fitting a function and minimizing a list of expressions

I am trying to implement bootstrapping (https://en.wikipedia.org/wiki/Bootstrapping_(finance)) of CDS curve. To implement it I am trying to minimize a series of expressions so that each expression is ...
0
votes
0answers
79 views

Fun/Frustration With Coding Coding Theory

I have code following from this post: http://math.stackexchange.com/questions/1317722/fun-frustration-with-coding-coding-theory I think I am done with the code, but now I face a single problem. The ...
-1
votes
1answer
57 views

Find a minimum value which satisfies an equation

I have to find a minimum value of "a" which makes x=-a+b+c, y=-a+b+c^2 positive where a>1, 0 ...
1
vote
1answer
65 views

Problem in minimizing expression

I am trying to implement bootstrapping (https://en.wikipedia.org/wiki/Bootstrapping_(finance)) of CDS curve. To implement it I am trying to minimize a series of expression. The minimum value of ...
2
votes
2answers
97 views

Finding Minimium Periapse Distance Between Spacecraft and Planet

I have the following simple model that simulates a spacecraft orbiting Mars. What I'm hoping to do is be able to find the periapse radius of the spacecraft as I did below, except instead of using ...
14
votes
2answers
1k 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 ...
1
vote
2answers
88 views

FindMinimum and WhenEvent

Is there any way to incorporate WhenEvent[] into the FindMinimumfunction ? I'm currently trying to minimize an interpolating function with FindMinimum (since the origional function is to cumbersome ...
2
votes
1answer
64 views

NMaximize with Nelder-Mead method fails to convergence when tolerance set too high

Recently I have been working on a optimization problem for which I use NMaximize with Nelder-Mead method. In general, I have to check a lot of systems which are built automatically. I want to skip ...