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

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3
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0answers
392 views

Travel time sweet spot using: Mathematica and Google Maps API

I want to use Mathematica to do some time minimisation calculations calling on Google Maps API for travel time data. I'm concerned with travel time, e.g. along roads (by car or walk) and not linear ...
1
vote
0answers
27 views

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 ...
0
votes
0answers
116 views

Linear interpolation over 2 variables [duplicate]

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 ...
2
votes
1answer
98 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 ...
11
votes
2answers
496 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 ...
2
votes
0answers
53 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, ...
2
votes
1answer
111 views

How to use Maximize correctly

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

How do I find where the maximum is? [closed]

I have a function given by: ...
1
vote
0answers
76 views

Optimization problem test suites

Mathematica provides nonlinear, unconstrained test problems here: Needs["Optimization`UnconstrainedProblems`"] and LP test problems here: ...
2
votes
1answer
384 views

Understanding execution time in nested loops

I have the following simple code ...
0
votes
0answers
49 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 is:...
0
votes
1answer
168 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 ...
4
votes
3answers
328 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 <...
3
votes
1answer
312 views

Numerical Instability?

Current Status Please skip ahead to Update 2: the key questions are now: 1/ Why does Mma generally fail to find the minimum for a well behaved function when the function does not have infinite ...
-1
votes
1answer
89 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 ...
1
vote
0answers
25 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 ...
24
votes
1answer
734 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 ...
1
vote
0answers
141 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 ...
6
votes
2answers
316 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 ...
7
votes
1answer
277 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 ...
3
votes
1answer
108 views

Bug with LinearProgramming on Integers?

With Mathematica 7: LinearProgramming[{1, 1}, {{0, 0}, {1, 1}}, {1, 1}, Automatic, Integers] gives wrong result {0,1}. But <...
0
votes
1answer
633 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. ...
1
vote
2answers
143 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] ...
8
votes
1answer
217 views

Experimental`NumericalFunction in NMinimize solution

I try to make a number of optimizations using this code: ...
4
votes
0answers
260 views

Simulated Annealing Parameters and Results [closed]

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 ...
9
votes
1answer
883 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
votes
1answer
283 views

Trouble with NMaximize

I am having trouble with maximizing a function I am interested in. Below is the code I am using. ...
4
votes
2answers
255 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 ...
3
votes
2answers
271 views

How to find the maximum of this function on the positive real line?

I need to maximize this function on the positive real line: $$ \frac{1}{\Gamma(x)^{14}}\cdot\frac{1}{{\frac{323.6}{14x}}^{14x}}\cdot(1.22578*10^{19})^{x-1}e^{-14x} $$ the correct answer should be ...
10
votes
1answer
195 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
votes
2answers
854 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
votes
0answers
193 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 ...
0
votes
1answer
79 views

LinearProgramming behavior

Consider the following linear programming problem: ...
3
votes
3answers
342 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 ...
5
votes
0answers
175 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 ...
1
vote
1answer
363 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
votes
1answer
141 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
vote
1answer
410 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 ...
1
vote
1answer
568 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
votes
1answer
534 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). ...
2
votes
1answer
704 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 ...
2
votes
0answers
145 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 ...
2
votes
1answer
136 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 ...
1
vote
2answers
268 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 ...
7
votes
1answer
240 views

Large scale linear programming (Data imported from .mat file)

I tried to run a large scale linear programming with mathematica. I entered the code below: ...
3
votes
1answer
176 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 ...
4
votes
1answer
365 views

$L_\infty$ norm minimization

I write supplemental explanation to render my aim of optimization. First Consider discrete time linear system below: \begin{equation} G(z)=\frac{1-e^{-0.3T}}{z^{100}(z-e^{-0.3T})} \end{equation} ...
1
vote
1answer
358 views

How to perform a symbolic minimization?

Can Mathematica determine the symbolic expression in terms of τ that minimizes f[τ] ? ...
22
votes
2answers
1k views

Schedule programing problem with integer linear programming

I know how to model this question on paper, but I don't know how doing it in Mathematica. Imagine , there is a university student who want to choose courses for this semester and he got the ...