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

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42 views

Some of System words in Mathematica 10 doesn't show right

Does anyone have any idea about why this happens and how to solve it? thanks.
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0answers
34 views

Where can I find detailed information about the SystemOptions?

I'm looking to optimize my Mathematica script, and I'm willing to go spelunking with low-level system options. The problem is that I've been looking in the Mathematica documentation, but there ...
4
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1answer
58 views

FindMinimum's WorkingPrecision behaviour

I discovered the following behaviour when using FindMinimum for constrained optimization: ...
0
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0answers
35 views

Convex problem solution

I have the following optimisation problem, where $l,m,n$ are positive. It is a convex problem. I need to find the optimum under a budget constraint. ...
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0answers
106 views

Is there a way to give Mathematica extra memory?

I am running Mathematica 10 (Student Edition) on Mac OS X 10.7.5 on an old Mac Pro. I have lots of extra RAM that the system isn't touching, and I would like to give some of it to Mathematica in the ...
5
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1answer
104 views

Slow-down encountered when using NMinimize with a compiled function

I'm minimizing a large function. Evaluating the function is very slow symbolically but using Compile I can get ~100x speed-up on this step. However, despite this, the NMinimize process is only ...
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0answers
60 views

How to properly pass function as argument here? --> NMinimize & NIntegrate involved

I had a problem of a similar kind here which was solved. Now after changing a few things in my problem setting I am suffering from the following problem. Let me first introduce methods/functions that ...
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1answer
88 views

The problem (time) caused by ?NumericQ

In here, I asked a related (similar) question. Using ?NumericQ seems have slowed down the entire calculation. But I now have a more serious problem: ...
6
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1answer
227 views

How trustworthy is NMaximize?

Suppose I solve a constrained optimisation problem using NMaximize. How confident can I be of the accuracy of the result? For concreteness, suppose that F,G are ...
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1answer
48 views

Getting result from Maximize

I'm trying to get maximization result from Maximize function to use it in later calculations. At the moment I use the following code: ...
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28 views

Variables input generation for Minimization in High dimensional space

I'm currently doing optimization in a high dimensional space. I was thinking of giving FindMinimum (or NMinimize not certain ...
14
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1answer
723 views

Is Mathematica `ContourPlot` function really so efficient?

I wanted to find the roots of the function $f(x,y)=\sin(3.2x)\sin(1.3y)-2.1 \sin(1.3x)\sin(3.2y)$. This is what the function looks like: ...
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0answers
28 views

Tricks to speeding up optimisation of a function involving a heavy integration

This is the code, and energycoeffs[] is the function that takes in a dxd matrix and spits out a scalar value. ...
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1answer
110 views

Using FindMinimum with matrix input

I define the following function which spits out a number S when I feed it a dxd square matrix: ...
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0answers
106 views

NMaximize with matrix input

I defined function f[x_, fixed_] := {...}. Here x is an $M\times N$ matrix. I want to maximize $f$ with respect to $x$. I have ...
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0answers
48 views

Problem with the laplace transform

I am trying to write a program in mathematica to solve green's functions, like the following. They come up all the time in Quantum Field Theory. I have learned, student's can sometimes see it better ...
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0answers
25 views

Iterating a model with 2nd order difference equations using Manipulate [duplicate]

I have a model including first and second order difference equations. It works for the case of first difference equation, which is below: ...
1
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2answers
93 views

optimization of CountourPlot with NIntegrate

I have to use ContourPlot with a complicated function depending on 2 parametrs (that I cannot report here) that contains numerical integrations. Here is a simple ...
1
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0answers
89 views

How to plot feasible objective space of a Generic Multiobjective Optimization problem?

As you know, a generic Multiobjective optimization problem can be stated as follows: $min{\space}F(\bf{X})=[f_1(x),...,f_n(x)]$ $h_k(x)=0{\space\space\space} k=1,...,n_e$ ...
20
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1answer
516 views

Convex optimization

I am playing with some Compressed Sensing (think single pixel camera) applications and would like to have a Mathematica equivalent of a Matlab package call Convex Optimization (CVX). Specifically, I ...
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2answers
82 views

Does FindFit use symbolic differentiation?

Does FindFit use symbolic differentiation when optimizing by least squares a non-linear function?
4
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0answers
70 views

Packages for Semidefinite programming

This question has already been asked here. I am not sure, whether I should have asked this question as a comment of an old question or in the general programming forum of stackexchange. Moderators ...
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1answer
62 views

Black Ovals appeared in my Mathematica notebook [duplicate]

I copied and pasted something from another Mathematic notebook and started getting the same black ovals seen in this question: Colored marks appearing in notebook input text? The suggestion to turn ...
4
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0answers
148 views

How to determine reason for kernel crash? -> Nelder Mead optimisation

I am making use of the Nelder Mead algorithm inside Mathematica's NMaximize to find a parameter set by solving the Schrodinger equation for a given system. (see ...
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0answers
40 views

Minimize doesn't solve a problem with many symbols

I am trying to solve a simple constrained optimization problem. I am running the code ...
1
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2answers
60 views

Maximum likelihood estimation based on frequency table

I have a frequency table of grades, I'm trying to estimate the distribution as a truncated normal distribution (a grade below 65 is a failing grade and doesn't count). Since I don't have the actual ...
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0answers
68 views

Nash equilibrium in game theory?

Are there examples of the solution of Nash non-cooperative games with mixed or pure strategies? How could be implemented in Mathematica 10?
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1answer
71 views

My code of plotting a two-variable function is too slow [closed]

I have a code in which my complicated function to be plotted is F(x,p). I would like to graph it for 5 values of p equal to 10^7, 10^8, 10^9, 10^10 and 10^11 for x values between 0.01 and 0.99. All ...
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1answer
87 views

How to properly apply NumericQ or s.th. similar here? - NDSolve inside NMaximize

I wrote a function that numerically solves a given Schrodinger equation and returns replacement rules to obtain the time evolution operator. It looks and is used as follows: ...
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1answer
99 views

How to find Lagrange multipliers corresponding to constraints?

I have a constrained optimisation problem that I solved using Mathematica's FindMinimum function. I would like to know how to get the dual variables corresponding to the constraints I have. Obviously ...
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0answers
65 views

Set first line in CSV as header in mathematica list

New to stackexchange. Need some help with mathematica - also new to this!. I have a CSV file with 80 something columns and 6000 something rows = 500,000ish elements in total. I am trying to import ...
2
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1answer
707 views

Inequalities with assumptions and constraints

I'm using Mathematica 8 I've been searching the net without luck for this specific solutions: Suppose I have an inequality f(x;M,m)>0 where I KNOW that M>4m and m>0. How can I let Mathematica know ...
0
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1answer
75 views

NMaximize against LinearProgramming [closed]

i'm starting my studies of Operational Research with Mathematica and i'm stuck on a problem with 12 variables. In fact, I was able to solve the problem using ...
0
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1answer
101 views

How to determine if directories with executable permission and not

I have some directories that have the UNIX executable permission some does not. What tests could I write in Mathematica to test it?
0
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0answers
37 views

How to solve a multi-vector optimization problem efficiently?

How to efficiently solve a optimization problem which involves multiple vectors? My optimization problem is: $\min_{\bf{K}_{i}} \sum_{i<j}\left[\bf{t}\cdot(\bf{K}_i-\bf{K}_j)\right]^2$, s.t. ...
0
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0answers
101 views

How to speed up my code with constructing matrices

I have run this program for a long time to get the result for n = 2048(about 5hours) and no more result till now (can't run with n = 4096). I would know how to make it more efficient. Any help or ...
0
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1answer
50 views

Search optimum on connected simulation

Do you know how can I find minimum/maximum of a simulation written in a Module. The simulation calculates a potential value to a territory after some steps. It would seem like this: ...
10
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2answers
307 views

What is the difference between FindFit and NonlinearModelFit

I cannot get the difference between these two fitting functions in Mathematica. I even read in MMA that the result of these two are the same.
8
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3answers
297 views

Collatz optimization

I'm VERY new to Mathematica programming (and by new I mean two days), and was solving Project Euler question 12, which states: Which starting number, under one million, produces the longest ...
2
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1answer
114 views

Symbolic quadratic constrained maximization with non-negativity constraints?

Dear Mathematica users, I attempted to maximize the below quadratic function K, subject to x1+x2<=A, and a series of ...
1
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1answer
76 views

Why does NMaximize does not follow the constraints that were given to it?

(someone may want to mark it as a duplicate, but I still have to ask! I just can't figure out why!) ...
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0answers
70 views
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35 views

Maximization of n-variable and n-constraint in matrix form

I am trying to do some maximization using matrix algebra: very simple one is with n = 3 as the following: ...
1
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2answers
96 views

Incorporating the minimum and maximum of the function in a Dynamic plot

I'm working on my project for class and it's supposed to be a graph that can take functions from the user and display it along with finding the max and min of the graph. But I just don't know how to ...