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

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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
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1answer
68 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
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2answers
252 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
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2answers
220 views

Maximize simple Polynom: Wrong answer

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

ArgMax and result readability

Trying to maximize a two-variable expression and to get variables' values at maximum points: ...
0
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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
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3answers
315 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
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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 ...
10
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3answers
460 views

Maximize violating constraints

I have Maximize[{(h*10)/(300*(100 - (l^.5 + d^.4 + H^.6))), (l + d + H + h) == 669, l > 0, d > 0, H > 0, h > 0}, {h, l, d, H}] I believe ...
0
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3answers
280 views

Why does Maximize return a wrong answer?

I want to find the maximum of the following function, but get a wrong result. What am I doing wrong? ...
0
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0answers
47 views

Minimization with constraint define over a region

I would like to perform a 2D electrostatic minimization between two charged ellipsoids, provided that they should not penetrate each other; they can touch but they are hard ellipsoids. Here is what I ...
2
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1answer
52 views

Principal Axis Maximization

I know that, in order to use PrincipalAxis, for example in FindMaximum function: ...
2
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1answer
49 views

Trouble with some optimization

I am attempting to use Mathematica to solve an optimization problem related to mechanism design (4-bar). The optimization problem is basically the following: 1) Solve these two simultaneous loop ...
1
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1answer
75 views

Maximisation problem not working

I am trying to solve the following optimisation problem, but Mathematica is not providing me with a solution: $$\max_{x_{1},x_{2},e_{1},e_{2}}\theta_{1}\ln(x_{1})-e_{1} + \theta_{2}\ln(x_{2})-e_{2} ...
0
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1answer
120 views

Solving linear system with constraints

I need to come up with a solution for a rather, odd situation. Let's say I have an $M \times N$ matrix called ${\bf A}$, and I would like to solve it for ${\bf x}$ where $b_1 \le {\bf A} {\bf x} \le ...
1
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0answers
58 views

NMinimize / adding constraints

I have a quick question: in question:Solving an ODE with boundary conditions at infinity and 0//different problems, I asked for help concerning a differential equation- however, the whole solving ...
2
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1answer
51 views

Does 'True' stand for 'Else' in Maximise function output?

Maximize[a x^2 + b x + c, x] gives this solution: Does the word 'True' stand for 'Else' here?
2
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2answers
141 views

Can't find maximum of a function on a region

for h=0.2 I'm trying to find the maximum value of (-h^2/3)*(-1/x^2) subject to ...
24
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1answer
671 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 ...
2
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1answer
212 views

Error with FindMinimum. The Message is FindMinimum::cnpcons

I want to run a rather demanding check of feasibility. I have 3565 non-negativity constraints for my variables, and one that makes them sum to a certain budget they shall not surpass. I also have ...
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0answers
65 views

Kernel crashes during `LinearProgramming`. Can you reproduce it?

Using the code from this answer for a sufficiently large problem setting crashes my kernel. I'll copy/paste the code here: ...
1
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2answers
126 views

How to visualise (graphically) this optimization problem in Mathematica?

I have an optimization problem in the form max $(a-\bar{a})(b-\bar{b})$ subject to $a+b=1$ Here $\bar{a}$ and $\bar{b}$ are known values and both of them are >0. The solution is given by ...
9
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1answer
749 views

Max & min distance between two moving points

I am trying to find the minimal and maximum distance between two moving points with Mathematica in an interval. For example, ...
1
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1answer
65 views

Finding a vector many times

I have a vector matrix of profits say prof= {{1, 1, 1, 1, 1}, {2, 2, 2, 2, 2}, {3, 3, 3, 3, 3}, {4, 4, 4, 4, 4}, {5, 5, 5, 5, 5}}; I have a "terminal value ...
1
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1answer
72 views

Paramter Scans and $\chi^2$ Test in Mathematica

Is there any in-built function or a recommended package that enables one to find, say, 10 Parameters, which are used as boundary conditions in NDSolve, that minimize $\chi^2$? ...
6
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1answer
95 views

Simulated Annealing, SearchPoints and InitialPoints options set at the same time

I have a function that needs to be minimized. Since the function depends on real-time data (which is fetched every few hours, and the function is redefined according to the new data), I have to run ...
5
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2answers
314 views
7
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2answers
417 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 ...
0
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0answers
97 views

Solving Lagrangian (4 vars to solve for)

I'm a bit new to Mathematica, but here's what I've got: ...
1
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1answer
60 views

Efficient maximisation of log-likelihood

I would like to efficiently find the maximum $(\sigma,\lambda)$ for the log-likelihood of the derived distribution below. I only need $\sigma$ and $\lambda$ to one decimal place - so not very precise. ...
0
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0answers
23 views

Casting an optimization problem into least-squares form for Levenberg-Marquardt [duplicate]

I would like to use the function FindMinimum[] with the Method LevenbergMarquardt to this function: ...
0
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1answer
691 views

FindMinimum produces error message

I'm trying to solve a logistic regression problem using Mathematica -- more to improve my Mathematica skills than to solve the problem as I have already solved it using Octave. The problem I am ...
1
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1answer
114 views

Invalid computation of maxima

I am finding the following minimum FindMinimum[{ Abs[ ArgMax[f[q, n, b, b0, b1, t, s], b] - b1 ] }, {b1, -0.5}] given ...
1
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1answer
78 views

How to find a maximum value in a rotated parametric plot?

Let me just give you a bunch of tables to reproduce the problem. Here they are ...
7
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1answer
211 views

Risk-return trade-off — solving a convex optimzation

I try to convert a convex optimisation (cvxopt) example to the Wolfram Language from python. Source of the python code: Risk-return trade-off Please advise me on how to convert the following python ...
1
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1answer
110 views

How to Minimize an NIntegral

My problem is to minimize in Mathematica a numerical integral. The command FindMinimum[With[{R=2.5},NIntegrate[(R*r1*a)*Sin[r1*a],{r1,1,R}]],a] does calculate ...
2
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1answer
45 views

How to couple NIntegrate with FindMinValue

I have a problem with a correct transfer of values of parameters when NIntegrate (and some subsequent functions) are coupled with minimizing procedures in ...
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0answers
78 views

Possible memory leak in FindMinimum? (MMA v10.0)

So I was running some code when I noticed Mathematica was gulping memory, and after some debugging I think the culprit is found. It turned out the function ...
1
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1answer
64 views

How do I write a function inside a ArgMin

I want to solve this ArgMin[NIntegrate[(Tanh[x] - Erf[x/a])^2, {x, -5, 5}], a] and it does not work, what is the correct way to do this? ...
2
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1answer
123 views

How to transform the output of Minimize/Maximize into a function

I want to create a function directly from the output of Maximize. Specifically, I have the following function $f(l,h,d,a)$ that I want to maximize with respect to ...
4
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1answer
170 views

Goal optimization: finding the best combination of capacitors and resistors resulting in given properties

I want to edit @MarcoB answers (because the code he gave doesn't answer the question appropriately)->(the function that need to be optimised is not implemented as asked) But it seems like I am having ...
3
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0answers
92 views
6
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0answers
88 views

Customized StepSize control in unconstrained gradient-descent optimization

I have a type of minimization problem I frequently solve that involves warping a large 2D triangle-mesh (~25,000 vertices) to fit a model. In the mesh, vertices carry the empirical measurements (each ...
24
votes
3answers
828 views

Exponential fitting - isn't actually a BUG there?

There are many questions on this site about wrong exponential fitting in Mathematica but no one considers this well-known problem as a potential bug. Usually people suggest well-known workarounds ...
1
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1answer
84 views

Optimizing best fit circle to given data set [duplicate]

Given a set of data, I have plotted a slowness curve for a p-wave resulting from the given data. A slowness curve is just the reciprocal of the velocity of the p-wave. What I need to do is find a ...
0
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1answer
56 views

Basic question about loops in mathematica

I am very new to Mathematica programming and am trying to find the optimum of a numerical integral for various values of a parameter. Here is the basic code for one parameter value that runs fine - I ...