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

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7
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3answers
141 views

Locally Weighted Linear Regression

I am following the online Stanford Course in Machine Learning and I am trying to implement the algorithms on the fly in Mathematica. Currently, I have issues with minimizing the Locally Weighted ...
0
votes
0answers
34 views

How to make FindMiniumum work with delayed function and NIntegrate [duplicate]

I can plot my function penalty[v] just fine, but FindMinimum doesn't work, it just complains non-numerical values from ...
1
vote
1answer
62 views

Finding a maximum of a Bézier function

Suppose I have a Bézier function $f:\mathbb{R}^2\to\mathbb{R}$ with random coefficients: ...
0
votes
0answers
24 views

Question about finding the minimum for self-defined function

My self-defined function is too complicated to paste here, and it works well with numerical values assigned. Basically, I have something like this , which contains 12 parameters. With numerical values,...
1
vote
0answers
123 views

Solve a certain optimization problem [closed]

I am new user of Mathematica. I want to solve an optimization problem. W = (n (X-Y-Z) p / Z q)^(1/a) where a > 0 I ...
8
votes
2answers
148 views

Using StepMonitor/EvaluationMonitor with DifferentialEvolution in NMinimize

My question about tracking the progress of a minimisation/fitting process is two-fold: 1. The first part of my question can be considered a slight duplicate/follow-up of this question. There the OP ...
2
votes
1answer
154 views

Using Minuit2 to minimize a Mathematica function

FindMinimum is great, but sometimes it is difficult to get an idea of the uncertainties and intermediate evaluation diagnostics. How to define a function in ...
15
votes
0answers
164 views

FindMinimum doesn't increase step size when necessary

I've spent much time finding a minimal example demonstrating this problem with FindMinimum. Normally one faces this problem when fitting very large and complicated ...
3
votes
0answers
56 views

ShortestTour Problem with Constraints [closed]

I can solve a travelling salesman problem with FindShortestTour[], but couldn't find any function to solve a shorest tour problem with additional constraints like cost, fuel capacity etc. How cam I ...
0
votes
0answers
114 views

Find coordinate {x, y, z} where two functions are minimal

I am trying to find a point in a ListPointPlot where the total RegionDistance is minimal AND the total differences of the <...
0
votes
3answers
59 views

Maximum value of a function using loops

I have a function ab+bc+a/c, where a,b and c ranges from 1 to 5.I have to get an output of maximum value of this function and the values of a,b and c which give that maximum value. Is it possible to ...
1
vote
1answer
85 views

Optimization of the solution to an ODE

Apologies if this is obvious -- I'm very new to Mathematica. I'm trying to minimize the solution to an ODE with respect to a variable. The following code generates the solution to the ODE, ...
0
votes
0answers
55 views

Minimize: which algorithm is in use?

How can I know which algorithm has been used by Minimize to solve a given problem? Can I force Minimize to use a specific ...
2
votes
1answer
48 views

Finding parameters with NMinimize doesn't do any steps

To find the best fit for an SVM, I have to constantly re-train my classifier with different parameters based on the result of the test set. I created a helper function which trains the SVM with the ...
0
votes
1answer
68 views
0
votes
0answers
39 views

NMinimize to Optimize Parameters for Quarter Car Model

I am very new to Mathematica and am trying to simulate a mountain bike suspension by using a quarter-car model and I have input a displacement vs time road profile for two bumps for the excitation. ...
0
votes
0answers
103 views

Absolute minimum of a function

I would like to ask for some recomendations in order to get a faster result of a function evaluation to get the absolute minimum. In my desperate moments I have written the following code to get the ...
1
vote
1answer
39 views

How do I Maximize over a Cuboid region?

So, I want to, say, find a maximum value of $|x_1x_3+x_1x_4+x_2x_3-x_2x_4|$ in a unit cube in 4D; how do I do that? I've tried ...
2
votes
3answers
94 views
0
votes
0answers
44 views

From “NMinimize::nosat: Obtained solution does not satisfy the following constraints within Tolerance”, can prove something?

I got a very very complicated function G[r1,r2,F1,F2] to minimize. It has four variables, r1,r2,F1,F2. When I introduce the ...
0
votes
0answers
45 views

How to set step size in FindMinimum?

My initial guess is very close to the solution. So I want step size is to be very small. Is there anyway to control the step size in the findminimum function?
0
votes
0answers
44 views

How to solve a constrained minimization problem?

I unsuccessfully tried ClearAll; Minimize[x^(8/5) + y^(8/5) + z^(8/5), x*y*z + x^2 + y^2 + z^2 == 4, {x, y, z}] No output during few hours. I am interested in ...
5
votes
0answers
59 views

“PostProcess” and “Tolerance” in DifferentialEvolution? [closed]

What is "postprocess" option in DifferentialEvolution method (for instance when using ...
1
vote
1answer
55 views

Step Monitor option in DifferentialEvolution

Using the "Step Monitor" option what exactly do I read? Does it show me the "best solution" for each population? Or does it show me each search point in the population? Also is there an integrated "...
10
votes
3answers
244 views

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

Last edit: 2016-05-03 A.G.'s answer was the one helped me the most, see explanation at the end of this question. Original question In Mathematica you can create out of a set of points in 2D and 3D ...
0
votes
1answer
79 views

Problems with NMaximize [duplicate]

The Objective function I would like to Maximize takes less than a second to evaluate. There are several packages needed to evaluate it, so I'm not showing it here. ...
0
votes
2answers
41 views

Time limit NMaximize [closed]

Is it possible to time limit NMaximize? It is taking so long to evaluate my minimum, that I would like to see if it is doing what I expect it to do. So I was thinking of time limiting it in order to ...
2
votes
0answers
63 views
0
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0answers
37 views

Is it possible to get the error estimates of predicted values computed by FindMinimum using the Levenberg Marquardt method?

I use the LevenbergMarquardt method of the FindMinimum function to minimize a residual function (mathematical-optimization). This residual function is computed from experimental data and the solution ...
0
votes
0answers
47 views

Check if interpolated function passes through a specified region

Is there an efficient way to check if a curve that was obtained as an Interpolating Function (from solving differential equations numerically) passes through a given region? I am solving for two ...
3
votes
1answer
77 views

Pareto optimal fronts using internal function?

Reading this question: How do I estimate the Pareto front in my multiobjective optimization problem? I found @Daniel Lichtbau's interesting answer. Yet I don't know how such an "internal function" ...
3
votes
1answer
128 views

Optimize a parametric matrix to get a lowest possible eigenvalue

This question is a followup of Plot the lowest eigenvalues of a parametric matrix Now I can get the lowest eigenvalue LowEign(t) of the matrix for a given t numerically. When I plot the LowEign ...
3
votes
3answers
106 views

Can I hold a condition in NMaximize/NMinimize?

I'd like to use NMaximize/NMinimize with the condition ...
2
votes
3answers
172 views

Use NMinimize instead of FindFit for constrained search (of coefficients)

(My problem is more complex, but let us formulate it through this example) I am trying to find the best polynomial approximation to the following function ...
2
votes
0answers
241 views

How do I estimate the Pareto front in my multiobjective optimization problem?

I need to minimize a function of two parameters that gives two "stress" outputs {A,B} = f[tau,mu]. How do I estimate (even roughly), the Pareto front for this ...
1
vote
2answers
107 views

Find the minimum element of a row of a matrix and its column index for each row

I am trying to find the minimum value of a row of a matrix and its corresponding column. Please run the code below. OptV is the matrix that I would like to create which must give the output of the ...
2
votes
1answer
55 views

recursively structuring a multivariate numerical optimization

Suppose that I want to partition the unit interval [0..1] into four subintervals whose max length is as short as possible. I can ask Mathematica to: ...
0
votes
0answers
49 views

Value Iteration (Recursive iteration) to Minimize (Optimize) a Function

I have a function that I call as "Value". I am trying to find the minimum of this function and this function is a function of 4 other functions. One of these four functions is recursive based on the ...
8
votes
3answers
506 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: ...
7
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
59 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 ...
2
votes
1answer
53 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
121 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
109 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 ...