Tagged Questions

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

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0
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0answers
58 views

how to solve an optimization problem in terms of matrices as the argument

How can I minimize an expression of the form a^T A a where a is a matrix. The following approach does not work if ...
1
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1answer
87 views

Manual maximum likelihood estimation of a mixture with no closed form

Let $X$ be a random variable that is from a mixture of two Lognormals (Lognormals(mu1,sigma) and Lognormals(mu2,sigma)) and set $Y=X_1+X_2+...+X_{10}$ a sum of 10 random variables from this mixture. ...
0
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1answer
59 views

Solving minimum length confidence interval problem

I'm trying to find the minimum length of a confidence interval for the variance from a sample iid with normal distribution. I tried ...
2
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0answers
122 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 ...
0
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0answers
30 views

What is that Root[…] inside the answer represent? [duplicate]

So I am encountering this situation, in which mathematica doesn't give me the answer, but in a form of "Root". How do I interpret this ? what is the number after the "&" represent? How should I ...
0
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0answers
92 views

FindMinimum slower in MMA10

I've recently updated one of my PCs (both have the exact same build) to Mathematica 10. After running the exact same notebook (which has two FindMinimum calls) on ...
1
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0answers
74 views

on convergence in optimization [closed]

I am trying to solve a nonlinear programming problem using FindMinimum solver on Mathematica. When I execute, it is printing FindMinimum::eit: "The algorithm does not converge to the tolerance of ...
1
vote
2answers
123 views

Minimize loop optimization

I'm new in Mathematica 10. So far, I have a two variable-function and I've use Minimize to find the optimal solution. Nevertheless, I'd like to make a sensibility analysis and study how this optimal ...
1
vote
1answer
62 views

2D Arrangment/Optimization Problem

Okay, I have a list of angles, call it A. How would I arrange them in a 2D m-by-n grid G such that the distances between each adjacent angle-element (row- and column-wise) is minimized? G has as ...
1
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0answers
110 views

Speeding up NDSolve for system of differential equations

I am wondering if there is a way to speed up this function that solves a system of ordinary differential equations with NDSolve? Thus far I've tried specifying a few different methods such as LSODA, ...
0
votes
1answer
93 views
0
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1answer
49 views
-1
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3answers
187 views

Optimization Algorithm: ideas wanted

EDIT: Lets assume a random matrix: ...
5
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0answers
211 views

Problems extending NelderMeadMinimize into 2D

Update The eventual route I followed was to adapt a version of the NM-simplex written in C and link to it with MathLink. Once I've tested this out fully I'll post it here. I've been playing around ...
0
votes
1answer
73 views

Nminimize fails claiming not a number value, even with _?NumericQ [closed]

I have the following function to minimize for a > 0 ...
0
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0answers
42 views

Pass model parameters to NDSolve'Reinitialize

I am wondering if there is a way to pass parameter values during the NDSolve'Reinitialize step of the NDSolve process? I've read that one way to possibly speed up repeated calls to NDSolve is to ...
7
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2answers
225 views

Using least independent rectangle area to separate every point

Description I want to add vertical line and horizonal lines between data to make every point have an independent rectangle area. In addtion, every independent rectangle has a number ...
0
votes
0answers
42 views

NMinimize of a Differential equation

f[kpr,tn,tv] is a Block for the Differential equations of a simple control loop with a PID-controller. It calculates the the response x[t] and integrates the t-weighted area under the response. The ...
8
votes
8answers
896 views

Finding maximum or minimum of implicit functions

is there any built in function that can be used to find maximum or minimum of implicit functions? For example, if we have the equation $$x^2 + y^2 = (2 x^2 + 2 y^2 - x)^2,$$ then we can visualize the ...
0
votes
1answer
60 views

Finding the right DeleteCases pattern for <<199>>

I have a list in Mathematica with several items like <<199>> and <<104>>, I would like to get rid of them using DeleteCases, but none of the patterns I ...
0
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0answers
60 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 ...
0
votes
1answer
113 views

How to include constraints in `NMaximize`

I am trying to find maximum likelihood estimates of parameters for a fairly complicated multivariate distribution. The support of the distribution depends on its parameters so I need to include some ...
1
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0answers
83 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 ...
6
votes
1answer
273 views

What is wrong about Abs[x]-a? Is it a bug?

Why is the Out[74] not {1 - a, {x -> -1}}? ...
2
votes
2answers
209 views
-5
votes
1answer
97 views

Mathemathica: How to plot diagram? [duplicate]

i want to plot a diagram by this command using mathemathica. but it plotted as a beeline while it must be have a bit aberration.what is my fault in plotting? i want to display my diagram such as ...
0
votes
0answers
62 views

NMinimize not starting [duplicate]

I am new to Mathematica so I might be asking a trivial question, although I wasn't able to resolve it for several days. I am trying to optimize a 7x7 matrix with 12 variables with a certain evaluation ...
2
votes
2answers
201 views

Maximum of Minimum of a two variable function

I have F[x, y] := (y/2)(2 Cos[2x] + 2 Cos[x] + 1)/5 + ((1 - y)/2)(2 Cos[x] + 1)/3. I am looking for the maximum of the minimum of ...
1
vote
1answer
54 views

What domain does Resolve assume by default?

Consider the statement: $\forall x\left(x<7\Rightarrow \exists a\exists b\exists c(a^2+b^2+c^2=x)\right)$ This is true provided the universe of discourse is $\mathbb{N}$ Now I use ...
0
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3answers
120 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? ...
1
vote
0answers
57 views

How to find a scaling parameter in matrix inversion process by MMA?

I simply would like to find the inverse of a given matrix $A$ by the iterative method $X_{k+1}=X_k(2I-AX_k)$ using $X_0=\frac{1}{\sigma_{max}^2}A^*$. An example is as follows ...
0
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0answers
87 views

How to solve a signaling game in Mathematica (game theory)

A signaling game is within the field of game theory, and more information can be found here. I would like to know, how one can solve such a game, by finding the Baysian Nash equilibrium in ...
0
votes
0answers
59 views

Optimization without evaluating the analytical expression?

Firstly, forgive me for my lack of knowledge of programming and Mathematica. I have an optimization problem involving very large matrices when they are in analytical form. If I tried to generate ...
1
vote
0answers
40 views

A more efficient way of fitting a non-linear model that returns an entire list?

I have a function that takes two parameters, del and nu, and returns a list npoints long ...
0
votes
0answers
96 views

How to minimize the sum of squares of deviations from the mean?

I am trying to minimize the sum of squares of a deviation from the mean applying the following: Minimize[Sum[(Subscript[x, i] - \[Mu])^2, {i, 0, n}], x] It ...
0
votes
0answers
64 views

Constraint minimization with NMinimize

I am using the following code in order to minimize the function chi ...
0
votes
0answers
52 views

Interpreting a certain result of Minimize

I am given a certain function $f(k_1)$ that I would like to minimize. Asking Mathematica to do it (and supplying the given bounds of other parameters in the expression) I get the following result: ...
1
vote
2answers
282 views

Solve within a range?

Is it possible to solve an equation in which some some of the parameters have defined ranges? Example: ...
0
votes
1answer
92 views

Mathematica won't maximize my function

I'm trying to maximize two functions. For the first one, the code runs correctly and returns the desired answer ...
1
vote
0answers
87 views

How to optimize my code?

I use Mathematica to handle data.My trial as below: Interpolation function: ...
0
votes
1answer
56 views

Optimizing repeated function calls

Easiest way to keep my library nice, is to naively call some functions many times with same parameters. Doing so prevents from zoo of (library-)global variables and complicated initialisation ...
2
votes
2answers
164 views

Fitting a variable using multiple equations

I would like to find the best fit of two variables for a number of approximate equations, such as: 1x+2y+2=7.04 2x+y+4=7.98 1.5x+1.5y-2=2.53 1.8x+3y-1=6.77 That ...
6
votes
2answers
641 views

Distribution of 10 points within a unit square

Related to some packing problems, following problem arose: Distribute 10 points within a square of sides 1, so that minimal distance between them is maximized. With the help of random simulation, or ...
2
votes
2answers
156 views

Find minimum value of function which calls NDsolve [duplicate]

I have defined a function which takes a coefficient for a differential equation as an argument, solves the differential equation with NDSolve, and returns the value of the solution at time t=10. I can ...
1
vote
0answers
86 views

DSolve does not solve my system of PDEs

I am a long time Maple user who had just recently got hands on Mathematica. I have a "simple" system of PDEs, one can be solved easily. But I cant seem to get it work in Mathematica. I am nos sure ...
1
vote
0answers
168 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
25 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 ...
1
vote
0answers
70 views

Linear interpolation over 2 variables

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 ...
0
votes
0answers
76 views

Minimize solution to linear system with singular system matrix

I am trying to solve a time-dependent linear system with a singular system matrix, $A$, thus an infinite number of solutions, ${\bf x}$(t), exist that satisfy the linear system. The solution I am ...
11
votes
2answers
212 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 ...