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

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2
votes
2answers
113 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 ...
2
votes
1answer
90 views

How to use Maximize correctly

I would like to Maximize this fairly simple expression ...
1
vote
0answers
71 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
116 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 ...
27
votes
5answers
2k views

Identifying critical points of 2/3D image/cubes

Upshot I am interested in identifying critical points of a 3D field/cubes (maxima, minima, tube-like and wall-like saddle points) and 2D field/image (maxima, minima, saddle points). I.e. the ...
1
vote
0answers
23 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 ...
38
votes
4answers
7k views

How to find all the local minima/maxima in a range

I want to find : all local maxima in range all local minima in range From those points I can interpolate and combine functions upper and lower boundary. What I am really interested in, is the ...
11
votes
2answers
185 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 ...
1
vote
0answers
56 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
50 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 ...
1
vote
1answer
103 views

Help to solve the equation with RungeKutta method [closed]

I need to solve this equation. v'[t] + v[t] == 1/(1 + Exp[-v[t]]) I tried to solve it using RungeKutta method described in Wolfram ...
0
votes
0answers
28 views

NMaximize not satisfying binary constraint

I'm solving an optimization problem in Mathematica with binary integer constraints. It works alright with other constraints. But the only problem is that both NMaximize and NArgMax are not treating ...
-1
votes
1answer
43 views

Are there a function to choose the greatest value in a discrete function? [closed]

Supose a discrete function show 1st, 2nd,...6th value are h = {5, 4, 2, 8, 9, 1} And I want to find the maximun in the subset of indexes 1,3,5,6 (what are ...
0
votes
0answers
52 views

inequalities in equations and constraints

Say That I have the constraint: .5<x1<x2<x3<x4<40 I want to use this constraint in a Nminimize function. It seems that mathematica runs into a ...
3
votes
1answer
94 views

What does LinearModelFit depend on except for its' arguments?

I thought this would be always true, but most likely it returns false. ...
2
votes
0answers
49 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
2answers
262 views

Optimization problem with matrix positivity constraints

Is it possible for Mathematica to parametrically find a local minimum of a given function (say of some variable $x$ where $(a,b,c)$ serve as parameters) subject to the constraint that a given ...
0
votes
0answers
84 views

Constrained maximum likelihood

Trying to solve a MLE with nonlinear constraints that need to be satisfied. However, the given solution do not match the constraints. Am I doing it correctly? ...
0
votes
0answers
89 views
10
votes
1answer
230 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
58 views

Optimization problem test suites

Mathematica provides nonlinear, unconstrained test problems here: Needs["Optimization`UnconstrainedProblems`"] and LP test problems here: ...
1
vote
1answer
225 views
0
votes
0answers
367 views

Fastest way to create a NxNxNxN dimensional matrix

I have a function that outputs a complex number Func[x_,y_]:= blah blah; I have constructed a table of all possible values of this function. ...
0
votes
0answers
46 views

FindRoot to find numerical solution of a given index

I want to find solutions of a system of multivariate nonlinear equations of a specific index (i.e., the no. of positive eigenvalues of the Jacobian evaluated at the solution). I know the FindRoot ...
0
votes
0answers
43 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 ...
5
votes
0answers
135 views

Issue with FindCurvePath

I have a problem with the function FindCurvePath. In some cases it crashes the Mathematica 9 Kernel. Here an example, where it crashes the kernel: ...
2
votes
0answers
277 views

Why my Mathematica 9.0.1 wont work with some samples of Mathematica in Graph Theory?

I updated my Mathematica recently to 9.0.1 cause the previous version was giving me freaky result especially in FindMinimumCostFlow and ...
0
votes
1answer
60 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 ...
-1
votes
1answer
52 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 ...
0
votes
1answer
71 views

LinearProgramming and Maximize giving different results [closed]

I'trying to do an embarrassingly simple linear programming problem, and being a total Mathematica and maths analphabet I'm stuck. The problem is to optimize (maximize) the function $1.2x+y$, with ...
1
vote
0answers
22 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 ...
0
votes
1answer
178 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
0answers
70 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 ...
1
vote
2answers
79 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] ...
2
votes
1answer
94 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 ...
5
votes
2answers
158 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 ...
3
votes
0answers
96 views

Simulated Annealing Parameters and Results

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 ...
4
votes
2answers
175 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 ...
0
votes
1answer
70 views

Trouble with NMaximize

I am having trouble with maximizing a function I am interested in. Below is the code I am using. ...
1
vote
0answers
72 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
176 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
38 views

Faster evaluation of an expression for brute force optimization [duplicate]

I'm trying to bruteforce an optimization problem and I want to generate roughly a million function evaluations. I was wondering what would be the best for me to do in terms of having the expressions ...
3
votes
3answers
192 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 ...
3
votes
0answers
79 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 ...
0
votes
1answer
111 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
126 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? ...
0
votes
1answer
101 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
126 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 ...
3
votes
1answer
188 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). ...
0
votes
1answer
125 views

NMinimize stops with no more memory?

I am using NMinimize function for simulation based optimization. So my objective function is a simulation that runs for every combination of variable values evaluated by NMinimize function. However, ...