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

learn more… | top users | synonyms (4)

0
votes
0answers
37 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
40 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
43 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
54 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
240 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
78 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 ...
1
vote
0answers
60 views
0
votes
0answers
36 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
46 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
71 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
123 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
100 views

Can I hold a condition in NMaximize/NMinimize?

I'd like to use NMaximize/NMinimize with the condition ...
2
votes
3answers
168 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
229 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
105 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
48 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
495 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: ...
6
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
50 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
120 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
106 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 ...
9
votes
0answers
95 views

LinearProgramming returns an invalid null solution that apparently doesn't satisfy constraints without any warning

Bug introduced in 10.3.1 or earlier and persisting through 10.4.1 While searching to answer the question Solving the magic backyard puzzle with MMA at some time I composed a set of arguments ...
6
votes
3answers
330 views

Indicate minimal path sum

Described on the page: http://www.mathblog.dk/project-euler-81-find-the-minimal-path-sum-from-the-top-left-to-the-bottom-right-by-moving-right-and-down/ It is an example of the solution indicated in ...
0
votes
2answers
67 views

find all global minima (there is more than one global minimum)

I have a function with two global minima, I would like mathmatica to find both of them. for example I have the function: and I'm trying to find both global minima using: ...
3
votes
1answer
266 views

Minimize sum of array elements subject to conditions

I have array where each point at different times are shown parameters ...
1
vote
1answer
229 views

Using the Levenberg - Marquardt algorithm to minimize a user-defined function

I wrote a function in Matlab that optimizes another user defined function using lsqnonlin with 'levenberg-marquardt' option. Now, I'd like to use the first to ...
0
votes
0answers
18 views
20
votes
2answers
423 views

Numerical optimal control

I was hoping to tackle optimal control using Mathematica in order to learn how I can use Mathematica's built in numerical integration and optimization functions together in order to solve an optimal ...
0
votes
0answers
42 views

Using ParametricPlot to Display result of Maximize

One would expect that: Plot[f[x],{x,0,1/2}] and ParametricPlot[{x,f[x]},{x,0,1/2}] would always yield identical outputs. ...
0
votes
1answer
98 views

How to Find minimum and maximum using `FindMaximum[]` and `FindMinimum[]`

this is the data that i use to plot. data_damped_osccilation this is my code so far, however it still give me error ...
0
votes
1answer
60 views

Maximize: specify the range of a parameter

I am trying to do symbolic maximization of a function, and would like to specify the range of a parameter of that function. I am able to set constraints of the variable I am maximizing over, but am ...
11
votes
1answer
180 views

Constrained optimization with three variables

A standard optimization problem in economics is choosing a consumption bundle subject to prices and a budget constraint: $$\max_{x,y} \sqrt{x} + \sqrt{y} \hspace{1cm} \text{s.t. } p_x \cdot x + p_y \...
1
vote
1answer
42 views

NMaximize/NArgMax complain about nonnumerical value (::nnum) when working with a region [duplicate]

Finding the mode of a SmoothKernelDistribution I am using a smooth kernel approximation to a mixture distribution to find the distribution's mode (e.g. by using ...
0
votes
1answer
50 views

Symbolic Maximization: does not work with symbolic power?

Simple question from a beginner: I seem to be unable to do maximization if the variable has a power specified symbolically instead of numerically? ...
2
votes
0answers
39 views

EvaluationMonitor vs. StepMonitor in Simulated Annealing

I am trying to track the evolution of NMinimize using the SimulatedAnnealing options. Simulated annealing has 3 parameters to track: 1) the latest trial point, 2) the latest accepted point, 3) the ...
0
votes
0answers
27 views

Optimizing NMinimization and NIntegration with a Nested List-Valued Function

I want to use NMinimize and NIntegrate on each element of a nested list-valued function. Here's a simple example of what I'm ...
1
vote
1answer
84 views

Problem with Finding Minimum of a Function Solved With NDSolve

I am trying to find the minimum of a particular function, which is solved using NDSolve. What is making it a little more complicated is that it is not the only function solved within the NDSolve and ...
0
votes
0answers
19 views

scaling parameters for vector-valued Non-linear optimization

I am trying to minimize a non-linear vector-valued function in Mathematica. As a test case, I try to minimize a function whose solution I know apriori. The problem is that one of the solutions is ...
58
votes
5answers
15k 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 ...
1
vote
0answers
53 views

Can Mathematica solve Kuhn-Tucker Equations with arbitrary functional form (up to 2nd order derivative)

I am in a business of solving a 5-variables optimization with inequality constraints, and I would like to maintain the functional form as arbitrary as possible. So far, I am assuming that the ...
0
votes
0answers
55 views

Strange sharp spikes causing overflow while doing gradient descent

I am trying to find a function h(r) that minimises a functional H(h) by gradient descent. The result of H(h) is a single number. (Basically, I have a field configuration in space and I am trying to ...
2
votes
0answers
71 views

To show optimization movement when using FindMinimum [closed]

The code is suppose to show the movement of optimization points from the first until the minimum point is found on the Contour Plot. However, the plot that I have is not showing the correct movement ...
2
votes
4answers
297 views

Problem in finding the numerical maximum

I need to find the numerical maxima of the function $$i(s)=\bigg[ \frac{\sin{50\pi (\cos s+1)}}{\sin{10\pi (\cos s+1)}} \bigg] ^2$$ Or in the mathematica input form: ...