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

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optimization of CountourPlot with NIntegrate

I have to use ContourPlot with a complicated function depending on 2 parametrs (that I cannot report here) that contains numerical integrations. Here is a simple ...
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1answer
107 views

Using FindMinimum with matrix input

I define the following function which spits out a number S when I feed it a dxd square matrix: ...
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0answers
86 views

How to plot feasible objective space of a Generic Multiobjective Optimization problem?

As you know, a generic Multiobjective optimization problem can be stated as follows: $min{\space}F(\bf{X})=[f_1(x),...,f_n(x)]$ $h_k(x)=0{\space\space\space} k=1,...,n_e$ ...
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0answers
67 views

Packages for Semidefinite programming

This question has already been asked here. I am not sure, whether I should have asked this question as a comment of an old question or in the general programming forum of stackexchange. Moderators ...
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1answer
60 views

Black Ovals appeared in my Mathematica notebook [duplicate]

I copied and pasted something from another Mathematic notebook and started getting the same black ovals seen in this question: Colored marks appearing in notebook input text? The suggestion to turn ...
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2answers
82 views

Does FindFit use symbolic differentiation?

Does FindFit use symbolic differentiation when optimizing by least squares a non-linear function?
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0answers
40 views

Minimize doesn't solve a problem with many symbols

I am trying to solve a simple constrained optimization problem. I am running the code ...
4
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0answers
140 views

How to determine reason for kernel crash? -> Nelder Mead optimisation

I am making use of the Nelder Mead algorithm inside Mathematica's NMaximize to find a parameter set by solving the Schrodinger equation for a given system. (see ...
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2answers
60 views

Maximum likelihood estimation based on frequency table

I have a frequency table of grades, I'm trying to estimate the distribution as a truncated normal distribution (a grade below 65 is a failing grade and doesn't count). Since I don't have the actual ...
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0answers
61 views

Nash equilibrium in game theory?

Are there examples of the solution of Nash non-cooperative games with mixed or pure strategies? How could be implemented in Mathematica 10?
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1answer
71 views

My code of plotting a two-variable function is too slow [closed]

I have a code in which my complicated function to be plotted is F(x,p). I would like to graph it for 5 values of p equal to 10^7, 10^8, 10^9, 10^10 and 10^11 for x values between 0.01 and 0.99. All ...
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1answer
87 views

How to properly apply NumericQ or s.th. similar here? - NDSolve inside NMaximize

I wrote a function that numerically solves a given Schrodinger equation and returns replacement rules to obtain the time evolution operator. It looks and is used as follows: ...
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1answer
95 views

How to find Lagrange multipliers corresponding to constraints?

I have a constrained optimisation problem that I solved using Mathematica's FindMinimum function. I would like to know how to get the dual variables corresponding to the constraints I have. Obviously ...
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0answers
61 views

Set first line in CSV as header in mathematica list

New to stackexchange. Need some help with mathematica - also new to this!. I have a CSV file with 80 something columns and 6000 something rows = 500,000ish elements in total. I am trying to import ...
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0answers
37 views

How to solve a multi-vector optimization problem efficiently?

How to efficiently solve a optimization problem which involves multiple vectors? My optimization problem is: $\min_{\bf{K}_{i}} \sum_{i<j}\left[\bf{t}\cdot(\bf{K}_i-\bf{K}_j)\right]^2$, s.t. ...
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1answer
75 views

NMaximize against LinearProgramming [closed]

i'm starting my studies of Operational Research with Mathematica and i'm stuck on a problem with 12 variables. In fact, I was able to solve the problem using ...
0
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0answers
99 views

How to speed up my code with constructing matrices

I have run this program for a long time to get the result for n = 2048(about 5hours) and no more result till now (can't run with n = 4096). I would know how to make it more efficient. Any help or ...
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1answer
101 views

How to determine if directories with executable permission and not

I have some directories that have the UNIX executable permission some does not. What tests could I write in Mathematica to test it?
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1answer
50 views

Search optimum on connected simulation

Do you know how can I find minimum/maximum of a simulation written in a Module. The simulation calculates a potential value to a territory after some steps. It would seem like this: ...
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1answer
108 views

Symbolic quadratic constrained maximization with non-negativity constraints?

Dear Mathematica users, I attempted to maximize the below quadratic function K, subject to x1+x2<=A, and a series of ...
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3answers
296 views

Collatz optimization

I'm VERY new to Mathematica programming (and by new I mean two days), and was solving Project Euler question 12, which states: Which starting number, under one million, produces the longest ...
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1answer
145 views
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0answers
157 views

Bug in plotting function using FindMinimum?

Bug introduced in 10.0.1 (or 10.0.0) and persisting through 10.1 or later While working on an answer to RegionPlot from NDSolve, I came across this strange behavior of ...
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1answer
73 views

Why does NMaximize does not follow the constraints that were given to it?

(someone may want to mark it as a duplicate, but I still have to ask! I just can't figure out why!) ...
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1answer
87 views

The problem (time) caused by ?NumericQ

In here, I asked a related (similar) question. Using ?NumericQ seems have slowed down the entire calculation. But I now have a more serious problem: ...
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0answers
69 views

What are the differences between these functions when used for NMaximize?

In short, the question is how to construct the function you want to optimize? ...
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36 views
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35 views

Maximization of n-variable and n-constraint in matrix form

I am trying to do some maximization using matrix algebra: very simple one is with n = 3 as the following: ...
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2answers
93 views

Incorporating the minimum and maximum of the function in a Dynamic plot

I'm working on my project for class and it's supposed to be a graph that can take functions from the user and display it along with finding the max and min of the graph. But I just don't know how to ...
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64 views
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36 views

3D Ploting in Mathematica Function is getting smeared [duplicate]

A = x^2 + y^2 + Sqrt[x^2 + y^2]; B = x^2 + y^2 - Sqrt[x^2 + y^2]; Plot3D[{B}, {x, -1.5, 1.5}, {y, -1.5, 1.5}] I want to remove this sky blue region from the ...
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0answers
54 views

NMinimize tries to find the fit to paramters which are not in the objective function

Consider the codes below: fun[x_] := (x - 4)^2 NMinimize[{fun[x]}, {x, y}] it returns: ...
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1answer
68 views
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70 views

Constrained Nonlinear Optimization with expectations functions in the constraints

I am modeling an optimal compensation contract with a CRRA utility function : ...
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112 views

Optimiazation method L-BFGS-B

I am comparing a result of optimization using R and Mathematica. Mathematica (NMaximize) has found a significantly better (global optimum) result then R (using ...
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1answer
101 views

Optimizing a System of 5 Equations

I have a system of 5 equations that each define a parameter for a metal I-beam. The common variables are beam width (W), web thickness (Tw), and flange thickness (Tf). I would like to find the best ...
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0answers
132 views

Mathematica + System Modeler or Matlab + Simulink [closed]

I want to learn control systems(Using Ogata Modern Control Systems Book) and I am not sure in which should I invest : Matlab+Simulink+Control systems = aprox 220 euro Mathematica + Workbench + ...
5
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2answers
144 views

Test existence of a path from one side of a graph to another

I'm trying to determine how I can test if a path exists from one side of a graph to another as efficiently as possible. If I have the Lines given by: ...
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2answers
84 views

Optimization problems over the Integers

Should be an easy question. How can I define a function which gets only integers in a form that I can use to find max and min for instance? Example: Find the Max of the expression ...
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1answer
85 views

Array element problem in optimization

I have the following piece of code in Mathematica: ...
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1answer
76 views

FindMinimum runs out of Memory

I have a function (its rather long, but does not matter) which when evaluated (1000s of times) runs fine. However, when I try to find its optimal parameters using ...
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1answer
44 views

Minimization problem in a subset of Complex matrices

I would like to minimize $||\mathbf{A} \rho -v||$ (where $\rho , v$ are fixed vectors) with respect to the matrix $\mathbf{A}$ elements, but with $\mathbf{A}$ in a subset of complex matrices (i.e. ...
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2answers
431 views

Finding minimal distance between two surfaces

This code will display two parametric surfaces: ...
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0answers
47 views

Transform NMinimze into LinearProgramming formulation

I have the following maximization problem that I currently try to solve with Minimize/NMinimize. Unfortunately, this kind of solution method takes really long for large systems of equations and ...
2
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1answer
102 views

Array in Sum in Minimize - error “Part specification x[1] is neither a machine-sized integer”

Help please M = 10; z = Array[x, M] {x[1], x[2], x[3], x[4], x[5], x[6], x[7], x[8], x[9], x[10]} ...
3
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2answers
221 views

NMinimize/NMaximize is unable to generate initial points

Mathematica 10 generates a warning that it is unable to generate initial points for numerical optimization problems. I picked a particularly simple example. The problem goes away when ...
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0answers
92 views

Is there any way to solve this convex-concave like optimization problem?

This is a bit of a non-standard way of asking a question perhaps but I couldnt even think of writing any code about the following optimization problem. I wonder if it could be at all solvable and if ...
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1answer
138 views

Optimizing Chi-square distance between two distribution

I want to program the chi-square between two distribution Xu and Vu with length N. This function is defined as below: Xu and Vu are real and positive. ...