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

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2
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1answer
53 views

Transforming an Optimization Problem into a multi-vector Optimization Problem

I am sitting on an MultiAgent optimization problem trying to solve for a quadruple of variables {e,l,b,c} In a single agent (...
7
votes
1answer
137 views

Finding the least positive integer satisfying a quantified statement

I'm studying the convergence of the sequence of functions $f_n:[0,1]\subset\mathbb{R}\to\mathbb{R}$ defined by $$f_n(x)=n^2x(1-x^2)^n$$ for $n\in\mathbb{N}$. These functions converge pointwise to the ...
1
vote
0answers
41 views

reset the value of a variable [closed]

Folks, I have a problem in populating a matrix without overriding the values. After performing computations for various values for j, I want to store these values in following matrix. Here is the ...
1
vote
0answers
60 views

Finding the global extrema of a surface? [closed]

I am trying to figure out how to find the global extrema of the function surface shown below and can't seem to get answers that make any sense. I am using the FindMinimum and FindMaximum functions ...
0
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0answers
67 views

How to solve two point boundary value problem numerically

I'm new to mathematica and I'm interested in solving the following optimal control problem: $$ \min_{\rho_1,\rho2}\int_0^Te^{-\beta t}(Nd(t)+\rho_2y_2(\rho_2k_2-C_2)+\rho_1y_1(\rho_1k_1-C_1))dt $$ ...
0
votes
0answers
107 views

How to optimize a cost function which involve the solution of a ODE system using the NMinmize?

I have created a cost function, the value of which depends on the solution of a ODE (ordinary differential equation). The parameters of the ODE are not determined, and my goal is to determine them ...
0
votes
0answers
63 views

Finding values of a variable fitting a function and minimizing a list of expressions

I am trying to implement bootstrapping (https://en.wikipedia.org/wiki/Bootstrapping_(finance)) of CDS curve. To implement it I am trying to minimize a series of expressions so that each expression is ...
0
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0answers
81 views

Fun/Frustration With Coding Coding Theory

I have code following from this post: http://math.stackexchange.com/questions/1317722/fun-frustration-with-coding-coding-theory I think I am done with the code, but now I face a single problem. The ...
-1
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1answer
64 views

Find a minimum value which satisfies an equation

I have to find a minimum value of "a" which makes x=-a+b+c, y=-a+b+c^2 positive where a>1, 0 ...
1
vote
1answer
66 views

Problem in minimizing expression

I am trying to implement bootstrapping (https://en.wikipedia.org/wiki/Bootstrapping_(finance)) of CDS curve. To implement it I am trying to minimize a series of expression. The minimum value of ...
2
votes
2answers
98 views

Finding Minimium Periapse Distance Between Spacecraft and Planet

I have the following simple model that simulates a spacecraft orbiting Mars. What I'm hoping to do is be able to find the periapse radius of the spacecraft as I did below, except instead of using ...
1
vote
2answers
99 views

FindMinimum and WhenEvent

Is there any way to incorporate WhenEvent[] into the FindMinimumfunction ? I'm currently trying to minimize an interpolating function with FindMinimum (since the origional function is to cumbersome ...
2
votes
1answer
72 views

NMaximize with Nelder-Mead method fails to convergence when tolerance set too high

Recently I have been working on a optimization problem for which I use NMaximize with Nelder-Mead method. In general, I have to check a lot of systems which are built automatically. I want to skip ...
0
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0answers
49 views

Sharp Ratio Maximization, Closed Forms

I am trying to get a closed form for the following first order conditions (n=4): Here's the nb-File. The code is as follows: ...
0
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2answers
87 views
2
votes
1answer
66 views

Performance of a bootstrap - time of computation not linear with number of iterations

I'm doing a bootstrap based on this thread with the following code (file.txt here): ...
0
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0answers
43 views

Recursive method for the SR1 correction

I am looking to program a recursive formula for implementing the Symmetric rank-one correction. I am not sure exactly where my program fails. Every value is correct except the value for ...
0
votes
1answer
88 views

Both FindMinimum and NMinimize have trouble

I'm trying to minimize a function I wrote, in a not entirely elegant (but functional) way. As a side note, if you have advice on how to write this in a smarter way, that's also welcome. In any case, ...
3
votes
0answers
71 views

Symbolically Minimizing a Max function

I'm having a tough time with seemingly simple symbolic Minimization/Maximization in Mathematica. I would like to use the Maximize function to work on some unknown random variables and so use min/max ...
1
vote
2answers
74 views

Maximise a function over one parameter that is continuous, and one that is discrete

I have a function that I would like to maximise with respect to two parameters: one continuous, another which is discrete. A simple example of this might be the following: ...
2
votes
1answer
68 views

i need a swap mutation code (genetic algorithm) in Mathematica?

I'm working on GA coding to optimize the locators position in fixturing system to minimize the error in precision manufacturing.I need a code for mutation (genetic algorithm) in Mathematica. Here, I ...
0
votes
1answer
190 views

Minimizing using indices, error: Part::pkspec1: The expression cannot be used as a part specification

I want to use Minimize where the variables to minimize are indices pointing into an array. Here a MWE that hopefully shows what my problem is. ...
4
votes
0answers
79 views

How to perform Bayesian optimization with Mathematica?

Does Mathematica have any Bayesian optimization methods for learning hyper-parameters? Practical Bayesian Optimization of Machine Learning Algorithms Jasper Snoek, Hugo Larochelle and Ryan P. ...
1
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0answers
48 views

How can I calculate Lagrange multiplier and the critical points with Mathematica? [closed]

I have constraints and a function I want to know the critic points but is there a way that I can compute this method so that I can see results faster
1
vote
3answers
134 views

Minimize method is not giving minimum. Why?

I was doing an optimization but facing a problem getting what exactly Minimize function do. I run the following code: ...
3
votes
1answer
245 views

Finding peaks of data

I want to find peaks in my data. My code in a reduced form so far: ...
0
votes
0answers
59 views

Which method to use for finding maximum without actually computing optimization function explicitly?

I am new to Mathematica and I am currently working on an optimization problem. The optimization function that I have easy to calculate for some assignment of variable but it is very difficult to ...
3
votes
3answers
81 views

Minimizing Multiple Functions

I'm trying to write a script that will minimize a given set of functions. The homework problem I've been given lists a set of dietary information, and I'm supposed to build the optimal salad based on ...
1
vote
1answer
118 views

Equation solution using minimization

I have an equation F[x,y]=0. I need to plot y as a function of x. Due to the properties of ...
2
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2answers
117 views

Reordering numerically calculated eigenvalues assuming smooth dependence on a parameter

As was discussed in a different question here on SE (link) if you compute eigenvalues numerically of a matrix which depends on a parameter y, the resulting plot of ...
4
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1answer
90 views

What is the status of the FindMinimum method “QuadraticProgramming”?

As a method option to FindMinimum "QuadraticProgramming" is still a valid option. It has the advantage of being significantly ...
0
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0answers
54 views

Constrained optimization and problem with complex numbers

I am trying to solve a constrained optimization problem with an implicitly defined function $\pi$. The problem is non linear and of high order, so I use numerical methods instead. The code I use is: ...
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0answers
29 views

Using ForAll in Maximize to define a bunch of conditions

I'm trying to do something very straight forward. The following maximization works: ...
1
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1answer
51 views

NMinimize error: Nearest::neard:

I have this function GuessError, here's a plot assuming a single variable x, Plot[GuessError[10^x, etc..], {x, 8, 12}] , being etc some more variables which are ...
-2
votes
1answer
100 views
2
votes
1answer
76 views

NMinimize works only if expression is pasted directly

Niminize works fine if I copy the minimized function directly by hands, but doesn't work if I try to do something like this: ...
2
votes
1answer
104 views

How can I change a lot of parameters to Real? [closed]

Because of some formulas with Conjugate in a notebook, I have to tell mathematica to change a lot of parameters to Real! I know that I can use Refine with Element or Assumptions: ...
2
votes
1answer
52 views

Application of Maximize: The cuboid constrained to the ellipsoid in $\mathbb{R}^3$

Since I am a student of Mathematics I enjoy to apply MMA to problems that I have a solid understanding in. The following would be such a problem: Maximize $f: \mathbb{R}^3 \to \mathbb{R}$ given by ...
1
vote
1answer
140 views

Why does it matter at what point I replace?

I need to find four orthogonal linear combinations of complicated functions, that vanish at four different points. I use (LK4 is defined below, but its shape should have nothing to do with my ...
3
votes
1answer
112 views

How to stop optimization (e.g. NMinimize) after reaching target value

Suppose we have some function f[x,y] that we want to optimize in way that we are only interested in values (x,y) that guarantee ...
0
votes
0answers
23 views

Timing of an Evaluation is not correctly displayed

From: http://reference.wolfram.com/language/howto/DisplayTheTimingOfAnEvaluationInANotebookWindow.html I ran a process that took about two minutes to finish. But the time recorded is only 0.18 ...
5
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0answers
102 views

Custom Methods for NMinimize/NonLinearModelFit

Is there a way to write custom methods for NonLinearModelFit or NMinimize? To give background, I currently have a batch of code ...
3
votes
1answer
78 views

Why minimization does not work with symbolic array as arguments

If I try to minimize with constraints a function of several variables, with Gamma regularized function involved in the constraints it seems to works, as shown below (this is just a dummy example ...
1
vote
0answers
60 views

Maximize and NMaximize don't work for my function

I defined the following function: d1[x_] := Min[Abs[FractionalPart[x]], 1 - Abs[FractionalPart[x]]] and tried to evaluate the following function: ...
1
vote
2answers
106 views

Minimize the sum-of-squares errors for a system of ODEs

I'm trying to minimizing the sum of squared errors on a 2-equation system of ODEs and empirical data. I keep getting an error and I think the root of the problem is my invocation of ...
0
votes
1answer
65 views

Plotting Minimize output for a range of constraint values

I want to plot the minimum of a function returned by Minimize over a range of constraint values. ...
1
vote
1answer
62 views

FindMinimum function does not produce minimum from near point

Using my simple program and I would like to find such matrix elements that minimize difference of their eigenvalues. ...
4
votes
1answer
77 views

Why does EvaluationMonitor in FindMaximum only work for some regions?

This has come about after trying to understand what was going on with this question about FindMaximum and regions. My first thought in that scenario was to set-up ...
6
votes
1answer
148 views

Easy FindMaximum returns a wrong answer

FindMaximum in region is a new function in mma10,but when I tried the following example: ...
4
votes
3answers
199 views

How to fit parameters in a system of coupled differential equations

Problem description: I'm studying a chemical reaction that can be modeled by a system of coupled differential equations, and I want to use measured data to determine the parameters that appear in the ...