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

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How do I Maximize over a Cuboid region?

So, I want to, say, find a maximum value of $|x_1x_3+x_1x_4+x_2x_3-x_2x_4|$ in a unit cube in 4D; how do I do that? I've tried ...
2
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3answers
94 views

Find extremal values while plotting

I have a parametric function {x[t],y[t]}. I then do ...
0
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0answers
41 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 ...
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0answers
45 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?
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44 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 ...
2
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2answers
177 views
1
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1answer
55 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 "...
5
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0answers
59 views

“PostProcess” and “Tolerance” in DifferentialEvolution? [closed]

What is "postprocess" option in DifferentialEvolution method (for instance when using ...
0
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1answer
79 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
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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 ...
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1answer
36 views
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0answers
63 views

Minimize with Interval restriction

If for instance I have a problem of this sort: ...
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0answers
37 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 ...
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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
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3answers
105 views

Can I hold a condition in NMaximize/NMinimize?

I'd like to use NMaximize/NMinimize with the condition ...
3
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1answer
128 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
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1answer
76 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" ...
2
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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: ...
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0answers
49 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 ...
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2answers
106 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
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1answer
109 views

Complicated implicit plotting [closed]

I'm quite new to Mathematica and have already spent tons of time on problems of this type, browsing through tutorials and topics here. I'm now coming to conclusion that it cannot be done and am about ...
10
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3answers
243 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 ...
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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
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1answer
53 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 ...
2
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3answers
96 views

FindMinimum step size too small

I'm running a simulation of an electromagnetic system using Radia, an external code that is run from Mathematica. I want to use FindMinimum to determine some ...
6
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3answers
339 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 ...
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2answers
72 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: ...
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0answers
18 views

Using function calls as arguments of the objective function in Nminimize

I am trying to run NMaximize as follows: ...
2
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1answer
109 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 ...
3
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1answer
287 views

Minimize sum of array elements subject to conditions

I have array where each point at different times are shown parameters ...
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1answer
117 views
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2answers
121 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 ...
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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
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1answer
99 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
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1answer
64 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 ...
1
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1answer
44 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
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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
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0answers
43 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 ...
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0answers
31 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 ...
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1answer
87 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
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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 ...
20
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2answers
437 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 ...
1
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0answers
55 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
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0answers
58 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
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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 ...
11
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1answer
181 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 \...
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0answers
43 views

Finding minima of a function: Ways to speed up the code [duplicate]

I am quite new to Mathematica. I tried to calculate all minima of the function of interest as follows: ...
2
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1answer
35 views

Bounding parameters in optimization problems

The following outputs answers for a variety of cases for the parameters, a and b: ...
4
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1answer
91 views

Writing a function that finds the difference between two maxima

Suppose i have two functions: $\qquad -2x^2 +5x+3$ and $\qquad -5x^2 +2x+3$ To solve the point where the functions are at maximum i use the command NMaximize ...
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0answers
29 views

A bootstrap on the p-value of a simple linear model

My model: $y_t=\beta_1+\beta_2x_{2t}+\beta_3x_{3t}+u_t$, with $u_t\sim N(0,\sigma^2)$. My sample is of size 50. I'm trying to do a parametric bootstrap for the t-statistic of $\beta_3$, and I'm ...