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

learn more… | top users | synonyms (4)

1
vote
0answers
54 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
105 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
42 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
50 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
65 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 ...
5
votes
1answer
118 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
175 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 ...
1
vote
1answer
114 views

Fibonacci Line Search Method

I am attempting to write a code to find to bracket the minimum of a function using the Fibonacci Line Search Method, I believe my code is well written but I am not ...
0
votes
0answers
23 views

Trouble with Minimize function

I'm trying to do my own curve fitting, by specifying a model, an error function, and minimizing it for some data. I realize I could just use FindFit, but I would like to do it this way just for fun. ...
-1
votes
1answer
116 views

Implementing the Golden Section Rule

I am attempting to write a code which brackets the minimum of a unimodal function, using the Golden Section Method Below. I am have serious issues debugging my program though, any help will be ...
0
votes
0answers
45 views
0
votes
0answers
44 views

Solving Lagrangian (4 vars to solve for)

I'm a bit new to Mathematica, but here's what I've got: ...
3
votes
1answer
196 views

How to draw a tropical surface?

By definition, a tropical surface in $\mathbb R^3$ is the set of points $(x,y,z)$ where the maximum $f=max(f_1,f_2,\dots,f_n)$ is attained at least twice, here $f_i$ stand for some linear functions of ...
1
vote
1answer
82 views

Complicated equation solving

I want to find the maximum point or optimal value $y$ of Rx1[y_, a_, b_]. ...
6
votes
2answers
69 views

Maximise output issue

When I execute the following command, I get a numerical output as follows: ...
0
votes
1answer
37 views

Minimizing a function which involves Maximize [duplicate]

I have a mathematical function: $f = \frac{c^3}{2 a (k T)^3} \sqrt{\frac{\pi u v w}{2 b}} \exp \left[ - \frac{c}{k T} \sqrt{\frac{x^2+y^2}{a}+\frac{z^2}{b}} + \frac{1}{2} \left( \frac{x^2}{u} + ...
0
votes
1answer
58 views

Minimization Nminimize nnum error

I have imported data (mat is the name, 1x100 dimensional vector)and written a likelihood function for normal distribution. ...
1
vote
0answers
112 views

How can I speed up this NM optimization? Most delay seems to be due to long analytic expression

I am struggling with computational speed of a NelderMead optimization. Nevertheless my impression is that I lose lots of speed not only due to the NM optimization itself but rather to for instance ...
-1
votes
1answer
75 views

Looping within linear programming

I am trying to do some network programming around optimization. Here is a reduced sample: ...
0
votes
0answers
47 views

imaginary part in optimization problems

I have some trouble with an optimization problem. The constraints are always real, but in the first place there are also complex parts in the expression (which all sum up to 0). The problem now is ...
1
vote
0answers
86 views

Imposing constraints to NMinimize/NMaximize leads to wrong function values

I wrote a function that uses NMaximize to find certain parameters (using NelderMead simplex algorithm). My objective functional $J({x_i})$ is real-valued and its ...
0
votes
0answers
33 views

Passing complicated functions to NMinimize [duplicate]

I am using NMinimize to do a minimization of sum of squares. I have a module based on the following code ...
0
votes
0answers
74 views

Minimizing/maximizing function and selected parameters simultaneously

I have a function over several variables which I would like to minimize while maximizing (or minimizing) at least one other variable subordinate to the global function minimum. As a trivial ...
0
votes
0answers
41 views

How to add a positive definiteness of a unsymmetric matrix as a constraint to a Findminimum problem

The problem is I have a function which has 33 variables, and which to minimize it in a given set of contraints. I have also a matrix consisting of these 33 variables. The condition is that this matrix ...
0
votes
0answers
9 views

Add positive definite matrix constraint to an optimization problem [duplicate]

The problem is I have a function which has 33 variables, and which to minimize it in a given set of contraints. I have also a matrix consisting of these 33 variables. The condition is that this matrix ...
1
vote
2answers
166 views

Minimizing the largest difference between two functions

I have two functions defined on the same domain, $f(x)$ and $g(x)$ where $x$ is in $(0,1)$: f[x_] := (-1 + x) Log[1 - x] - x Log[x] g[x_] := Log[1 + 2 (-1 + x) x] ...
1
vote
2answers
186 views

Problems finding intersection points between line and generic function

I'm trying to find Intersection points between a line, which is given by 2 points, and a generic function (I want it to be able to handle polynomial functions, circles/ovals, lines and all ...
0
votes
2answers
63 views

Vector optimization with vector length as a free variable

I'm trying to solve the following problem: For a vector $v$ of length $c$, $\min \frac{\sum v[i]^4}{(\sum v[i]^2)^2}$ subject to $\sum v[i] = N$. I can solve this numerically for a given $c$ using ...
5
votes
1answer
260 views

Lagrange Multiplier

We are asked to maximize and minimize $f(x,y)=4xy$, given the constraint $4x^2+y^2=8$, using the Lagrange Multiplier method. First, I enter the functions f and g. ...
0
votes
0answers
32 views

FindMaximum slow for fixed parameters

I hope my problem can be solved by just showing you this tiny part of my code which does not run on its own. I have an optimization problem and want these functions to work on various data sets. ...
0
votes
0answers
40 views

Parallelize: No speed-up when using with FindMaximum

I have developed a program to compute the maximum value of an specific function multiple times, with different parameter values each time. I've been using the ...
1
vote
1answer
52 views

Precision of starting values in FindMinimum [closed]

I am currently working on an optimization of chemical kinetic model. Starting points for FindMinimum are defined as: ...
9
votes
2answers
218 views

Relaxation of Mass-Spring System with Pinned Masses

Problem Assume that four masses are connected to each other by springs while two of them are pinned down at their initial positions. Find the position of masses when system is at its minimum ...
2
votes
2answers
103 views

Only one root at specific interval

I need a help to find k here: $f(x)=-k^x + x^2$ It is not too simple. I have interest to find the single value of "k" where, inside interval {x,2,3}, the function have only one value to x when f(x) ...
1
vote
1answer
77 views

Optimizing matrix inequalities over trace

I need to solve the following problem. Given $n \times n$ Hermitian matrices $A\geq 0$ and $B_1, ~ B_2$ (need not be positive semidefinite), with $Tr(AB_1)<0~,Tr(AB_2)<0$ construct a ...
0
votes
0answers
61 views

Mathematica global optimization add ons

Can somebody tell me the major differences between Global Optimization add on, MathOptimizer Professional, and NMinimize which does global optimization in ...
0
votes
0answers
88 views

How to find Multiple Maxima/Minima

I am trying to solve a problem that requires finding multiple maxima of a numerical function. So the function generates some numbers that are coming out of an experiment. I tried using NMaximize or ...
3
votes
2answers
92 views

Finding large Collatz Sequences, trying to improve speed

Background: I am already very much in love with Mathematica but I am also a novice. So far I have only gathered experience in procedural programming in Python. Generally speaking I am trying to ...
0
votes
1answer
65 views

Optimizing complex functions

I am trying to optimize a function containing complex numbers, however I keep running into errors. Consider the simple optimization problem: ...
0
votes
1answer
68 views

Incorporate error bars to best-fit curve [closed]

I have managed to get mathematica to perform a best fit curve. However, I wish to add error bar to the curve, how do I do so?
2
votes
1answer
135 views

How to implement the dual Lagrange?

I have seen in the Pang book of data mining the following example: ...
0
votes
0answers
15 views

NMinimize as objective function of NMinimize [duplicate]

Let f[x_,z_]:=... g[x_,z_]:=... fully numerical apart for x and z. Then, I want to find z by minimizing f^2 for given x. Then, I want to find x that maximize g for z in the first step (which is a ...
0
votes
0answers
44 views

Some of System words in Mathematica 10 doesn't show right

Does anyone have any idea about why this happens and how to solve it? thanks.
1
vote
2answers
181 views

How do I disorder a list in Mathematica?

Given a list like this (the original list is much longer), how I can get a completely unordered list and save it in plain text? I change the file names (names at random), using a length of 5 digits, ...
2
votes
0answers
37 views

Where can I find detailed information about the SystemOptions?

I'm looking to optimize my Mathematica script, and I'm willing to go spelunking with low-level system options. The problem is that I've been looking in the Mathematica documentation, but there ...
0
votes
0answers
35 views

Convex problem solution

I have the following optimisation problem, where $l,m,n$ are positive. It is a convex problem. I need to find the optimum under a budget constraint. ...
0
votes
0answers
142 views

Is there a way to give Mathematica extra memory?

I am running Mathematica 10 (Student Edition) on Mac OS X 10.7.5 on an old Mac Pro. I have lots of extra RAM that the system isn't touching, and I would like to give some of it to Mathematica in the ...
4
votes
1answer
74 views

FindMinimum's WorkingPrecision behaviour

I discovered the following behaviour when using FindMinimum for constrained optimization: ...