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

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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 ...
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62 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 ...
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0answers
97 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
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2answers
105 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 ...
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1answer
67 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: ...
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1answer
82 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
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1answer
139 views

How to implement the dual Lagrange?

I have seen in the Pang book of data mining the following example: ...
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0answers
17 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 ...
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45 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.
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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
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0answers
38 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 ...
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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. ...
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0answers
167 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
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1answer
90 views

FindMinimum's WorkingPrecision behaviour

I discovered the following behaviour when using FindMinimum for constrained optimization: ...
5
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1answer
137 views

Slow-down encountered when using NMinimize with a compiled function

I'm minimizing a large function. Evaluating the function is very slow symbolically but using Compile I can get ~100x speed-up on this step. However, despite this, the NMinimize process is only ...
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0answers
92 views

How to properly pass function as argument here? --> NMinimize & NIntegrate involved

I had a problem of a similar kind here which was solved. Now after changing a few things in my problem setting I am suffering from the following problem. Let me first introduce methods/functions that ...
0
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0answers
59 views

Fit a complicated function to a constant with NonlinearModelFit

I wish to fit a complicated parametric function (logder, with lambda parameters) to a constant (L) in order to minimize its dependence with the variable k in a given interval. To do that, I use a ...
1
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1answer
51 views

Getting result from Maximize

I'm trying to get maximization result from Maximize function to use it in later calculations. At the moment I use the following code: ...
6
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1answer
265 views

How trustworthy is NMaximize?

Suppose I solve a constrained optimisation problem using NMaximize. How confident can I be of the accuracy of the result? For concreteness, suppose that F,G are ...
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0answers
34 views

Variables input generation for Minimization in High dimensional space

I'm currently doing optimization in a high dimensional space. I was thinking of giving FindMinimum (or NMinimize not certain ...
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0answers
33 views

Tricks to speeding up optimisation of a function involving a heavy integration

This is the code, and energycoeffs[] is the function that takes in a dxd matrix and spits out a scalar value. ...
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0answers
31 views

How to evaluate NMinimize inside a function

I want to define a function that returns a sum of differences of some points to a given function. To obtain these differences I would like to use NMinimize, but if I implement that straightforwardly, ...
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2answers
169 views

Problem with FindMinimum

I am struggling with a problem on fitting a function to my data using FindMinimum. The problem is related to small angle x-ray scattering and my approach is the following: I define the electron ...
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0answers
77 views

Problem with the laplace transform

I am trying to write a program in mathematica to solve green's functions, like the following. They come up all the time in Quantum Field Theory. I have learned, student's can sometimes see it better ...
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0answers
25 views

Iterating a model with 2nd order difference equations using Manipulate [duplicate]

I have a model including first and second order difference equations. It works for the case of first difference equation, which is below: ...
2
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1answer
93 views

Simple-looking Minimize takes for ever

Consider the following: Minimize[{(ξ - x)^2 + (η - y)^2, a ξ + b η == c}, {ξ, η}, Reals] After asking Mathematica to do this yesterday afternoon and forgetting ...
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2answers
103 views

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 ...
1
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1answer
118 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
110 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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2answers
95 views

NMinimize in one-dimensional Interval

An Interval should be a one-dimensional region, so a region. I tried to minimize a function over an interval, e.g.: ...
4
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0answers
101 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
72 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
95 views

Does FindFit use symbolic differentiation?

Does FindFit use symbolic differentiation when optimizing by least squares a non-linear function?
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55 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 ...
5
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0answers
171 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 ...
2
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1answer
117 views

Maximizing the number of zero entries in a matrix

I have a matrix with a bunch of parameters in its entries, they all come in different combinations in different places of the matrix. I can post the matrix itself if requested, but I think what I mean ...
1
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2answers
83 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
114 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
74 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 ...
1
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1answer
107 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: ...
19
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2answers
385 views

Maximize[Cos[x - 1], x] is not evaluated

No explanation needed: Maximize[Cos[x + 1], x] Maximize[Cos[x - 1], x] producing ...
5
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1answer
207 views

Is there any strategy to have a compiled version of FindFit or NonlinearModelFit?

Disclaimer: This is not a precise question with a definite answer. I know that neither FindFit nor NonlinearModelFit is in the ...
2
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1answer
130 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 ...
0
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0answers
86 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
48 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. ...
0
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1answer
76 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
106 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 ...