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

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24
votes
3answers
835 views

Exponential fitting - isn't actually a BUG there?

There are many questions on this site about wrong exponential fitting in Mathematica but no one considers this well-known problem as a potential bug. Usually people suggest well-known workarounds ...
2
votes
1answer
127 views

How to transform the output of Minimize/Maximize into a function

I want to create a function directly from the output of Maximize. Specifically, I have the following function $f(l,h,d,a)$ that I want to maximize with respect to ...
1
vote
1answer
73 views

Paramter Scans and $\chi^2$ Test in Mathematica

Is there any in-built function or a recommended package that enables one to find, say, 10 Parameters, which are used as boundary conditions in NDSolve, that minimize $\chi^2$? ...
4
votes
0answers
108 views

How is the multi-class support vector machine classifier implemented? [closed]

I am using support vector machine (SVM) method with Classify to do multi-class. Can anyone tell me the reference (paper) used by Wolfram Mathematica to develop the ...
1
vote
1answer
66 views

Running this expression in Minimize function

So I got this expression here (written in pure text): ...
2
votes
1answer
202 views

Maximized value of a function as an additional constraint on a variable

I want to maximize a function $f(b, h)$ with respect to its arguments and subject to some additional constraints. If these constraints are satisfied, $f$ is increasing in $h$. I then want to find an ...
1
vote
1answer
81 views

How to find a maximum value in a rotated parametric plot?

Let me just give you a bunch of tables to reproduce the problem. Here they are ...
5
votes
2answers
332 views

Finding minimum and maximum of implicit functions

The equations of the system are ...
6
votes
1answer
98 views

Simulated Annealing, SearchPoints and InitialPoints options set at the same time

I have a function that needs to be minimized. Since the function depends on real-time data (which is fetched every few hours, and the function is redefined according to the new data), I have to run ...
4
votes
0answers
58 views

NMinValue , NMaxValue , NMinimize and NMaximize behave poorly for 2-dimensional function unless the constraint is posed as an ImplicitRegion

I am making a plotting function where I need to know the max value the function takes over the given 2D range. I noticed a difference between the behavior of ...
3
votes
0answers
75 views

Is there an analogue of Evaluated->False (in FindRoot) for FindMinimum?

I guess functions like FindRoot, FindMinimum, etc puts the estimation number into the expression, and then do other ...
0
votes
2answers
93 views

How to get the correct answer of this expression with Minimize? [closed]

I want to find minimum value of the expression $$P = 13 x^2 + 12 y^2 + 22 z^2$$ such that $x y + y z + z x = 1$. I tried ...
3
votes
1answer
127 views

FindMaximum “is not a real number at” nrnum problem

I'm experiencing a problem using FindMaximum that I don't understand (due to my newbie knowledge of Mathematica's syntax). That is, FindMaximum sometimes returns a (correct) answer, but sometimes ...
2
votes
1answer
61 views

How can I minimize a function with respect to the number of its variables?

Given some $d \in \Bbb{Z}_{>0}$, $t \in [0,1]$, and $0 < a < b < 1$, fix $I = [a,b]$. I'm trying to compute $$ \min_n \min_{E_n(t)} f_d(\mathbf{x}) $$ where $n \in \Bbb{Z}_{>0}$, $$ ...
10
votes
1answer
400 views

Shortest tour with vertex priority

I changed the title of my question and tried to simplify formulation of the problem. I solve a very big vehicle routing problem. I divided this one big problem on many small sub-problems. Each small ...
1
vote
1answer
52 views

How can I improve the result of this non-linear optimization?

Given a positive integer $d$ and some $0 < t < 1$ I would like to find a global minimum1 for $$ \sum_{k = 1}^n d^2 \tan\left(\frac{\pi}{2} \, x_k\right) + 8 d $$ over $n \in \Bbb{Z}_{> 0}$ ...
5
votes
2answers
99 views

How to find alignments of interlocking shapes?

I'm searching for the ways to align interlocking shapes, that is, finding the locations and rotations that maximize the arc length at which they touch. For simplicity, I'm assuming 'shapes' are one ...
1
vote
1answer
44 views

How to solve Quadratic Program in vector form?

I've gotten Q matrix and Y vector, Q matrix is a 7x7 matrix, but the "NMinimize" in wolfram seem can only solve the real number not vector, how to solve it in vector form? (alpha 7x1 vector, Y 7x1 ...
2
votes
2answers
167 views

Maximizing over an integral with a single parameter

There is probably a neat approach to solve this problem...but can't get to it at the moment. How do you maximize an integral with respect to a single parameter? My code below produces error messages. ...
1
vote
1answer
69 views

Improving strategy to solve this constrained root-finding problem

I am looking for roots of the function eqs defined below. It has $2k$ unknowns and returns a vector of $2k-1$ components. The sole purpose of the following block ...
1
vote
0answers
46 views
1
vote
0answers
62 views

Exponential Matrix Diffentiation

I have been struggling with the following question while solving an optimization problem in $\mathbb{R}_{+}^G$. Basically, I have $$\min_{y \in \mathbb{R}_{+}^G} F(y) = y^{T}\mathcal{K} + \exp(-y^{T} ...
0
votes
1answer
53 views

Minimization with respect to functional constraints [closed]

I am trying to do the following on Mathematica: Given a pair $(x,y)$, minimize an objective function $f(x,z)$ such that z satisfies $g(x,z) \leq g(x,y)$. I have defined both functions ...
1
vote
1answer
60 views

Count and NMinimize don't seem to work together

Initially I write down a 2x2 unitary (Uni) , make a tensor product 4 times (LocalUni) and apply it to an initial numerical matrix Rho, to obtain RhoLU, that depends on 12 parameters. This is my code: ...
0
votes
1answer
71 views

Minimization of linear combination of vectors

Suppose I have a vectors in $\mathbb{R}^{6}$. For example, take the vector $v = k(-2,2,4,6,2,2)$. I would like to find some $k$ with the constraint that the last two components are necessarily ...
4
votes
1answer
76 views

How to get function output with Manipulate

I have a program, which makes Gauss-Jordan transformations (not too pretty, I suppose). I want to get output with Manipulator like that: Two-Phase Simplex Method with only "step number" slider. One ...
7
votes
3answers
266 views

Find parameters that minimize the distance between two curves in terms of the infinite norm

I am trying to implement a very simple NMinimize code that would search for parameters of a polynomial that minimize (globally) the distance between this polynomial ...
2
votes
2answers
91 views

None of the NMinimize methods leads to the answers of the equation

The following 10 equations has one set of exact answer using NSolve in Mathematica 9.0.0.0 (for positive c2, alpha1, alpha3, beta1, beta3, A1 and A3): ...
1
vote
2answers
87 views

Maxima turn out to be false maxima when extremising function locally

In short: I have a 2-D function that gives this plot, where the orange dots are maxima: There are 4 maxima in this plot. Now, I plot the function again in a smaller region, close to these maxima, ...
1
vote
1answer
100 views

Find function tracing the maximum of a 2D function

I'd like to solve the following problem: Given MI[o_, n_] := Log2[1 + 4 o (Sqrt@n + Sqrt[1 + n])^2] Find a function f[n_] ...
2
votes
1answer
156 views

Fitting to the system of equations with no analytical solution

I'm trying to fit linear combination of 2 functions to my experimental data set (it represents voltage of 2 photodiodes - Voc1 and Voc2 - connected in series under illumination - S) ...
0
votes
1answer
72 views

a question about Nminimize [closed]

I have 10 equations and 10 unknown parameters such as alpha1,alpha2,a1,a3,... which I want to find them by minimizing ...
0
votes
0answers
46 views

Incorporating sophisticated constraints on the approximating function into NMinimize

Following the approach as given in the answer of Belisarius here I just wonder how one could incorporate some more sophisticated requirements on the approximating function. Suppose the approximating ...
6
votes
2answers
291 views

Graphically solving a linear programming problem

I try to realize the graphical linear programming method. Here is my code ...
1
vote
1answer
53 views

NMinimize error

I want to use NMinimize in the following way: ...
4
votes
2answers
172 views

FindFit and NMinimize to fit a parametric model (minimize the distance of two curves)

I am trying to find a fit to the cumulative distribution of a set of points using FindFit or NMinimize. In particular, I would like to find the parameters of the cdf of the Beta Distribution that ...
2
votes
1answer
120 views

Maximum of the minimum of two functions

I have two functions, each with 15 variables. How can I find maximum (minimum) of these functions? I know that minimum (maximum) of two functions is a multi-criteria function but I cannot find it. ...
0
votes
1answer
59 views

Problem with inequality constraint

I'm using NMinimize to solve the following objective function. ...
0
votes
0answers
46 views

Minimize function with logical arguments

How can I minimize or maximize a function (even numerically) with logical arguments, taking only 0s and 1s, also with constraints? E.g. ...
3
votes
1answer
89 views

ArgMax, FindArgMax, and NArgMax disagreeing on answer

In working on an estimation problem, I created three Gaussian-like functions. The ML estimate could be seen as the argmax of the product of the three functions. In trying to get the code to run ...
2
votes
0answers
52 views

FindMinimum not accurate [closed]

Consider the function f[B_, d_] := -158.57189 + 982.533102 B^2 - 5.6768579 d + 895.1968 d^2 + B (-18.7772 + 655.02206 d); ...
4
votes
1answer
92 views

`FindMinimum` with compiled function [duplicate]

I don't know how to fix this problem: ...
2
votes
3answers
154 views

Use NMinimize instead of FindFit for constrained search (of coefficients)

(My problem is more complex, but let us formulate it through this example) I am trying to find the best polynomial approximation to the following function ...
3
votes
1answer
140 views

How to make Maximize function successfully maximize in general?

Having looked at Maximize Documentation SO: Mathematica: Commands return no output, but itself. Bug? Problem with Maximize Why won't Mathematica Solve a set of two equations for one variable? ...
1
vote
1answer
61 views

Trying to maximize an expression with integer and real variables

I am trying to solve this equation The link has a screen capture of the equation and the solution. I am looking for the values of a1 and a2 in particular, but they need to be real numbers. s1 and s2 ...
1
vote
0answers
63 views

Trying to minimize a function over the integers

I am trying to evaluate the following expression. ...
5
votes
2answers
104 views

Parallel function evaluation for minimal value

I am asking myself, if the evaluation of a function f looking for a minimal value over a discrete set of values can be parallelize (brute scan for a potential ...
3
votes
1answer
90 views

Speeding up constrained optimization problem solving

I have a problem on my homework with Lagrangian multipliers that Mathematica has now been bashing at fruitlessly for 10 minutes. I'm not sure whether I did something horribly wrong codewise, but it's ...
3
votes
2answers
98 views

Optimization not evaluating, further specifications?

I am trying to find the global minimum of this simple function for real x and y f = x^2*(1 + Sin[y]); Of course, I know it is 0. But Mathematica seems not be able to handle this expression since ...