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

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Simulated Annealing Parameters and Results

I am using SimulatedAnnealing method for a simulation based optimization problem and was wondering if someone can enlighten me on the following features: Is there ...
4
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0answers
203 views

Using FindFit to fit nonlinear ODE parameters, subject to a constraint (an inverse problem) [duplicate]

Similar to this post I am finding that constraints tend to make FindFit poor at finding a good fit. However, unlike the previous post, the constraints are required ...
4
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543 views

When using NMinimize[…,Method->“DifferentialEvolution”] is an “iteration” different than a “step”?

Hopefully this question has a simple answer. I have the following bit of code: ...
3
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2answers
221 views

NMinimize/NMaximize is unable to generate initial points

Mathematica 10 generates a warning that it is unable to generate initial points for numerical optimization problems. I picked a particularly simple example. The problem goes away when ...
3
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1answer
406 views

Handing a list of constraint expressions to a C++ function with MathLink

I need to solve an optimization problem, which is defined in a Mathematica notebook. Using Mathematica's FindMinimum is not an option, because it is too slow. So, ...
3
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1answer
112 views

What does LinearModelFit depend on except for its' arguments?

I thought this would be always true, but most likely it returns false. ...
3
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3answers
259 views

Fastest way to check if an expression contains all symbols from a list

I need to execute this function thousands of times, and the faster, the better. I came up with two versions, but wanted to see if you can come up with an even faster way. Is there a better way? I use ...
3
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1answer
289 views

Fitting one function to another

I'd like to see how close I can fit an exponential function to a cosine function in the domain of $\;-\frac{\pi}{2}$ to $\frac{\pi}{2}$ in the least squares sense. ...
3
votes
2answers
406 views

Optimization problem with matrix positivity constraints

Is it possible for Mathematica to parametrically find a local minimum of a given function (say of some variable $x$ where $(a,b,c)$ serve as parameters) subject to the constraint that a given ...
3
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2answers
284 views

Find all points that have the same minimum? [duplicate]

Possible Duplicate: How to find all the local minima/maxima in a range Sin[x] have two points ($3\pi/2,7\pi/2$) where the same minimum ($-1$) is achieved ...
3
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1answer
115 views

Calculate the relationship between the duration of two oscillating functions

I am trying to quantitatively determine the relationship between the length of two oscillating functions. Meaning, what is the duration of the green spike in relation to the blue square? Does anyone ...
3
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2answers
429 views

Convert number to exponent form with highest power possible

As a school assignment we have to write a program which solves this issue. Since the program has to run efficient I am wondering what the best way is to approach this issue. Of course there you can ...
3
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1answer
298 views

How can I set constraints on parameters in NelderMeadMinimize package?

I read about NelderMeadMinimize package. How can I set constraints on the parameters? For example I want to minimize an equation with $10$ parameters such as ${a_1, a_2, ....}$. I want to put the ...
3
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1answer
170 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 ...
3
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1answer
350 views

Find Chebyshev center of a region by optimization

Let's consider a region like this: The aim is to find the "Chebyshev center" of the region. By using the polygons, one can approximate the perimeter of region by an $n$-gon ($n$ is large enough). ...
3
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1answer
465 views

FindMinimum, NMinimize, etc. with external process

I was hoping to be able to use MMA's minimization power to work with an external process. I want to minimize the function 'TryThisNumber[x_]' which sends the value of x to something external and gets ...
3
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1answer
253 views

FindMaximum of loglikelihood in Gaussian Process

I am trying to implement a Gaussian Process and have problems to maximize the loglikelihood because the function consists of a determinant of a matrix that is dependent of 2 variables and the product ...
3
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1answer
551 views

How to maximize a function over a rotation matrix?

I have list of pairs of points: $\{(x_i,y_i)\}_{1\le i\le n}$, $x_i \in \mathbb{R}^3$, $y_i \in\mathbb{R}^2$ and would like to optimize over a rotation $R \in SO(3)$, a translation $t \in ...
3
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2answers
346 views

Optimizing functions taking matrix arguments

I'm looking for general information on how to optimize matrix valued functions, I have the following function I'm looking to maximize (or figure out if this is possible at all). ...
3
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1answer
198 views

Distance between two functions satisfying a constraint

My problem is that I have two functions that are described as follows: ...
3
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1answer
517 views

wrong use of _?NumberQ?

I am having trouble with a numerical exercise. Here's a simplified version of my problem. I define two functions to find the solution to two constrained maximization problems: ...
3
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2answers
142 views

Find condition under which variables fall away

I have a somewhat lengthy expression, looking like expr = 1 + x + b + Pi + 2*a Is there some way of generating a relationship between ...
3
votes
1answer
686 views

How to use mathematica to create school time-table?

I wonder if it is possible to use Mathematica for helping myself to create school timetable. I have a feeling that it requires quite simple optimization algorithm, but I have never been into ...
3
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1answer
154 views

Mathematica Library

I created a Mathematica packagr and then I used the Needs function to add the library to my .nb file, but when use a function in my .nb file and the function is built in my library it comes up with ...
3
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1answer
87 views

quadratic constraint feasibility

Suppose that $A$ is an $n \times n$ matrix, and I have observed some entries of $A$, say, $A_S$ ($A$ restricted on $S$) for some subset $S$ in $\{1,...,n\} \times \{1,...,n\}$. I want to know if it's ...
3
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1answer
333 views

parameter optimization

Does anybody know of any tutorial material that explains how to use Mathematica to fit parameter values used in a set of ordinary differential equations to experimental values stored in a comma ...
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0answers
76 views

Efficient processing of Special Ordered Sets with LinearProgramming

I'm playing with integer linear programming, especially problems involving lots of constraints which would appear to be special ordered sets. Below is a toy example, three last rows of the matrix ...
3
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0answers
216 views

Optimization with Matrix value constraint

I am trying to find the orientation and position of a polygon resting on a curved surface under gravity.The polygon MUST not be penetrated by any part of the surface below. Here is an example for a ...
3
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0answers
169 views

Trouble with Minimize

Minimize[{t^2, 1 == 3*t + 16*u}, {t, u}, Integers] It does not give the solution t = -5 and u = 1. Am I missing something? The solution being known and ...
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2answers
979 views

optimization problem with NDSolve

I want to minimize the function fcc. When fcc is calculated for a specified point the answer is correct: ...
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2answers
348 views

Maximum of Minimum of a two variable function

I have F[x, y] := (y/2)(2 Cos[2x] + 2 Cos[x] + 1)/5 + ((1 - y)/2)(2 Cos[x] + 1)/3. I am looking for the maximum of the minimum of ...
2
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2answers
276 views

NMinimize problem again

Following up my previous question which got great replies, I am now trying to do ...
2
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3answers
2k views

Determining the local extrema of discrete data [duplicate]

Possible Duplicate: Local max/min of Mathematica data sets If I have a continuous function f (for example ...
2
votes
1answer
289 views

$L_\infty$ norm minimization

I write supplemental explanation to render my aim of optimization. First Consider discrete time linear system below: \begin{equation} G(z)=\frac{1-e^{-0.3T}}{z^{100}(z-e^{-0.3T})} \end{equation} ...
2
votes
2answers
665 views

Quadratic programming problem

I am trying to solve a (Sequence) Quadratic Programming (SQP) problem in Mathematica. Here’s the problem setup: ...
2
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1answer
690 views

Inequalities with assumptions and constraints

I'm using Mathematica 8 I've been searching the net without luck for this specific solutions: Suppose I have an inequality f(x;M,m)>0 where I KNOW that M>4m and m>0. How can I let Mathematica know ...
2
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2answers
95 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) ...
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2answers
310 views
2
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1answer
777 views

Optimizing a function involving NDSolve results in error messages

I want to minimize a function f with NMinimize but an error occurs that says: ...
2
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2answers
248 views

Fitting a variable using multiple equations

I would like to find the best fit of two variables for a number of approximate equations, such as: 1x+2y+2=7.04 2x+y+4=7.98 1.5x+1.5y-2=2.53 1.8x+3y-1=6.77 That ...
2
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1answer
304 views

How does FindShortestTour work?

How are FindShortestTour and the algorithms therewithin implemented internally? Also: Can I access some form of incremental, in-progress result during evaluation? ...
2
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1answer
1k views

FindMaxValue and FindMaximum - how to find GLOBAL maximum and not just LOCAL maximum

I will not be able to provide a simple minimum working example here as this seems to be very specific. I have an interpolating function which I substituted into a PDE and then plot said PDE at a ...
2
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2answers
64 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 ...
2
votes
2answers
224 views

Find minimum value of function which calls NDsolve [duplicate]

I have defined a function which takes a coefficient for a differential equation as an argument, solves the differential equation with NDSolve, and returns the value of the solution at time t=10. I can ...
2
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1answer
132 views

Decomposing a diagonal positive real matrix

I would like to 'decompose' a diagonal positive real matrix $E$ of rank $D$ onto $\sum_{i=1}^{D}c(i)N^i$: $$E = \left( \begin{array}{ccc} 0 & & & \\ & a & & \\ ...
2
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1answer
65 views

Working precision and pure functions in FindMinimum

I have this function: fun = (# - 5.0)^2.0 & Then, I want to find the minimum: ...
2
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1answer
138 views

How to build a list of constraints for NMinimize

Let's say I have aset = {-1, 0, 2}. I would like to create a variable Var that takes values from that set, i.e. ...
2
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1answer
409 views
2
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1answer
541 views

Problem using the DifferentialEvolution method of NMinimize [closed]

I have a function of 20 parameters, which 3 of the parameters are my physical parameters, and the others are pull terms to fix the errors. The goal is finding the global minimum of this function, to ...
2
votes
1answer
536 views

Restrictions problem

I tried to program a simple linear optimization model and don't know where my mistake lies. The function should be a sum over "t" and "z" from the product of two constants ("e" and "H") and the ...