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

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52 views

Sharp Ratio Maximization, Closed Forms

I am trying to get a closed form for the following first order conditions (n=4): Here's the nb-File. The code is as follows: ...
0
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2answers
122 views

Find fit does not find the best fit

Here is my data ...
2
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1answer
78 views

Performance of a bootstrap - time of computation not linear with number of iterations

I'm doing a bootstrap based on this thread with the following code (file.txt here): ...
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0answers
46 views

Recursive method for the SR1 correction

I am looking to program a recursive formula for implementing the Symmetric rank-one correction. I am not sure exactly where my program fails. Every value is correct except the value for ...
0
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1answer
106 views

Both FindMinimum and NMinimize have trouble

I'm trying to minimize a function I wrote, in a not entirely elegant (but functional) way. As a side note, if you have advice on how to write this in a smarter way, that's also welcome. In any case, ...
3
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0answers
80 views

Symbolically Minimizing a Max function

I'm having a tough time with seemingly simple symbolic Minimization/Maximization in Mathematica. I would like to use the Maximize function to work on some unknown random variables and so use min/max ...
1
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2answers
93 views

Maximise a function over one parameter that is continuous, and one that is discrete

I have a function that I would like to maximise with respect to two parameters: one continuous, another which is discrete. A simple example of this might be the following: ...
2
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1answer
109 views

i need a swap mutation code (genetic algorithm) in Mathematica?

I'm working on GA coding to optimize the locators position in fixturing system to minimize the error in precision manufacturing.I need a code for mutation (genetic algorithm) in Mathematica. Here, I ...
0
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1answer
714 views

Minimizing using indices, error: Part::pkspec1: The expression cannot be used as a part specification

I want to use Minimize where the variables to minimize are indices pointing into an array. Here a MWE that hopefully shows what my problem is. ...
5
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0answers
93 views

How to perform Bayesian optimization with Mathematica? [duplicate]

Does Mathematica have any Bayesian optimization methods for learning hyper-parameters? Practical Bayesian Optimization of Machine Learning Algorithms Jasper Snoek, Hugo Larochelle and Ryan P. ...
1
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0answers
80 views

How can I calculate Lagrange multiplier and the critical points with Mathematica? [closed]

I have constraints and a function I want to know the critic points but is there a way that I can compute this method so that I can see results faster
1
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3answers
187 views

Minimize method is not giving minimum. Why?

I was doing an optimization but facing a problem getting what exactly Minimize function do. I run the following code: ...
3
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1answer
554 views

Finding peaks of data

I want to find peaks in my data. My code in a reduced form so far: ...
0
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0answers
67 views

Which method to use for finding maximum without actually computing optimization function explicitly?

I am new to Mathematica and I am currently working on an optimization problem. The optimization function that I have easy to calculate for some assignment of variable but it is very difficult to ...
3
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3answers
105 views

Minimizing Multiple Functions

I'm trying to write a script that will minimize a given set of functions. The homework problem I've been given lists a set of dietary information, and I'm supposed to build the optimal salad based on ...
1
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1answer
121 views

Equation solution using minimization

I have an equation F[x,y]=0. I need to plot y as a function of x. Due to the properties of ...
3
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2answers
152 views

Reordering numerically calculated eigenvalues assuming smooth dependence on a parameter

As was discussed in a different question here on SE (link) if you compute eigenvalues numerically of a matrix which depends on a parameter y, the resulting plot of ...
4
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1answer
114 views

What is the status of the FindMinimum method “QuadraticProgramming”?

As a method option to FindMinimum "QuadraticProgramming" is still a valid option. It has the advantage of being significantly ...
0
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0answers
75 views

Constrained optimization and problem with complex numbers

I am trying to solve a constrained optimization problem with an implicitly defined function $\pi$. The problem is non linear and of high order, so I use numerical methods instead. The code I use is: ...
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0answers
35 views

Using ForAll in Maximize to define a bunch of conditions [closed]

I'm trying to do something very straight forward. The following maximization works: ...
1
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1answer
63 views

NMinimize error: Nearest::neard:

I have this function GuessError, here's a plot assuming a single variable x, Plot[GuessError[10^x, etc..], {x, 8, 12}] , being etc some more variables which are ...
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1answer
148 views
2
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1answer
86 views

NMinimize works only if expression is pasted directly

Niminize works fine if I copy the minimized function directly by hands, but doesn't work if I try to do something like this: ...
3
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1answer
106 views

How can I change a lot of parameters to Real? [closed]

Because of some formulas with Conjugate in a notebook, I have to tell mathematica to change a lot of parameters to Real! I know that I can use Refine with Element or Assumptions: ...
2
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1answer
64 views

Application of Maximize: The cuboid constrained to the ellipsoid in $\mathbb{R}^3$

Since I am a student of Mathematics I enjoy to apply MMA to problems that I have a solid understanding in. The following would be such a problem: Maximize $f: \mathbb{R}^3 \to \mathbb{R}$ given by ...
1
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1answer
142 views

Why does it matter at what point I replace?

I need to find four orthogonal linear combinations of complicated functions, that vanish at four different points. I use (LK4 is defined below, but its shape should have nothing to do with my ...
3
votes
1answer
136 views

How to stop optimization (e.g. NMinimize) after reaching target value

Suppose we have some function f[x,y] that we want to optimize in way that we are only interested in values (x,y) that guarantee ...
5
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0answers
129 views

Custom Methods for NMinimize/NonLinearModelFit

Is there a way to write custom methods for NonLinearModelFit or NMinimize? To give background, I currently have a batch of code ...
3
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1answer
84 views

Why minimization does not work with symbolic array as arguments

If I try to minimize with constraints a function of several variables, with Gamma regularized function involved in the constraints it seems to works, as shown below (this is just a dummy example ...
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0answers
91 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
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2answers
117 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
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1answer
116 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
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1answer
99 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
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1answer
92 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 ...
6
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1answer
151 views

Easy FindMaximum returns a wrong answer

FindMaximum in region is a new function in mma10,but when I tried the following example: ...
4
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3answers
262 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
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1answer
212 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
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1answer
220 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
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0answers
70 views

Solving Lagrangian (4 vars to solve for)

I'm a bit new to Mathematica, but here's what I've got: ...
4
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1answer
260 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 ...
1
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1answer
91 views

Complicated equation solving

I want to find the maximum point or optimal value $y$ of Rx1[y_, a_, b_]. ...
2
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5answers
140 views
6
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2answers
78 views

Maximise output issue

When I execute the following command, I get a numerical output as follows: ...
0
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1answer
49 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
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1answer
118 views

Minimization Nminimize nnum error

I have imported data (mat is the name, 1x100 dimensional vector)and written a likelihood function for normal distribution. ...
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0answers
129 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
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1answer
84 views

Looping within linear programming

I am trying to do some network programming around optimization. Here is a reduced sample: ...
0
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0answers
66 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 ...
0
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0answers
85 views

NIntegrate Polynomial of high degree

I want to integrate a polynomial of degree 100 and higher over a domain that is the intersection of two balls like ...
1
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0answers
147 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 ...