# Tagged Questions

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

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### 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. ...
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### 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 ...
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### Improving the speed of an optimization algorithm via compilation and parallellization

I have written an implementation of eight variants of the PSO-algorithm and I want to test them over a set of test functions. I am using parallelization as it improves the speed a lot and I have also, ...
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### Problem with NMinimize [closed]

I wrote a code inspired by Rod's answer to this question. It is supposed to find the minimum variance portfolio of stocks and allows for arbitrary constraints on the weights of each stock: ...
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### Setting value of number on certain decimal points [duplicate]

How do I fix number on certain decimal point? For example number 10304,390456 should be 10304,39. I tried NumberPoints, Nest, ...
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### What methods does Maximize use like $\mathtt{Maximize}\left[\left\{3 x^2+2 \sqrt{2} x y,x^4+y^4=1\right\},\{x,y\}\right]$

I used Maximize for the maximum value of $3 x^2+2 \sqrt{2} x y$ when $x^4+y^4=1$ , $x>0,y>0$. What methods does Maximize ...
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### Why the returned value is complex while my input is all real in Nminimize

This is the mathematica code I used. My goal is trying to solve eq2==0 && eq3==0 simultaneously in the region "-200 The FindRoot doesn't gives me quick answers. So I tried to use Nminimize ...
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### Find the maximum hyperrectangle contained in a set of points

I have a question similar to this one ( Find the largest rectangular block satisfying some condition without iterating explicitly). but in my case I have a multidimensional (up to 6 dimensions) binary ...
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### Numerically solve recurrence equation

I have the following recurrence equation ...
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### How to determine whether NMinimize returns a solution or not?

I'm using NMinimize to find the minimum solution for a non-linear objective function. As I change the set of constraints, most of times ...
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### Programming a MaxMin Linear Optimization

I want to program a function for a two-player game. Basically it's like this: . Each player has an array of options, and the result of the game is based on both players choices. So heres my most ...
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### Non-linear curve fit problem

I am having a problem with making a fit to data in Mathematica, which may involve my understanding of the methods available. I am trying to fit the derivative of a Frota function (which is a Single ...
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### NIntegrate within NMinimize - how to optimize the code?

How I can optimize these numerical calculations? Most annoying is encountering instabilities (numerical errors). I have a predefined function: ...
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### Untangling delayed definitions and substitutions [closed]

I am attempting to find the values of B1 and B0 that will minimize a metric. In the code below I define the metric and then attempt to calculate is by substituting in the current values of B1 and B0. ...
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### Findminimum fails in loops

Introduction to the problem: the function F[x][u,v,w] I'm currently dealing with a very strange minimalization problem. I have a function F[x][u,v,w] which is ...
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### Repeated interpolation for 3D unstructured grid -> Optimization

Trying to perform mesh-to-mesh 3D interpolation on unstructured grid. Mesh size is about 200k nodes. Painful thing that interpolation shoud be repeated ~1000 times (different thermal map) on the same ...
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### Lagrange multipliers code runs forever

I am writing a code for a Lagrange multipliers problem with three variables. My code looks like this: ...
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### Lagrange multipliers implementation (beginner question) [closed]

I am trying to write a code to find the minimum of $f(x,y) = (Mx + Ny) \,/\sqrt{M^2 x + N^2 y}$?, subject to the constraint $g(x,y)=x+y-1$. Also, $x,y>0$, and $M$ and $N$ are positive constants. ...