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

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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
99 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
105 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 ...
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1answer
124 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
115 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: $min{\space}F(\bf{X})=[f_1(x),...,f_n(x)]$ $h_k(x)=0{\space\space\space} k=1,...,n_e$ ...
4
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2answers
98 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
129 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
78 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
96 views

Does FindFit use symbolic differentiation?

Does FindFit use symbolic differentiation when optimizing by least squares a non-linear function?
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0answers
60 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
181 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
87 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
121 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 ...
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1answer
110 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
388 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
214 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
134 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
90 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 ...
0
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0answers
52 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
107 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 ...
0
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1answer
111 views

How to determine if directories with executable permission and not

I have some directories that have the UNIX executable permission some does not. What tests could I write in Mathematica to test it?
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1answer
51 views

Search optimum on connected simulation

Do you know how can I find minimum/maximum of a simulation written in a Module. The simulation calculates a potential value to a territory after some steps. It would seem like this: ...
2
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1answer
133 views

Symbolic quadratic constrained maximization with non-negativity constraints?

Dear Mathematica users, I attempted to maximize the below quadratic function K, subject to x1+x2<=A, and a series of ...
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1answer
149 views
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0answers
214 views

Bug in plotting function using FindMinimum?

Bug introduced in 10.0 and persisting through 10.2 or later While working on an answer to RegionPlot from NDSolve, I came across this strange behavior of ...
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1answer
93 views

Why does NMaximize does not follow the constraints that were given to it?

(someone may want to mark it as a duplicate, but I still have to ask! I just can't figure out why!) ...
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1answer
91 views

The problem (time) caused by ?NumericQ

In here, I asked a related (similar) question. Using ?NumericQ seems have slowed down the entire calculation. But I now have a more serious problem: ...
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0answers
76 views

What are the differences between these functions when used for NMaximize?

In short, the question is how to construct the function you want to optimize? ...
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37 views
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4answers
177 views

Minimizing a function with a constant $l > 0$

I'm VERY new to Mathematica and would like some help with minimizing a function. $$f(x) = \frac{1}{2} \sqrt{\frac{\left(l^4+x^4\right)^2}{l^4 x^2}}$$ I want to find which $x-value$ (probably ...
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0answers
41 views

Maximization of n-variable and n-constraint in matrix form

I am trying to do some maximization using matrix algebra: very simple one is with n = 3 as the following: ...
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2answers
103 views

Incorporating the minimum and maximum of the function in a Dynamic plot

I'm working on my project for class and it's supposed to be a graph that can take functions from the user and display it along with finding the max and min of the graph. But I just don't know how to ...
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0answers
70 views
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0answers
36 views

3D Ploting in Mathematica Function is getting smeared [duplicate]

A = x^2 + y^2 + Sqrt[x^2 + y^2]; B = x^2 + y^2 - Sqrt[x^2 + y^2]; Plot3D[{B}, {x, -1.5, 1.5}, {y, -1.5, 1.5}] I want to remove this sky blue region from the ...
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0answers
56 views

NMinimize tries to find the fit to paramters which are not in the objective function

Consider the codes below: fun[x_] := (x - 4)^2 NMinimize[{fun[x]}, {x, y}] it returns: ...
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1answer
73 views
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88 views

Constrained Nonlinear Optimization with expectations functions in the constraints

I am modeling an optimal compensation contract with a CRRA utility function : ...
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0answers
164 views

Optimization method L-BFGS-B

I am comparing a result of optimization using R and Mathematica. Mathematica (NMaximize) has found a significantly better (global optimum) result then R (using ...
0
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1answer
106 views

Optimizing a System of 5 Equations

I have a system of 5 equations that each define a parameter for a metal I-beam. The common variables are beam width (W), web thickness (Tw), and flange thickness (Tf). I would like to find the best ...
2
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0answers
175 views

Mathematica + System Modeler or Matlab + Simulink [closed]

I want to learn control systems(Using Ogata Modern Control Systems Book) and I am not sure in which should I invest : Matlab+Simulink+Control systems = aprox 220 euro Mathematica + Workbench + ...
5
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2answers
150 views

Test existence of a path from one side of a graph to another

I'm trying to determine how I can test if a path exists from one side of a graph to another as efficiently as possible. If I have the Lines given by: ...
5
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2answers
89 views

Optimization problems over the Integers

Should be an easy question. How can I define a function which gets only integers in a form that I can use to find max and min for instance? Example: Find the Max of the expression ...
0
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1answer
62 views

Problem in LinearProgramming [closed]

I wrote a integer Linear programming where matrix c, m and b are: ...
0
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1answer
113 views

Array element problem in optimization

I have the following piece of code in Mathematica: ...
0
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1answer
100 views

FindMinimum runs out of Memory

I have a function which runs fine when I evaluate it. However, when I try to find its optimal parameters using FindMinimum it quickly consumes all available memory ...