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

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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? ...
5
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2answers
108 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 ...
1
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1answer
62 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 ...
3
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2answers
100 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 ...
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0answers
69 views
3
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1answer
92 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 ...
4
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1answer
180 views

NMinimize fails on Mesh?

Context I want to identify the minimum of a solution of a PDE found on a mesh. Problem I do not understand why NMinimize fails on a mesh? As a test case, ...
6
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1answer
370 views

Speeding up the non-negativity algorithm for multilinear function with interval probabilities?

The algorithm is a branch-and-bound algorithm that calculates the non-negativity of a multilinear function with interval probabilities. The lines 9-11 has an optimization that is explained on the 10-...
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0answers
63 views

Find multiple optimization parameters of Max-Min problem in numerically

I have an optimization problem $$\max \min [x_1,~\cdots,~x_m,~\cdots,~x_M]:~M\geq 2$$ where $$x_m=P_m(1-a_m)\prod_{j=1}^{m-1}\left(\frac{a_j}{1-a_j}+b_j\right)$$ and $$0\leq a_i<1;~~0\leq b_i<1;...
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0answers
86 views

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, ...
20
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2answers
787 views

Obtain approximate Hessian using FindMinimum

According to the documentation, when FindMinimum is told to use the method "QuasiNewton" on a unconstrained problem, it uses the ...
2
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0answers
331 views

Why my Mathematica 9.0.1 wont work with some samples of Mathematica in Graph Theory?

Bug introduced in 9.0 and fixed in 10.0 FindMinimumCostFlow is introduced in 9.0. I updated my Mathematica recently to 9.0.1 cause the previous version was ...
6
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1answer
146 views

NMinimize Example from Wolfram Documentation Center

Here is the third example of NMinimize function from Wolfram Documentation Center at Possible Issues section. ...
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0answers
46 views

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: ...
0
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1answer
63 views

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. ...
0
votes
1answer
35 views

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, ...
1
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1answer
121 views

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 ...
0
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1answer
62 views

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 ...
8
votes
1answer
104 views

Minimizing NExpectation for a custom distribution

As discussed and advised in Meta: Migrate a question..., I've copied a 2012 posted question from StackOverflow (posted before this site began running), which has gotten a lot of attention (but after 3 ...
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0answers
63 views

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 ...
3
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1answer
112 views
-3
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1answer
92 views

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. ...
3
votes
1answer
130 views

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 ...
2
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1answer
232 views

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 ...
33
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5answers
8k views

Finding Local Minima / Maxima in Noisy Data

I'm trying to find local minima / maxima in noisy data, consisting of data values taken at certain time intervals. Ideally, the function should take a pair of lists (one containing time values and one ...
0
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0answers
39 views

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 ...
3
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1answer
127 views

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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0answers
51 views

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: ...
2
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1answer
96 views

Long Processing time [closed]

I have access to a cluster and I was wondering if NMinimize[] with the "Differential Evolution" method could be used to parallel ...
2
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0answers
83 views

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 ...
7
votes
1answer
289 views

NMinimize with NIntegrate (crash in symbolic evaluation, memory leak)

This is a "common" problem from what I've seen, but with a different spin. I have a function I use often that finds a fit of an expression to another expression with some free parameters (e.g. for ...
0
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2answers
100 views

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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0answers
49 views

Evaluation of likelihood very slow

I am trying to implement a simple statistical model for the first time in Mathematica. My model is made my one random variable which is the sum of background and signal. Background is an exponential ...
1
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1answer
95 views

FindMinimum with LevenbergMarquardt Method: syntax to set lower/higher bounds for parameters

I use the LevenbergMarquardt method of the FindMinimum function to minimize a residual function (mathematical-optimization). The 2013 post Is it possible to use the LevenbergMarquardt (LM) algorithm ...
3
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0answers
97 views

Using NMaximize to get integer results for a fractional programming problem

I have an optimization problem that I am trying to model in mathematica (wolfram cloud, to be precise). Link to notebook for code described here: https://www.dropbox.com/s/4jet4t76fe5pysk/...
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0answers
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Findminimum evaluates input for NIntegrate at non numerical value (NIntegrate::inumr:) [duplicate]

The goal is to minimise a functional in this case I want to find the input function, defined by its (many) values on a grid for which the functional attains its minimum. Below is a piece of code where ...
5
votes
1answer
107 views

Simple minimization not evaluating

I tried to solve a rather simple optimization problem, which Mathematica apparently cannot handle. A minimal example is the following: ...
5
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4answers
460 views

Minimal overlap area of circles

I have 20 points in the 2D plane with $(x_i,y_i)$ coordinates. I want to use Mathematica to optimally distribute 10 circles with equal radius of a given positive value $R$, i.e. to determine with the ...
2
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1answer
94 views

Using ouput of ParametericNDSolve as argument in NMinimize: NMinimize::nnum: function value not a number

I am trying to fit some experimental data and I am trying to use NMinimize function to calculate the parameters that fit the experimental dataset. I am also using <...
5
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2answers
162 views

Techniques to find all local minima of black box function with n continuous derivatives?

I have a blackbox function f on [a,b] that is known to be continuous, and has n continuous derivatives. The function uses polynomial interpolations (but isn't a polynomial interpolation itself), so no ...
3
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2answers
165 views

Maximizing a function defined using NIntegrate [duplicate]

I have two functions fn[x,y,z] which is in integral form and I have another function gn[x,y] which is also in integral form ...
0
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0answers
116 views

Linear interpolation over 2 variables [duplicate]

I'm tuning a function to data over 4-5 variables using Differential Evolution. The objective function calls frequently interpolation function. I came to a point, where compiling the objective function ...
8
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1answer
130 views

FindMaximum failing on a trivial problem [closed]

I am trying to solve a trivial optimization problem with FindMaximum but for some reason it is not going. I reduced the problem down to the following non-working ...
0
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1answer
89 views

Calculate Max-Min value and corresponding parameters

I have two functions funA and funB which are also functions a,b,x,and ...
0
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1answer
398 views

Finding resolution of an optical system using Rayleigh criterion

I want to use the Rayleigh criterion to find the resolution of an optical system. I have two functions f1 = Sinc[x]^2 and ...
2
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1answer
59 views

Numerical functions as constraints for NMaximize

I want to use NMaximize to solve a problem like this: $\quad \quad \max_y f(y) \text{ subject to } \max_x g(x, y) \leq c.$ Rather than reproduce my (messier) ...
4
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1answer
341 views

Using ParametricNDSolve and NMinimize to find accurate interplanetary trajectory arrival periapse radius

I have an interplanetary trajectory simulation that calculates the required velocity (using a Lambert solver) and escape angle for a spacecraft to travel from Earth to Mars. This model does not use a ...
3
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1answer
77 views