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

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0
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0answers
87 views

Improve on timing of NMinimize

I got a little performance problem with the function NMinimize (it takes mathematica approximately 10 minutes to compute the results). Here i s my sample code: ...
6
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0answers
166 views

PenaltyFunction Option in NMinimize

I am curious if anybody has some experience in using the built-in Option "PenaltyFunction" in any of the numerical optimization functions like NMinimize. According to the documentation the user ...
0
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0answers
45 views

How to set the step in NMinimize

I want to fit multiple data sets with 104 variables. I use NMinimize to do that. I minimize the difference between data and my objective function. How can I tell ...
0
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0answers
32 views

Optimization of two functions under one common constraint

Is it possible to optimize two functions under one common constraint? So to find the common maximum? For example, Optimization of (* 1 *) x*y^2-x^2 (* 2 *) x*y ...
1
vote
1answer
95 views

Matlab's command counterpart in MMA

Matlab has a command that when is used in fminsearch shows the value of the function which we want to minimize and so gives a trend of values calculated for the ...
0
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0answers
68 views

Speed up numerical optimization (for plotting and solving)?

Briefly speaking, I want to plot a function PIfun[], which its value is based on numerical optimization using NMaximize. It ...
9
votes
4answers
294 views

How can I efficiently check if a graph is unit distance?

A unit distance graph is a graph that is embeddable in the plane so that every edge has length 1. ...
0
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2answers
76 views

A constraint to RandomReal for sum of numbers equal to arbitrary n

I want to generate some random numbers but respect a constraint. So I use RandomReal[{0,1},N,WorkingPrecision -> 2] I want to fix a constraint in order ...
0
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0answers
53 views

NMinimize outside the feasible region

I got the following minimization problem. I get a solution if I set constraints1 := L.x >= y; and eliminate constraint 2 from my set of constraints. So ...
1
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0answers
95 views

NMinimize: Problem with constraints + Simultaneous minimization possible?

Introduction Dear all, I am fairly new to Mathematica. Recently I am trying to do the following: I have a function $$\textrm{hann}[t,t_g,n_m]=\sum\limits_{n=1}^{n_m}a_n\left[1-\cos\left(\frac{2\pi ...
0
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0answers
131 views

Minimization of a non-linear objective function subject to linear constraints

I have solved a linear program in Mathematica using the LinearProgramming function with arguments of the form LinearProgramming[c,m,{{b1,s1},{b2,s2},...}] i.e. ...
2
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1answer
88 views

Working precision and pure functions in FindMinimum

I have this function: fun = (# - 5.0)^2.0 & Then, I want to find the minimum: ...
34
votes
3answers
2k views

Identifying critical points/lines of 2/3D image/cubes

Upshot I am interested in identifying critical points of a 3D field/cubes (maxima, minima, tube-like and wall-like saddle points) and 2D field/image (maxima, minima, saddle points). I.e. the ...
6
votes
3answers
238 views

How to use a compiled function in numerical optimization

I'm trying to wrap my head around function Compile. So, this is a spin-off question from: a previous question on using compile[] correctly. I have a function that ...
-1
votes
1answer
75 views

NMinimize ignoring conditions imposed on solution [closed]

I have to solve a problem about Linear Programming (optimization) which is stated as follows: Minimize: 0.75x + 0.5y + 0.15z Conditions: x > 0 y > 0 z > 0 35x + 0.5y + 0.5z >= 0.5 60x ...
5
votes
2answers
133 views

Optimizing code containing an infinite sum

I have the following expression. It's based on the negative-log-likelihood of a Poisson-Gaussian noise model, i.e. a convolution of a Poisson & Normal distribution. The value $x_{i}$ is the ...
1
vote
0answers
60 views

Optimizing evaluation of expressions dependent on four variables and containing double summation

I would like to optimize my code which I use to evaluate expressions containing double summation. These expressions are dependent on 3 space variables ($r$, $\theta$, $\phi$) and time $t$ and consist ...
1
vote
1answer
56 views

NMaximize not substutiting parameters of objective function [duplicate]

NMaximize is not substituting parameters of its objective function. Is there a way to fix that? I have a three line program that exhibits the problem. ...
1
vote
0answers
256 views

Solving mixed integer programming using Mathematica

Let $x_{ij}$ be an $n\times k$ matrix defined as follows: $ x_{ij}=\begin{cases} 1, & \text{if }s_i\text{ is assigned to }S_j \\ 0, & \text{otherwise } \end{cases} $ and $S$ is a set of $k$ ...
1
vote
0answers
80 views

NMaximize stops evaluating my function when run in parallel

I am trying to maximize the results of a Monte Carlo simulation with respect to some input variables. ...
0
votes
1answer
112 views

How to differentiate a geometric sum [closed]

How do I differentiate both sides of the equation shown below with respect to r?
6
votes
0answers
232 views

Problems extending NelderMeadMinimize into 2D

Update The eventual route I followed was to adapt a version of the NM-simplex written in C and link to it with MathLink. Once I've tested this out fully I'll post it here. I've been playing around ...
3
votes
0answers
79 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 ...
6
votes
0answers
68 views

Listable compiled functions used in NMinimize

This is an example from MMA: cListable = Compile[{x}, (x-1)^2, RuntimeAttributes -> {Listable}] In case of single entry: ...
1
vote
0answers
105 views

Optimization in Mathematica [closed]

There is a R package called TIMP. By this package someone can fit data to a model. There is a GUI for TIMP called Glotaran. When I fit my data by this package it does not take so much time to get the ...
2
votes
1answer
82 views
2
votes
1answer
170 views

Finding the minimum of a function

I asked this question Mark Minimum Value in DensityPlot. Another question has come up, or better said, a task: Find the minimum of a function. I haven't been able to write the needed code for that, ...
2
votes
0answers
158 views

Maximizing Large Multivariable Function over Region with Parameter Constraints

Brand new Mathematica user here. I have a complicated function to maximize, and thought I would try software like Mathematica instead of taking derivatives by hand. I found some Mathematica ...
2
votes
1answer
114 views

Minimizing a function with some restrictions

I need help in finding a way to minimize a function with some complex constraints. I'm not an expert in this field, but I'm still trying to understand if I can do something with my problem. So, ...
22
votes
1answer
484 views

How to work with Experimental`NumericalFunction?

This question is intimately connected with previous one: "How to create internally optimized expression for computing with high WorkingPrecision?" Oleksandr R. correctly states in the comment: A ...
1
vote
1answer
110 views

Manual maximum likelihood estimation of a mixture with no closed form

Let $X$ be a random variable that is from a mixture of two Lognormals (Lognormals(mu1,sigma) and Lognormals(mu2,sigma)) and set $Y=X_1+X_2+...+X_{10}$ a sum of 10 random variables from this mixture. ...
0
votes
0answers
95 views

how to solve an optimization problem in terms of matrices as the argument

How can I minimize an expression of the form a^T A a where a is a matrix. The following approach does not work if ...
0
votes
1answer
83 views

Solving minimum length confidence interval problem

I'm trying to find the minimum length of a confidence interval for the variance from a sample iid with normal distribution. I tried ...
4
votes
0answers
181 views

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 ...
0
votes
0answers
33 views

What is that Root[…] inside the answer represent? [duplicate]

So I am encountering this situation, in which mathematica doesn't give me the answer, but in a form of "Root". How do I interpret this ? what is the number after the "&" represent? How should I ...
1
vote
2answers
169 views

Minimize loop optimization

I'm new in Mathematica 10. So far, I have a two variable-function and I've use Minimize to find the optimal solution. Nevertheless, I'd like to make a sensibility analysis and study how this optimal ...
0
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0answers
104 views

FindMinimum slower in MMA10

I've recently updated one of my PCs (both have the exact same build) to Mathematica 10. After running the exact same notebook (which has two FindMinimum calls) on ...
7
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2answers
243 views

Using least independent rectangle area to separate every point

Description I want to add vertical line and horizonal lines between data to make every point have an independent rectangle area. In addtion, every independent rectangle has a number ...
0
votes
1answer
107 views
1
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0answers
180 views

on convergence in optimization [closed]

I am trying to solve a nonlinear programming problem using FindMinimum solver on Mathematica. When I execute, it is printing FindMinimum::eit: "The algorithm does not converge to the tolerance of ...
1
vote
1answer
69 views

2D Arrangment/Optimization Problem

Okay, I have a list of angles, call it A. How would I arrange them in a 2D m-by-n grid G such that the distances between each adjacent angle-element (row- and column-wise) is minimized? G has as ...
4
votes
4answers
266 views

How can I name “a[[i]]” the parts of Table “a”? Or how to make Table “a” grow inside FindMinimum?

Let's say I want to minimize a function that uses a Table named a with the Conjugate Gradient Method of ...
1
vote
0answers
228 views

Speeding up NDSolve for system of differential equations

I am wondering if there is a way to speed up this function that solves a system of ordinary differential equations with NDSolve? Thus far I've tried specifying a few different methods such as LSODA, ...
6
votes
1answer
638 views

Simulated Annealing Convergence

I am using Simulated Annealing method for a simulation based optimization of a process that has 3 variables, using NMinimize. I print the input/output during every ...
-1
votes
3answers
198 views