# Tagged Questions

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

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### 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) ...
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### Maximization in Mathematica using matrix and vector notation

I am trying to solve a simple maximization problem in Mathematica, using matrix and vector notation. ...
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### In NMinimize, how can I efficiently handle NIntegrate errors for non-integrable functions?

I am using NMinimize to find parameters that minimise the integral of a function in the least squares sense: ...
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### Linear Programming Using Dual Simplex method

I want to solve an optimization problem using the Dual Simplex Method. Although Mathematica gives the result directly when I use the command Minimize but I want to ...
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### Solving a Nonlinear Optimization using Primal-Dual Interior point method [closed]

I want to solve an optimization problem using the Primal-Dual Interior Point Method. Although Mathematica gives the result directly when I use the command NMinimize,...
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### Simulating an optimization problem

I have an optimization problem like below: $\text{minimize } - \sum_k w_k \log r_k$ $a \leq r_k \leq b_k, k = 1, \cdots, 10$ Here, $w$ and $b$ is a set of constant: $w = [w_1, \cdots, w_{10}]$ ...
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### FindMinimum pre-conditioning

I am wondering about what kind of pre-conditioning FindMinimum performs on the user specified function (to be minimized) before the actual minimization starts, and ...
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### How to find the local minimum points in the multi-dimensional numerical data?

I am trying to get some local minima of an n-dimensional function (which only has numerical form). For two-dimensional function data, we can find the local minimum points from the contour plot easily. ...
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### Minimizing values of expressions dependent on more variables [closed]

I need to enforce seven expressions dependent on seven variables to be zero. However, the expressions are quite complicated and generaly I get a system of transcendental equations which only sometimes ...
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### reset the value of a variable [closed]

Folks, I have a problem in populating a matrix without overriding the values. After performing computations for various values for j, I want to store these values in following matrix. Here is the code:...
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### Finding the global extrema of a surface? [closed]

I am trying to figure out how to find the global extrema of the function surface shown below and can't seem to get answers that make any sense. I am using the FindMinimum and FindMaximum functions ...
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### How to optimize a cost function which involve the solution of a ODE system using the NMinmize?

I have created a cost function, the value of which depends on the solution of a ODE (ordinary differential equation). The parameters of the ODE are not determined, and my goal is to determine them ...
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### Fun/Frustration With Coding Coding Theory

I have code following from this post: http://math.stackexchange.com/questions/1317722/fun-frustration-with-coding-coding-theory I think I am done with the code, but now I face a single problem. The ...
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### Find a minimum value which satisfies an equation

I have to find a minimum value of "a" which makes x=-a+b+c, y=-a+b+c^2 positive where a>1, 0 ...
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### Problem in minimizing expression

I am trying to implement bootstrapping (https://en.wikipedia.org/wiki/Bootstrapping_(finance)) of CDS curve. To implement it I am trying to minimize a series of expression. The minimum value of ...