# Tagged Questions

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

103 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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### 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. ...
97 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 ...
52 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 ...
97 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 ...
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### Find the maximum Z in {(X + Y)==Z} using all the digits 0-9 only once

II want to add two integers with different digits to get a third integer with different digits. At the end, all 10 digits have to be different. So there should be 10 digits in total. How you ...
99 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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### 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 ...
105 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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### 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 <...
461 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 ...
173 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 ...
171 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 ...
93 views

### Calculate Max-Min value and corresponding parameters

I have two functions funA and funB which are also functions a,b,x,and ...
132 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 ...
62 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) ...
349 views

### Maximization in Mathematica using matrix and vector notation

I am trying to solve a simple maximization problem in Mathematica, using matrix and vector notation. ...
100 views

### 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: ...
150 views

### 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 ...
76 views

### 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,...
272 views

### 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: $w = [w_1, \cdots, w_{10}]$ ...
72 views

### 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 ...
101 views

### 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. ...
28 views

### 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 ...