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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2answers
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: ...
0
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1answer
64 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. ...
2
votes
1answer
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 ...
1
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0answers
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 ...
1
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1answer
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 ...
2
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2answers
136 views
1
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2answers
164 views

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 ...
3
votes
0answers
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/...
1
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0answers
64 views

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 ...
8
votes
1answer
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 ...
2
votes
1answer
99 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
votes
4answers
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 ...
6
votes
2answers
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 ...
3
votes
2answers
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 ...
0
votes
1answer
93 views

Calculate Max-Min value and corresponding parameters

I have two functions funA and funB which are also functions a,b,x,and ...
8
votes
1answer
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 ...
2
votes
1answer
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) ...
4
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2answers
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. ...
3
votes
2answers
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: ...
2
votes
0answers
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 ...
1
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0answers
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,...
3
votes
1answer
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: $w = [w_1, \cdots, w_{10}]$ ...
2
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0answers
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 ...
2
votes
1answer
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. ...
1
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0answers
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 ...
1
vote
1answer
81 views

How to Minimize a Log/Linear function symbolically?

I have my objective function as : $\hspace{25mm} \text{Minimize} \sum_k- \alpha_k \log_2 W_k$ $\hspace{25mm} \text{subject to}: 0\leq W_k \leq q', 0 \leq \alpha_k \leq 1 $ $\hspace{25mm} k =0,...
4
votes
1answer
128 views

Sparse Hessian for FindMinimum? Broken?

Is the sparse Hessian mechanism for FindMinimum[] (Method->"Newton") broken? Or am I simply not apprehending its proper setup? Here's what's happening. Below is for solving the example problem ...
0
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0answers
67 views

Simplifying sums of rational trigonometric functions

After simplifying the trigonometric functions as advised before (cf. Simplifying Expressions for FindMinimum), I obtained a sum of 62 similar expressions, the first three as in the below: ...
1
vote
2answers
141 views

Doing same operation on multiple files

Is there a way in mathematica to do same operation on multiple files at once? And preferably have the output in a table or list form? I want to do the following operation preferably in few non-labor ...
2
votes
1answer
256 views

Solve overdetermined set using Mathematica?

As shown below, this is a overdetermined system. Could you teach me how to find the optimized solution in Mathematica? I know it could be solved by the method of least square, but how to realize it in ...
3
votes
2answers
97 views

FindMinimum[] complains about values outside its constraints

The following optimization has a constraint that b<0, but it's failing because the integral diverges when it tries a small positive b. ...
5
votes
0answers
232 views

Visualizing the Lagrange Multiplier Solution

This question is based on work in Susan Colley's Vector Calculus, 4th ed. The question is to find and classify critical points of $f(x,y,z)=3xy-4yz+5xz$ subject to the constraint $g(x,y,z)=3x+y+2z=13$...
4
votes
2answers
283 views

NMinimize Constraints on Interpolating Functions

I have the following piece of code and am trying to use NMinimize (the last line in the following chunk of code) to minimize ...
1
vote
1answer
103 views

How to repeatly use random number generator in optimization problem

I am looking to run the optimization problem. I already finish my optimization code as below. ...
5
votes
3answers
299 views

Extrema of a function of three variables

To identify and classify the critical points of the function $f(x,y,z)=x^3+xz^2-3x^2+y^2+2z^2$, I used the Hessian matrix method. ...
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: ...
0
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0answers
60 views

Solving matrix optimization

I have the following problem. Let $X_1, X_2, \cdots, X_k$ are $n \times n$ Hermitian matrices (need not be positive) given. Let a $n \times n$ positive matrix $A$ is given such that $Tr(A.X_j)<0$ ...
2
votes
1answer
118 views

Simplifying Expressions for FindMinimum

I am currently trying to apply the FindMinimum function to find the lowest energy of an expression. My current expression as of now is relatively complicated. It is the summation of 48 similar terms, ...
1
vote
1answer
100 views
4
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1answer
183 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, ...
0
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1answer
34 views

How can I name to a saved file with the numerical values of some specific parameters? [duplicate]

I'm using some parameters to determine the elements of a list. I want to save this list with DumpSave, but I need to name it with its parameters. For example, I use the following parameters ...
2
votes
0answers
105 views

Appropriate method for a Non-linear Optimisation Problem, With Linear Constraints, [closed]

I have a small non-linear, chess related, program with linear constraints and an objective function obtained from a polynomial probability generating function including some decision variables . At ...
8
votes
2answers
224 views

Efficient solution for a discrete assignment problem with pairwise costs

Let's consider a simple graph with N vertices, and a corresponding set of N items. The goal of the problem is to assign every item to a vertex on the graph so that sum of a per-edge (that is item-...
4
votes
1answer
346 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 ...
4
votes
0answers
485 views

Precision and accuracy in NDSolve and NMinimize

I use NDSolve quite a lot and have noticed that setting values for AccuracyGoal and ...
6
votes
1answer
150 views

NMinimize Example from Wolfram Documentation Center

Here is the third example of NMinimize function from Wolfram Documentation Center at Possible Issues section. ...
7
votes
1answer
205 views

ParametricNDSolve[ ] and NMinimize[ ] in Combination

I have the following code that is used to simulate a spacecraft orbiting Mars, and uses ParametricNDSolve to vary the spacecraft's initial conditions using a parameter value ...
0
votes
1answer
52 views

Finding function by constraints

I have the following coefficient finding problem: f[x] := a * Log[b*x + c] + d Constraints: f[0] = 1 f[80] = 0.5 I want to find the coefficients of f that ...
7
votes
2answers
430 views

Need help with the Lagrange multiplier method

Well I am new to Mathematica and got really stuck solving this problem. In class, I was ask to use the Lagrange multiplier method to find the maximum and minimum value of $f(x,y) = x^2+y^2$ which ...
1
vote
0answers
107 views

Method used by NMaximize with a binary linear problem

I'm using Mathematica 7's NMaximize to solve a linear programming problem with thousands of 0/1 integer variables, thousands of linear constraints and a linear target. I suppose I could use ...