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

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72 views

NMinimize not starting [duplicate]

I am new to Mathematica so I might be asking a trivial question, although I wasn't able to resolve it for several days. I am trying to optimize a 7x7 matrix with 12 variables with a certain evaluation ...
2
votes
2answers
446 views

Maximum of Minimum of a two variable function

I have F[x, y] := (y/2)(2 Cos[2x] + 2 Cos[x] + 1)/5 + ((1 - y)/2)(2 Cos[x] + 1)/3. I am looking for the maximum of the minimum of ...
1
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1answer
61 views

What domain does Resolve assume by default?

Consider the statement: $\forall x\left(x<7\Rightarrow \exists a\exists b\exists c(a^2+b^2+c^2=x)\right)$ This is true provided the universe of discourse is $\mathbb{N}$ Now I use ...
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3answers
178 views

Why does Maximize return a wrong answer?

I want to find the maximum of the following function, but get a wrong result. What am I doing wrong? ...
1
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0answers
68 views

How to find a scaling parameter in matrix inversion process by MMA?

I simply would like to find the inverse of a given matrix $A$ by the iterative method $X_{k+1}=X_k(2I-AX_k)$ using $X_0=\frac{1}{\sigma_{max}^2}A^*$. An example is as follows ...
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0answers
187 views

How to solve a signaling game in Mathematica (game theory)

A signaling game is within the field of game theory, and more information can be found here. I would like to know, how one can solve such a game, by finding the Baysian Nash equilibrium in ...
0
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0answers
86 views

Optimization without evaluating the analytical expression?

Firstly, forgive me for my lack of knowledge of programming and Mathematica. I have an optimization problem involving very large matrices when they are in analytical form. If I tried to generate ...
1
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0answers
51 views

A more efficient way of fitting a non-linear model that returns an entire list?

I have a function that takes two parameters, del and nu, and returns a list npoints long ...
0
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0answers
181 views

How to minimize the sum of squares of deviations from the mean?

I am trying to minimize the sum of squares of a deviation from the mean applying the following: Minimize[Sum[(Subscript[x, i] - \[Mu])^2, {i, 0, n}], x] It ...
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0answers
56 views

Interpreting a certain result of Minimize

I am given a certain function $f(k_1)$ that I would like to minimize. Asking Mathematica to do it (and supplying the given bounds of other parameters in the expression) I get the following result: ...
1
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2answers
939 views

Solve within a range?

Is it possible to solve an equation in which some some of the parameters have defined ranges? Example: ...
0
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1answer
136 views

Mathematica won't maximize my function

I'm trying to maximize two functions. For the first one, the code runs correctly and returns the desired answer ...
1
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0answers
100 views

How to optimize my code?

I use Mathematica to handle data.My trial as below: Interpolation function: ...
0
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1answer
67 views

Optimizing repeated function calls

Easiest way to keep my library nice, is to naively call some functions many times with same parameters. Doing so prevents from zoo of (library-)global variables and complicated initialisation ...
2
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2answers
287 views

Fitting a variable using multiple equations

I would like to find the best fit of two variables for a number of approximate equations, such as: 1x+2y+2=7.04 2x+y+4=7.98 1.5x+1.5y-2=2.53 1.8x+3y-1=6.77 That ...
6
votes
2answers
693 views

Distribution of 10 points within a unit square

Related to some packing problems, following problem arose: Distribute 10 points within a square of sides 1, so that minimal distance between them is maximized. With the help of random simulation, or ...
2
votes
2answers
280 views

Find minimum value of function which calls NDsolve [duplicate]

I have defined a function which takes a coefficient for a differential equation as an argument, solves the differential equation with NDSolve, and returns the value of the solution at time t=10. I can ...
3
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0answers
289 views

Travel time sweet spot using: Mathematica and Google Maps API

I want to use Mathematica to do some time minimisation calculations calling on Google Maps API for travel time data. I'm concerned with travel time, e.g. along roads (by car or walk) and not linear ...
1
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0answers
26 views

Minimizing roots of a transcendental equations [duplicate]

I'm trying to use the solution of FindRoot with parameters for further calculations. Annoyingly enough it always gives me trouble with replacing the parameters. As an example I'm attaching a simple ...
1
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0answers
83 views

Linear interpolation over 2 variables

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 ...
11
votes
2answers
361 views

Rotational Averaging of Image Periodograms (FFTS)

I'm writing a code to do rotational averages of image FFT's. I have a working version but it is pretty slow. Wondering if anyone has any thoughts on a way to do this more efficiently. Data looks ...
0
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0answers
71 views

inequalities in equations and constraints

Say That I have the constraint: .5<x1<x2<x3<x4<40 I want to use this constraint in a Nminimize function. It seems that mathematica runs into a ...
2
votes
0answers
50 views

How to reduce notebook or CDF file size with many images in it? [duplicate]

We love to use Mathematica notebooks to keep our notes, so we import lot of scanned photos into notebooks. However, the nb file size goes crazy large after importing photos in it. For example, ...
2
votes
1answer
105 views

How to use Maximize correctly

I would like to Maximize this fairly simple expression ...
0
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0answers
103 views

How do I find where the maximum is?

I have a function given by: ...
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0answers
68 views

Optimization problem test suites

Mathematica provides nonlinear, unconstrained test problems here: Needs["Optimization`UnconstrainedProblems`"] and LP test problems here: ...
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1answer
311 views

Understanding execution time in nested loops

I have the following simple code ...
0
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0answers
905 views

Fastest way to create a NxNxNxN dimensional matrix

I have a function that outputs a complex number Func[x_,y_]:= blah blah; I have constructed a table of all possible values of this function. ...
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0answers
47 views

How to obtain all minima? [duplicate]

If you Solve an equation, you obtain all solutions. But If you NMinimize a function, you only get one minimum. The question ...
0
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1answer
111 views

How to save numbers that are in Mathematica messages

I have a program that calls FindDistributionParameters and I get the Mathematica message FindMaximum::eit each time I call the function. The message is FindMaximum::eit: The algorithm does not ...
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1answer
74 views

How to fit one parametric array to another numerical array?

I have two arrays of length n. One of them is obtained by experiment, so every element of the array is a number. The other array is parametric, each element is a ...
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0answers
23 views

$H_{\infty}$ optimization of transfer function matrix [duplicate]

I have a two-dimensional $(2 \times 2)$ transfer function matrix like this: $$G(s) = \begin{pmatrix} \frac{1}{xs+1} & \frac{1}{s+0.5}\\ \frac{3}{s+3}& \frac{1}{ys+2} \end{pmatrix} $$ The ...
22
votes
1answer
491 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 ...
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0answers
107 views

Increase optimization processing speed

As you know, sometimes numerically solving of optimization problems takes several minutes. For this reason 2 question came up to me: 1 - When one is abort the optimization procedure, how it is ...
6
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2answers
248 views

Numerical Optimization Methods

I am curious if any one has comments on "specific characteristics" of a problem that will deem it to be best solved by a specific optimization method such as ...
5
votes
1answer
162 views

NMinimize go out of bounds on some linear constraints

I'm trying to minimize a non-linear function of four variables with some linear constraints. NMinimize on Mathematica 8 seems to go out of bounds on some constraints giving complex values of the ...
3
votes
1answer
90 views

Bug with LinearProgramming on Integers?

With Mathematica 7: LinearProgramming[{1, 1}, {{0, 0}, {1, 1}}, {1, 1}, Automatic, Integers] gives wrong result {0,1}. But ...
0
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1answer
409 views

NMinimize to optimize function Module

I am using Nminimize for simulation based optimization. I define the objective function (simulation with a variable "a") as a module to be used in the minimization. ...
1
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2answers
114 views

Minimizing the maximal residual in mathematica

With this: d1 = 10; d2 = 4; mat = RandomReal[{-1, 1}, {d1, d2}]; vec = RandomReal[{-1, 1}, d1]; LeastSquares[mat, vec] ...
8
votes
1answer
163 views

Experimental`NumericalFunction in NMinimize solution

I try to make a number of optimizations using this code: ...
4
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0answers
187 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 ...
7
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1answer
664 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 ...
0
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1answer
162 views

Trouble with NMaximize

I am having trouble with maximizing a function I am interested in. Below is the code I am using. ...
4
votes
2answers
220 views

How to set up and minimize a large system of equations to resolve the individual components

I am trying to set up a system of 400*N equations to deconvolute spectral data for four different compounds. I monitored 400 different wavelengths in N solvents (3 solvents in this case). In order ...
1
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0answers
99 views

DifferentialEvolution scaling factor randomization

Using NMinimize for finding global minima, one can choose the DifferentialEvolution method. You can find a (not so) detailed ...
3
votes
2answers
475 views

Convert number to exponent form with highest power possible

As a school assignment we have to write a program which solves this issue. Since the program has to run efficient I am wondering what the best way is to approach this issue. Of course there you can ...
0
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1answer
73 views

LinearProgramming behavior

Consider the following linear programming problem: ...
0
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0answers
38 views

Faster evaluation of an expression for brute force optimization [duplicate]

I'm trying to bruteforce an optimization problem and I want to generate roughly a million function evaluations. I was wondering what would be the best for me to do in terms of having the expressions ...
3
votes
3answers
282 views

Fastest way to check if an expression contains all symbols from a list

I need to execute this function thousands of times, and the faster, the better. I came up with two versions, but wanted to see if you can come up with an even faster way. Is there a better way? I use ...
5
votes
0answers
124 views

NMinimize seems to call function with the same values multiple times

I have to minimize a function where the evaluation of one parameter set takes very long (around 5sec) and discovered alongside, that NMinimize seems to call this ...