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

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5
votes
1answer
260 views

Is there any strategy to have a compiled version of FindFit or NonlinearModelFit?

Disclaimer: This is not a precise question with a definite answer. I know that neither FindFit nor NonlinearModelFit is in the ...
2
votes
1answer
188 views

How to find Lagrange multipliers corresponding to constraints?

I have a constrained optimisation problem that I solved using Mathematica's FindMinimum function. I would like to know how to get the dual variables corresponding to the constraints I have. Obviously ...
0
votes
0answers
126 views

Set first line in CSV as header in mathematica list

New to stackexchange. Need some help with mathematica - also new to this!. I have a CSV file with 80 something columns and 6000 something rows = 500,000ish elements in total. I am trying to import ...
0
votes
1answer
85 views

NMaximize against LinearProgramming [closed]

i'm starting my studies of Operational Research with Mathematica and i'm stuck on a problem with 12 variables. In fact, I was able to solve the problem using ...
0
votes
0answers
108 views

How to speed up my code with constructing matrices

I have run this program for a long time to get the result for n = 2048(about 5hours) and no more result till now (can't run with n = 4096). I would know how to make it more efficient. Any help or ...
1
vote
1answer
130 views

How to determine if directories with executable permission and not

I have some directories that have the UNIX executable permission some does not. What tests could I write in Mathematica to test it?
-1
votes
1answer
62 views

Search optimum on connected simulation

Do you know how can I find minimum/maximum of a simulation written in a Module. The simulation calculates a potential value to a territory after some steps. It would seem like this: ...
2
votes
1answer
147 views

Symbolic quadratic constrained maximization with non-negativity constraints?

Dear Mathematica users, I attempted to maximize the below quadratic function K, subject to x1+x2<=A, and a series of ...
-1
votes
1answer
153 views
15
votes
1answer
303 views

Bug in plotting function using FindMinimum?

Bug introduced in 10.0 and persisting through 10.3 or later While working on an answer to RegionPlot from NDSolve, I came across this strange behavior of ...
1
vote
1answer
111 views

Why does NMaximize does not follow the constraints that were given to it?

(someone may want to mark it as a duplicate, but I still have to ask! I just can't figure out why!) ...
1
vote
1answer
97 views

The problem (time) caused by ?NumericQ

In here, I asked a related (similar) question. Using ?NumericQ seems have slowed down the entire calculation. But I now have a more serious problem: ...
1
vote
0answers
77 views

What are the differences between these functions when used for NMaximize?

In short, the question is how to construct the function you want to optimize? ...
0
votes
0answers
37 views
6
votes
4answers
199 views

Minimizing a function with a constant $l > 0$

I'm VERY new to Mathematica and would like some help with minimizing a function. $$f(x) = \frac{1}{2} \sqrt{\frac{\left(l^4+x^4\right)^2}{l^4 x^2}}$$ I want to find which $x-value$ (probably ...
1
vote
2answers
132 views

Incorporating the minimum and maximum of the function in a Dynamic plot

I'm working on my project for class and it's supposed to be a graph that can take functions from the user and display it along with finding the max and min of the graph. But I just don't know how to ...
0
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0answers
73 views
0
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0answers
59 views

NMinimize tries to find the fit to paramters which are not in the objective function

Consider the codes below: fun[x_] := (x - 4)^2 NMinimize[{fun[x]}, {x, y}] it returns: ...
1
vote
1answer
80 views
0
votes
0answers
97 views

Constrained Nonlinear Optimization with expectations functions in the constraints

I am modeling an optimal compensation contract with a CRRA utility function : ...
0
votes
0answers
207 views

Optimization method L-BFGS-B

I am comparing a result of optimization using R and Mathematica. Mathematica (NMaximize) has found a significantly better (global optimum) result then R (using ...
0
votes
1answer
116 views

Optimizing a System of 5 Equations

I have a system of 5 equations that each define a parameter for a metal I-beam. The common variables are beam width (W), web thickness (Tw), and flange thickness (Tf). I would like to find the best ...
6
votes
2answers
157 views

Test existence of a path from one side of a graph to another

I'm trying to determine how I can test if a path exists from one side of a graph to another as efficiently as possible. If I have the Lines given by: ...
5
votes
2answers
105 views

Optimization problems over the Integers

Should be an easy question. How can I define a function which gets only integers in a form that I can use to find max and min for instance? Example: Find the Max of the expression ...
0
votes
1answer
68 views

Problem in LinearProgramming [closed]

I wrote a integer Linear programming where matrix c, m and b are: ...
0
votes
1answer
139 views

Array element problem in optimization

I have the following piece of code in Mathematica: ...
0
votes
1answer
106 views

FindMinimum runs out of Memory

I have a function which runs fine when I evaluate it. However, when I try to find its optimal parameters using FindMinimum it quickly consumes all available memory ...
2
votes
1answer
200 views

Finding maximum value with LinearProgramming command

So here is a HW problem I was assigned: *Thriftem Bank is in the process of devising a loan policy that involves a maximum of $12 million. The following table provides the pertinent data about ...
1
vote
1answer
49 views

Minimization problem in a subset of Complex matrices

I would like to minimize $||\mathbf{A} \rho -v||$ (where $\rho , v$ are fixed vectors) with respect to the matrix $\mathbf{A}$ elements, but with $\mathbf{A}$ in a subset of complex matrices (i.e. ...
4
votes
2answers
551 views

Finding minimal distance between two surfaces

This code will display two parametric surfaces: ...
0
votes
0answers
58 views

Transform NMinimze into LinearProgramming formulation

I have the following maximization problem that I currently try to solve with Minimize/NMinimize. Unfortunately, this kind of solution method takes really long for large systems of equations and ...
2
votes
1answer
139 views

Array in Sum in Minimize - error “Part specification x[1] is neither a machine-sized integer”

Help please M = 10; z = Array[x, M] {x[1], x[2], x[3], x[4], x[5], x[6], x[7], x[8], x[9], x[10]} ...
3
votes
2answers
510 views

NMinimize/NMaximize is unable to generate initial points

Mathematica 10 generates a warning that it is unable to generate initial points for numerical optimization problems. I picked a particularly simple example. The problem goes away when ...
1
vote
0answers
102 views

Is there any way to solve this convex-concave like optimization problem?

This is a bit of a non-standard way of asking a question perhaps but I couldnt even think of writing any code about the following optimization problem. I wonder if it could be at all solvable and if ...
3
votes
3answers
252 views

How to shade a plotted region in specific direction?

I am using RegionPlot to plot a linear program maximize 30x1+25x2 with the constraints ...
0
votes
1answer
268 views

Optimizing Chi-square distance between two distribution

I want to program the chi-square between two distribution Xu and Vu with length N. This function is defined as below: Xu and Vu are real and positive. ...
1
vote
0answers
82 views

Updating procedural fitting algorithm to more efficient style?

For some time now, I have used this procedural programming approach to fit data in my research that is too cumbersome for the built in Mathematica functions. (Although this simple example works fine ...
0
votes
0answers
129 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: ...
1
vote
1answer
198 views

Optimization in MMA for time resolved spectroscopy

I want to fit some spectroscopic data with a model. I detect the fluorescence of something over different wavelengths. The detection over each wavelength is one data set in time. The lifetimes of ...
10
votes
0answers
250 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 ...
1
vote
0answers
67 views

How to set the step in NMinimize [closed]

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 ...
1
vote
1answer
127 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
votes
0answers
84 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 ...
0
votes
2answers
100 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 ...
1
vote
0answers
118 views

Using NMinimize to solve the Multi Commodity Flow problem

I have the following optimization problem and I was hoping to solve it with NMinimize. Unfortunately, I don't get the desired result. I would like to get an optimal vector for $d_{e}$. This is how ...
1
vote
0answers
139 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 ...
2
votes
1answer
210 views

Working precision and pure functions in FindMinimum

I have this function: fun = (# - 5.0)^2.0 & Then, I want to find the minimum: ...
2
votes
0answers
68 views
6
votes
3answers
295 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 ...