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

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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 ...
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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
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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, ...
3
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2answers
453 views

Optimization problem with matrix positivity constraints

Is it possible for Mathematica to parametrically find a local minimum of a given function (say of some variable $x$ where $(a,b,c)$ serve as parameters) subject to the constraint that a given ...
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103 views
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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
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907 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 ...
6
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0answers
159 views

Issue with FindCurvePath

I have a problem with the function FindCurvePath. In some cases it crashes the Mathematica 9 Kernel. Here an example, where it crashes the kernel: ...
2
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0answers
300 views

Why my Mathematica 9.0.1 wont work with some samples of Mathematica in Graph Theory?

I updated my Mathematica recently to 9.0.1 cause the previous version was giving me freaky result especially in FindMinimumCostFlow and ...
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 ...
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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. ...
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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 ...
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] ...
5
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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 ...
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 ...
3
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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 ...
4
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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 ...
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. ...
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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
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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 ...
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1answer
73 views

LinearProgramming behavior

Consider the following linear programming problem: ...
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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
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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 ...
1
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1answer
268 views

Domain errors with Maximize/NMaximize

I am trying to maximize a (somewhat) complicated function over probability distribution $p$ and $q$. Here is my input: ...
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1answer
351 views

Symbolic Constrained Optimization

I have a question regarding evaluating constrained optimization problems in symbolic terms. I would like to perform How can I implement the method of Lagrange multipliers to find constrained extrema? ...
0
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1answer
125 views

Maximization of a function within a unit square [closed]

I work in a unit square. I have some conditions under which areas within the unit square are defined. Say for simplicity that there are two conditions which define two areas. For example, if y > 1/2 ...
1
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1answer
286 views

Numerical saddle point problem of a function of many variables

I want to find the following saddle point of the function of 10 variables: . I am not able to find the stationary points by setting the first derivatives to 0, so I need do optimize the function ...
3
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1answer
376 views

Find Chebyshev center of a region by optimization

Let's consider a region like this: The aim is to find the "Chebyshev center" of the region. By using the polygons, one can approximate the perimeter of region by an $n$-gon ($n$ is large enough). ...
0
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1answer
176 views

NMinimize stops with no more memory?

I am using NMinimize function for simulation based optimization. So my objective function is a simulation that runs for every combination of variable values evaluated by NMinimize function. However, ...
2
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1answer
494 views

Finding exact local extrema of simple functions

I want to exactly find all the local maxima of f[x_] := x^4/4 - x^2/2 over the interval [-Sqrt[2], 1 + Pi/10]. The correct ...
0
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0answers
185 views

CUDA 5.5 and Mathematica 9 code problem

In Mathematica 9, I entered the following sample code, but it returns an error. I can not figure what is not right. Any help? ...
2
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0answers
129 views

Combination of linear programming with bilevel optimization

I'm not a programmer really (interested in mathematics actually). Excuse me if I can not coding good. I'm also interested in implementation of mathematics results in programming language. That's my ...
6
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1answer
213 views

Large scale linear programming (Data imported from .mat file)

I tried to run a large scale linear programming with mathematica. I entered the code below: ...
3
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1answer
306 views

$L_\infty$ norm minimization

I write supplemental explanation to render my aim of optimization. First Consider discrete time linear system below: \begin{equation} G(z)=\frac{1-e^{-0.3T}}{z^{100}(z-e^{-0.3T})} \end{equation} ...
3
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1answer
159 views

Mathematica Library

I created a Mathematica packagr and then I used the Needs function to add the library to my .nb file, but when use a function in my .nb file and the function is built in my library it comes up with ...
2
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1answer
127 views

Declaration of variables in large Linear Programming model with NMaximize

I want to solve a large LP problem using NMaximize. This is a small instance of my bigger problem: $$max \sum^{4}_{t=1}(\sum^{4}_{c=1} V_{c}*f_{c,t})\\ s.t\quad ...
19
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2answers
745 views

Schedule programing problem with integer linear programming

I know how to model this question on paper, but I don't know how doing it in Mathematica. Imagine , there is a university student who want to choose courses for this semester and he got the ...
1
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1answer
224 views

How to perform a symbolic minimization?

Can Mathematica determine the symbolic expression in terms of τ that minimizes f[τ] ? ...
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0answers
123 views

How can I say that all quantities need to be positive (and real)? [duplicate]

Can you say at the beginning of a script in Mathematica that you want all the quantities to be positive (and real)? So that in all calculations, only the real values of these quantities will be ...
0
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48 views
2
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2answers
196 views

Nonlinear Optimization with conditional statement

I find Maximize doesn't work well under conditional statement. Here is an example. A car is driving up a slope. I want to find out the largest slope angle the car can drive upwards. I choose the ...
8
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3answers
507 views

How can I complete a correlation matrix with missing values?

I would like to complete a correlation matrix with missing entries, such that the resulting matrix is positive semi-definite. Say I want to find some x and some y in the next matrix that satisfy ...
4
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1answer
148 views

Forcing optimal solution for FindShortestTour

I use FindShortestTour as explained here and it works nicely for a small number of cities. However when I try this with as little as 16 cities, the given tour isn't ...
9
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1answer
308 views

Efficiently filling area with disks located at certain points

Starting from a set of points, I want to fill an area using disks. Each disk's center should be one of the points and the disks should not overlap. I've managed to write a function that, given a list ...