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

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8
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1answer
420 views

How trustworthy is NMaximize?

Suppose I solve a constrained optimisation problem using NMaximize. How confident can I be of the accuracy of the result? For concreteness, suppose that F,G are ...
1
vote
1answer
71 views

Variables input generation for Minimization in High dimensional space [duplicate]

I'm currently doing optimization in a high dimensional space. I was thinking of giving FindMinimum (or NMinimize not certain ...
0
votes
0answers
40 views

How to evaluate NMinimize inside a function

I want to define a function that returns a sum of differences of some points to a given function. To obtain these differences I would like to use NMinimize, but if I implement that straightforwardly, ...
1
vote
2answers
208 views

Problem with FindMinimum

I am struggling with a problem on fitting a function to my data using FindMinimum. The problem is related to small angle x-ray scattering and my approach is the following: I define the electron ...
0
votes
0answers
25 views

Iterating a model with 2nd order difference equations using Manipulate [duplicate]

I have a model including first and second order difference equations. It works for the case of first difference equation, which is below: ...
2
votes
1answer
156 views

Simple-looking Minimize takes for ever

Consider the following: Minimize[{(ξ - x)^2 + (η - y)^2, a ξ + b η == c}, {ξ, η}, Reals] After asking Mathematica to do this yesterday afternoon and forgetting ...
1
vote
2answers
123 views

optimization of CountourPlot with NIntegrate

I have to use ContourPlot with a complicated function depending on 2 parametrs (that I cannot report here) that contains numerical integrations. Here is a simple ...
1
vote
1answer
142 views

Using FindMinimum with matrix input

I define the following function which spits out a number S when I feed it a dxd square matrix: ...
2
votes
0answers
194 views

How to plot feasible objective space of a Generic Multiobjective Optimization problem?

As you know, a generic Multiobjective optimization problem can be stated as follows: $min{\space}F(\bf{X})=[f_1(x),...,f_n(x)]$ $h_k(x)=0{\space\space\space} k=1,...,n_e$ ...
5
votes
2answers
154 views

NMinimize in one-dimensional Interval

An Interval should be a one-dimensional region, so a region. I tried to minimize a function over an interval, e.g.: ...
5
votes
0answers
286 views

Packages for Semidefinite programming

This question has already been asked here. I am not sure, whether I should have asked this question as a comment of an old question or in the general programming forum of stackexchange. Moderators ...
-1
votes
1answer
98 views

Black Ovals appeared in my Mathematica notebook [duplicate]

I copied and pasted something from another Mathematic notebook and started getting the same black ovals seen in this question: Colored marks appearing in notebook input text? The suggestion to turn ...
1
vote
2answers
102 views

Does FindFit use symbolic differentiation?

Does FindFit use symbolic differentiation when optimizing by least squares a non-linear function?
6
votes
0answers
243 views

How to determine reason for kernel crash? -> Nelder Mead optimisation

I am making use of the Nelder Mead algorithm inside Mathematica's NMaximize to find a parameter set by solving the Schrodinger equation for a given system. (see ...
2
votes
1answer
131 views

Maximizing the number of zero entries in a matrix

I have a matrix with a bunch of parameters in its entries, they all come in different combinations in different places of the matrix. I can post the matrix itself if requested, but I think what I mean ...
1
vote
2answers
126 views

Maximum likelihood estimation based on frequency table

I have a frequency table of grades, I'm trying to estimate the distribution as a truncated normal distribution (a grade below 65 is a failing grade and doesn't count). Since I don't have the actual ...
1
vote
0answers
180 views

Nash equilibrium in game theory?

Are there examples of the solution of Nash non-cooperative games with mixed or pure strategies? How could be implemented in Mathematica 10?
-1
votes
1answer
78 views

My code of plotting a two-variable function is too slow [closed]

I have a code in which my complicated function to be plotted is F(x,p). I would like to graph it for 5 values of p equal to 10^7, 10^8, 10^9, 10^10 and 10^11 for x values between 0.01 and 0.99. All ...
1
vote
1answer
182 views

How to properly apply NumericQ or s.th. similar here? - NDSolve inside NMaximize

I wrote a function that numerically solves a given Schrodinger equation and returns replacement rules to obtain the time evolution operator. It looks and is used as follows: ...
20
votes
2answers
423 views

Maximize[Cos[x - 1], x] is not evaluated

No explanation needed: Maximize[Cos[x + 1], x] Maximize[Cos[x - 1], x] producing ...
5
votes
1answer
288 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
221 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
160 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
87 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
110 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
138 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
63 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
157 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
154 views
15
votes
1answer
325 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
133 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
101 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
79 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
212 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
190 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
votes
0answers
73 views
0
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0answers
60 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
92 views
0
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0answers
102 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
244 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
128 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
158 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
114 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
162 views

Array element problem in optimization

I have the following piece of code in Mathematica: ...
2
votes
2answers
220 views

Maximize simple Polynom: Wrong answer

I want to maximize $poly$ under the constraints $g1,g2,g3=0$ ...
0
votes
1answer
112 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
236 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. ...