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

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Can MMA can solve this min-max optimization problem symbolically?

I have a nonlinear optimization problem with linear constraints. How to solve this? $\sigma_i$ and $\rho_i$ are the optimization variables. $\min\hspace{1mm}\max{D_1,D_2}$ subject to ...
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1answer
44 views

Optimization of the solution to an ODE

Apologies if this is obvious -- I'm very new to Mathematica. I'm trying to minimize the solution to an ODE with respect to a variable. The following code generates the solution to the ODE, ...
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0answers
47 views

Minimize: which algorithm is in use?

How can I know which algorithm has been used by Minimize to solve a given problem? Can I force Minimize to use a specific ...
2
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1answer
39 views

Finding parameters with NMinimize doesn't do any steps

To find the best fit for an SVM, I have to constantly re-train my classifier with different parameters based on the result of the test set. I created a helper function which trains the SVM with the ...
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0answers
45 views

Minimize variable domain neither real nor integer [on hold]

In Mathematica, can I have a variable domain something like x ∈ {1, 1/k}, where k is a constant? In my problem formulation ...
1
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1answer
54 views

FindMinimum step size too small

I'm running a simulation of an electromagnetic system using Radia, an external code that is run from Mathematica. I want to use FindMinimum to determine some ...
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0answers
28 views

Conditioned Minimum [on hold]

How do I say to NMinimize that I want to know the point $(x_{0},y_{0},z_{0})$ where the minimum of a function f[x,y,x] is ...
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0answers
42 views

Getting error message from Minimize [on hold]

I have acountered a problem I can't fix on my own, even though the problem seems quite simple. Problem The objective function (<<1>>) should be scalar-valued >> It occurs in the very end ...
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1answer
58 views
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37 views

NMinimize to Optimize Parameters for Quarter Car Model

I am very new to Mathematica and am trying to simulate a mountain bike suspension by using a quarter-car model and I have input a displacement vs time road profile for two bumps for the excitation. ...
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0answers
99 views

Absolute minimum of a function

I would like to ask for some recomendations in order to get a faster result of a function evaluation to get the absolute minimum. In my desperate moments I have written the following code to get the ...
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0answers
39 views

Constraints not taken into account [on hold]

I'm trying to minimize a function max according to three parameters (a,b and c), upon which I've attempted to put a few constraints. Although some are respected, others are not, which kind of defeats ...
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1answer
34 views

How do I Maximize over a Cuboid region?

So, I want to, say, find a maximum value of $|x_1x_3+x_1x_4+x_2x_3-x_2x_4|$ in a unit cube in 4D; how do I do that? I've tried ...
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3answers
92 views
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0answers
33 views

From “NMinimize::nosat: Obtained solution does not satisfy the following constraints within Tolerance”, can prove something?

I got a very very complicated function G[r1,r2,F1,F2] to minimize. It has four variables, r1,r2,F1,F2. When I introduce the ...
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0answers
49 views

Find absolute minimum with NMinimize method

Hello Mathematica Bloggers. I'm facing up a problem with NMinimize[] in Mathematica. I need to find the best fit for some ...
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0answers
28 views

How to set step size in FindMinimum?

My initial guess is very close to the solution. So I want step size is to be very small. Is there anyway to control the step size in the findminimum function?
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0answers
39 views

How to solve a constrained minimization problem?

I unsuccessfully tried ClearAll; Minimize[x^(8/5) + y^(8/5) + z^(8/5), x*y*z + x^2 + y^2 + z^2 == 4, {x, y, z}] No output during few hours. I am interested in ...
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0answers
6 views

norm and lipschitz condition [migrated]

If x,g,y,z,v are square matrices, then is it possible to seperate the terms in |x(t-u)g(u,y(u))z(t-u)-x(t-v)g(v,y(v))z(t-v)| to apply lipschitz condition on 'g' if norm(x)=max(x(t)) and ...
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0answers
52 views

“PostProcess” and “Tolerance” in DifferentialEvolution? [closed]

What is "postprocess" option in DifferentialEvolution method (for instance when using ...
1
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1answer
41 views

Step Monitor option in DifferentialEvolution

Using the "Step Monitor" option what exactly do I read? Does it show me the "best solution" for each population? Or does it show me each search point in the population? Also is there an integrated ...
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3answers
226 views

How to describe the convex hull of a set of points as an implicit region for optimization?

Last edit: 2016-05-03 A.G.'s answer was the one helped me the most, see explanation at the end of this question. Original question In Mathematica you can create out of a set of points in 2D and 3D ...
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1answer
75 views

Problems with NMaximize [duplicate]

The Objective function I would like to Maximize takes less than a second to evaluate. There are several packages needed to evaluate it, so I'm not showing it here. ...
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2answers
40 views

Time limit NMaximize [closed]

Is it possible to time limit NMaximize? It is taking so long to evaluate my minimum, that I would like to see if it is doing what I expect it to do. So I was thinking of time limiting it in order to ...
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0answers
55 views
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31 views

Is it possible to get the error estimates of predicted values computed by FindMinimum using the Levenberg Marquardt method?

I use the LevenbergMarquardt method of the FindMinimum function to minimize a residual function (mathematical-optimization). This residual function is computed from experimental data and the solution ...
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0answers
43 views

Check if interpolated function passes through a specified region

Is there an efficient way to check if a curve that was obtained as an Interpolating Function (from solving differential equations numerically) passes through a given region? I am solving for two ...
3
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1answer
66 views

Pareto optimal fronts using internal function?

Reading this question: How do I estimate the Pareto front in my multiobjective optimization problem? I found @Daniel Lichtbau's interesting answer. Yet I don't know how such an "internal function" ...
3
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1answer
116 views

Optimize a parametric matrix to get a lowest possible eigenvalue

This question is a followup of Plot the lowest eigenvalues of a parametric matrix Now I can get the lowest eigenvalue LowEign(t) of the matrix for a given t numerically. When I plot the LowEign ...
3
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3answers
93 views

Can I hold a condition in NMaximize/NMinimize?

I'd like to use NMaximize/NMinimize with the condition ...
2
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3answers
152 views

Use NMinimize instead of FindFit for constrained search (of coefficients)

(My problem is more complex, but let us formulate it through this example) I am trying to find the best polynomial approximation to the following function ...
2
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0answers
221 views

How do I estimate the Pareto front in my multiobjective optimization problem?

I need to minimize a function of two parameters that gives two "stress" outputs {A,B} = f[tau,mu]. How do I estimate (even roughly), the Pareto front for this ...
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2answers
99 views

Find the minimum element of a row of a matrix and its column index for each row

I am trying to find the minimum value of a row of a matrix and its corresponding column. Please run the code below. OptV is the matrix that I would like to create which must give the output of the ...
2
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1answer
52 views

recursively structuring a multivariate numerical optimization

Suppose that I want to partition the unit interval [0..1] into four subintervals whose max length is as short as possible. I can ask Mathematica to: ...
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0answers
45 views

Value Iteration (Recursive iteration) to Minimize (Optimize) a Function

I have a function that I call as "Value". I am trying to find the minimum of this function and this function is a function of 4 other functions. One of these four functions is recursive based on the ...
2
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0answers
70 views

Complicated implicit plotting - can it be tackled?

I'm quite new to Mathematica and have already spent tons of time on problems of this type, browsing through tutorials and topics here. I'm now coming to conclusion that it cannot be done and am about ...
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3answers
480 views

How to find local minima of data using PeakDetect

One of the great new function in v10 is PeakDetect. It can detect peaks (local maxima) according to desired sharpness as shown in this example: ...
6
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3answers
1k views

Finding all maxima and minima of a function

To find all (global and local) extrema of a function in $\mathbb R^3$, I have written the following. Example function: ...
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1answer
58 views

Verify angle pi/4 maximizes launch range [closed]

I'm solving the equation of motion for a projectile in the x, y plane and got this: R = v0^2 sin(2 theta) / g where R is the range of how far the object will ...
2
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1answer
47 views

best way for finding approximate root of monotonic sawtooth like function

First I will generate such kind of monotonic sawtooth like function called func ...
0
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2answers
109 views

A case of complicated fitting of multiple datasets

I've stumbled upon a difficulty while trying to do some fitting which may be called sorta complicated. I'll try to introduce my problem step by step. To begin with, I have a number of datasets ...
2
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1answer
101 views

Maximize a variable in NSolve Function

I want to solve a set of trigometric coupled equations with the NSolve funcion while at the same time trying to maximize a variable which has to be real and between ...
9
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0answers
95 views

LinearProgramming returns an invalid null solution that apparently doesn't satisfy constraints without any warning

Bug introduced in 10.3.1 or earlier and persisting through 10.4.1 While searching to answer the question Solving the magic backyard puzzle with MMA at some time I composed a set of arguments ...
6
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3answers
304 views

Indicate minimal path sum

Described on the page: http://www.mathblog.dk/project-euler-81-find-the-minimal-path-sum-from-the-top-left-to-the-bottom-right-by-moving-right-and-down/ It is an example of the solution indicated in ...
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2answers
59 views

find all global minima (there is more than one global minimum)

I have a function with two global minima, I would like mathmatica to find both of them. for example I have the function: and I'm trying to find both global minima using: ...
3
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1answer
220 views

Minimize sum of array elements subject to conditions

I have array where each point at different times are shown parameters ...