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

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0
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2answers
39 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 ...
0
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0answers
38 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
61 views

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

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 ...
13
votes
0answers
290 views
+200

Convex optimization

I am playing with some Compressed Sensing (think single pixel camera) applications and would like to have a Mathematica equivalent of a Matlab package call Convex Optimization (CVX). Specifically, I ...
1
vote
1answer
68 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: ...
6
votes
1answer
269 views

Speeding up the non-negativity algorithm for multilinear function with interval probabilities?

The algorithm is a branch-and-bound algorithm that calculates the non-negativity of a multilinear function with interval probabilities. The lines 9-11 has an optimization that is explained on the ...
0
votes
0answers
41 views

Using Jacobi Method [closed]

I am solving matrix with Jacobi method on Mathematica 5.2 Got problem, It needs to be 40 iterations, Initial approximation is x1=0, x2=0, x3=0 Please help to fix it. In[14]:= !(* RowBox[{( (Q5) ...
1
vote
1answer
65 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
41 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
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0answers
41 views

Why NMinimize doesn't work [closed]

I have some problem with my code. I need to find root for functional equation F(x)=0, where function F is complex subroutine that uses some external programs for calculation and after all routines ...
8
votes
1answer
1k views

Linear programming with many variables and parameters

I am trying to reconstruct the answer that is given in this report. (page 153 in Appendix B; Section B.2.1). They are given variables, parameters, constraints, and the objective function to minimize. ...
2
votes
1answer
569 views

Inequalities with assumptions and constraints

I'm using Mathematica 8 I've been searching the net without luck for this specific solutions: Suppose I have an inequality f(x;M,m)>0 where I KNOW that M>4m and m>0. How can I let Mathematica know ...
0
votes
1answer
67 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
1answer
89 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?
0
votes
0answers
32 views

How to solve a multi-vector optimization problem efficiently?

How to efficiently solve a optimization problem which involves multiple vectors? My optimization problem is: $\min_{\bf{K}_{i}} \sum_{i<j}\left[\bf{t}\cdot(\bf{K}_i-\bf{K}_j)\right]^2$, s.t. ...
0
votes
0answers
97 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 ...
0
votes
1answer
45 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: ...
10
votes
2answers
195 views

What is the difference between FindFit and NonlinearModelFit

I cannot get the difference between these two fitting functions in Mathematica. I even read in MMA that the result of these two are the same.
8
votes
3answers
264 views

Collatz optimization

I'm VERY new to Mathematica programming (and by new I mean two days), and was solving Project Euler question 12, which states: Which starting number, under one million, produces the longest ...
2
votes
1answer
96 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 ...
7
votes
0answers
120 views

Bug in plotting function using FindMinimum?

Bug introduced in 10.0.1 (or 10.0.0) and persisting through 10.0.2 or later While working on an answer to RegionPlot from NDSolve, I came across this strange behavior of ...
1
vote
1answer
60 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
0answers
61 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: ...
0
votes
0answers
29 views

Maximization of n-variable and n-constraint in matrix form

I am trying to do some maximization using matrix algebra: very simple one is with n = 3 as the following: ...
1
vote
2answers
82 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
36 views

3D Ploting in Mathematica Function is getting smeared [duplicate]

A = x^2 + y^2 + Sqrt[x^2 + y^2]; B = x^2 + y^2 - Sqrt[x^2 + y^2]; Plot3D[{B}, {x, -1.5, 1.5}, {y, -1.5, 1.5}] I want to remove this sky blue region from the ...
3
votes
1answer
95 views

Calculate the relationship between the duration of two oscillating functions

I am trying to quantitatively determine the relationship between the length of two oscillating functions. Meaning, what is the duration of the green spike in relation to the blue square? Does anyone ...
0
votes
0answers
52 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: ...
0
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0answers
57 views
0
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0answers
58 views

Optimiazation 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
93 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 ...
19
votes
2answers
784 views

Optimization with assumptions

I have the following problem, when I am trying to optimize function with pre-defined assumptions. I am using Mathematica 8 and I wrote the following simple code ...
5
votes
2answers
139 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: ...
1
vote
0answers
94 views

Mathematica + System Modeler or Matlab + Simulink [closed]

I want to learn control systems(Using Ogata Modern Control Systems Book) and I am not sure in which should I invest : Matlab+Simulink+Control systems = aprox 220 euro Mathematica + Workbench + ...
46
votes
4answers
9k views

How to find all the local minima/maxima in a range

I want to find : all local maxima in range all local minima in range From those points I can interpolate and combine functions upper and lower boundary. What I am really interested in, is the ...
5
votes
2answers
77 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
72 views
4
votes
2answers
393 views
0
votes
1answer
67 views

FindMinimum runs out of Memory

I have a function (its rather long, but does not matter) which when evaluated (1000s of times) runs fine. However, when I try to find its optimal parameters using ...
1
vote
1answer
39 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. ...
0
votes
0answers
43 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
75 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]} ...