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

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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 ...
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0answers
29 views

Minimization of a non-linear objective function subject to linear constraints

I have solved a linear program in Mathematica using the LinearProgramming function with arguments of the form LinearProgramming[c,m,{{b1,s1},{b2,s2},...}] i.e. ...
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1answer
40 views

Working precision and pure functions in FindMinimum

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

Identifying critical points/lines of 2/3D image/cubes

Upshot I am interested in identifying critical points of a 3D field/cubes (maxima, minima, tube-like and wall-like saddle points) and 2D field/image (maxima, minima, saddle points). I.e. the ...
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mathematica multivariate question about how to define acceleration

write a function , call it tc, that takes as input the name of a vector-valued function and a value of t and outputs the tangential scalar componenet of acceleration of the function at that time
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1answer
129 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.
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3answers
190 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 ...
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4answers
4k views

Finding Local Minima / Maxima in Noisy Data

I'm trying to find local minima / maxima in noisy data, consisting of data values taken at certain time intervals. Ideally, the function should take a pair of lists (one containing time values and one ...
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1answer
61 views
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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 ...
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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. ...
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1answer
98 views

Optimizing code containing an infinite sum

I have the following expression. It's based on the negative-log-likelihood of a Poisson-Gaussian noise model, i.e. a convolution of a Poisson & Normal distribution. The value $x_{i}$ is the ...
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NMaximize with matrix input

I defined function f[x_, fixed_] := {...}. Here x is an $M\times N$ matrix. I want to maximize $f$ with respect to $x$. I have ...
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Optimizing evaluation of expressions dependent on four variables and containing double summation

I would like to optimize my code which I use to evaluate expressions containing double summation. These expressions are dependent on 3 space variables ($r$, $\theta$, $\phi$) and time $t$ and consist ...
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1answer
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Possible bug / numerical issues with HypergeometricU — any suggestions for a fast workaround?

I've encountered some problematic behaviour with HypergeometricU. I have a probability distribution on the positive integers that takes the following form after ...
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1answer
36 views

NMaximize not substutiting parameters of objective function [duplicate]

NMaximize is not substituting parameters of its objective function. Is there a way to fix that? I have a three line program that exhibits the problem. ...
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0answers
134 views

Solving mixed integer programming using Mathematica

Let $x_{ij}$ be an $n\times k$ matrix defined as follows: $ x_{ij}=\begin{cases} 1, & \text{if }s_i\text{ is assigned to }S_j \\ 0, & \text{otherwise } \end{cases} $ and $S$ is a set of $k$ ...
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0answers
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NMaximize stops evaluating my function when run in parallel

I am trying to maximize the results of a Monte Carlo simulation with respect to some input variables. ...
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1answer
92 views

How to differentiate a geometric sum [closed]

How do I differentiate both sides of the equation shown below with respect to r?
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Problems extending NelderMeadMinimize into 2D

Update The eventual route I followed was to adapt a version of the NM-simplex written in C and link to it with MathLink. Once I've tested this out fully I'll post it here. I've been playing around ...
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2answers
431 views

Find maximum value of interpolation function - obviously wrong result

Minimizing and maximizing interpolation function has already been asked and answered, see here for example. Yet, I observe a strange behaviour. Well, I can understand that the wrong guess of ...
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0answers
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Efficient processing of Special Ordered Sets with LinearProgramming

I'm playing with integer linear programming, especially problems involving lots of constraints which would appear to be special ordered sets. Below is a toy example, three last rows of the matrix ...
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53 views

Listable compiled functions used in NMinimize

This is an example from MMA: cListable = Compile[{x}, (x-1)^2, RuntimeAttributes -> {Listable}] In case of single entry: ...
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Can code optimize code?

Are there functions, programs or packages that deal with optimizing mathematica code i.e. re-writing ineffecive or convoluted code. -This question has haunted me since I joined SE. The background for ...
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1answer
84 views

How to build a list of constraints for NMinimize

Let's say I have aset = {-1, 0, 2}. I would like to create a variable Var that takes values from that set, i.e. ...
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2answers
136 views
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Optimization in Mathematica [closed]

There is a R package called TIMP. By this package someone can fit data to a model. There is a GUI for TIMP called Glotaran. When I fit my data by this package it does not take so much time to get the ...
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1answer
63 views

How to minimize a list of data points?

I have a list called diff1: ...
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1answer
131 views

Finding the minimum of a function

I asked this question Mark Minimum Value in DensityPlot. Another question has come up, or better said, a task: Find the minimum of a function. I haven't been able to write the needed code for that, ...
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0answers
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Maximizing Large Multivariable Function over Region with Parameter Constraints

Brand new Mathematica user here. I have a complicated function to maximize, and thought I would try software like Mathematica instead of taking derivatives by hand. I found some Mathematica ...
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1answer
96 views

Minimizing a function with some restrictions

I need help in finding a way to minimize a function with some complex constraints. I'm not an expert in this field, but I'm still trying to understand if I can do something with my problem. So, ...
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1answer
316 views

How to work with Experimental`NumericalFunction?

This question is intimately connected with previous one: "How to create internally optimized expression for computing with high WorkingPrecision?" Oleksandr R. correctly states in the comment: A ...
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1answer
84 views

Manual maximum likelihood estimation of a mixture with no closed form

Let $X$ be a random variable that is from a mixture of two Lognormals (Lognormals(mu1,sigma) and Lognormals(mu2,sigma)) and set $Y=X_1+X_2+...+X_{10}$ a sum of 10 random variables from this mixture. ...
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how to solve an optimization problem in terms of matrices as the argument

How can I minimize an expression of the form a^T A a where a is a matrix. The following approach does not work if ...
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1answer
55 views

Solving minimum length confidence interval problem

I'm trying to find the minimum length of a confidence interval for the variance from a sample iid with normal distribution. I tried ...
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0answers
100 views

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 ...
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144 views

Simulated Annealing Parameters and Results

I am using SimulatedAnnealing method for a simulation based optimization problem and was wondering if someone can enlighten me on the following features: Is there ...
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0answers
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What is that Root[…] inside the answer represent? [duplicate]

So I am encountering this situation, in which mathematica doesn't give me the answer, but in a form of "Root". How do I interpret this ? what is the number after the "&" represent? How should I ...
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2answers
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Minimize loop optimization

I'm new in Mathematica 10. So far, I have a two variable-function and I've use Minimize to find the optimal solution. Nevertheless, I'd like to make a sensibility analysis and study how this optimal ...
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FindMinimum slower in MMA10

I've recently updated one of my PCs (both have the exact same build) to Mathematica 10. After running the exact same notebook (which has two FindMinimum calls) on ...
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2answers
222 views

Using least independent rectangle area to separate every point

Description I want to add vertical line and horizonal lines between data to make every point have an independent rectangle area. In addtion, every independent rectangle has a number ...
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1answer
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on convergence in optimization [closed]

I am trying to solve a nonlinear programming problem using FindMinimum solver on Mathematica. When I execute, it is printing FindMinimum::eit: "The algorithm does not converge to the tolerance of ...
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1answer
57 views

2D Arrangment/Optimization Problem

Okay, I have a list of angles, call it A. How would I arrange them in a 2D m-by-n grid G such that the distances between each adjacent angle-element (row- and column-wise) is minimized? G has as ...
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How can I name “a[[i]]” the parts of Table “a”? Or how to make Table “a” grow inside FindMinimum?

Let's say I want to minimize a function that uses a Table named a with the Conjugate Gradient Method of ...
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0answers
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Speeding up NDSolve for system of differential equations

I am wondering if there is a way to speed up this function that solves a system of ordinary differential equations with NDSolve? Thus far I've tried specifying a few different methods such as LSODA, ...
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1answer
463 views

Simulated Annealing Convergence

I am using Simulated Annealing method for a simulation based optimization of a process that has 3 variables, using NMinimize. I print the input/output during every ...
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3answers
184 views