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

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Symbolic optimisation in Mathematica

Mathematica does not give me a closed form expression for this; though FindMinimize works well in giving me a numerical output. Can someone help me in getting the symbolic output? ...
6
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1answer
260 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 ...
6
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0answers
67 views

Bug in plotting function using FindMinimum?

While working on an answer to RegionPlot from NDSolve, I came across this strange behavior of RegionPlot and ParametricPlot ...
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1answer
52 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!) ...
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0answers
52 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: ...
8
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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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61 views
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22 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: ...
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2answers
74 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 ...
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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 ...
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1answer
86 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 ...
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0answers
48 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: ...
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0answers
22 views

I am going mixed [migrated]

Why this is wrong ? $ -1=(-1)^{2/2}=((-1)^{2})^{1/2}=1^{1/2}=1 $ Then $1=-1$
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52 views
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50 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 ...
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1answer
91 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
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2answers
769 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
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2answers
136 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: ...
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0answers
79 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 + ...
45
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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
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2answers
72 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 ...
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1answer
68 views
4
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2answers
384 views
0
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1answer
63 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 ...
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1answer
37 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. ...
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0answers
41 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
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1answer
70 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]} ...
7
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4answers
288 views

Finding the point of minimum distance between two parametric functions

I have two functions re and rm, for which I computed the minimum distance between them. Now I would like to add a point at the ...
0
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1answer
271 views

Implementing Rayleigh criterion method for finding the resolution of an optical system

I want to use the Rayleigh criterion to find the resolution of an optical system. I have two functions f1 = Sinc[x]^2 and ...
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0answers
85 views

Is there any way to solve this convex-concave like optimization problem?

This is a bit of a non-standard way of asking a question perhaps but I couldnt even think of writing any code about the following optimization problem. I wonder if it could be at all solvable and if ...
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2answers
92 views

NMinimize/NMaximize is unable to generate initial points

Mathematica 10 generates a warning that it is unable to generate initial points for numerical optimization problems. I picked a particularly simple example. The problem goes away when ...
0
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1answer
96 views

Optimizing Chi-square distance between two distribution

I want to program the chi-square between two distribution Xu and Vu with length N. This function is defined as below: Xu and Vu are real and positive. ...
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0answers
60 views

Updating procedural fitting algorithm to more efficient style?

For some time now, I have used this procedural programming approach to fit data in my research that is too cumbersome for the built in Mathematica functions. (Although this simple example works fine ...
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1answer
89 views

Optimization in MMA for time resolved spectroscopy

I want to fit some spectroscopic data with a model. I detect the fluorescence of something over different wavelengths. The detection over each wavelength is one data set in time. The lifetimes of ...
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0answers
54 views

Using FindFit to return a list of possible best fits

Can I use some variant of FindFit that will return a list of the best fit and some worse fits, not just the best fit? This is for a function where the residual function can have several local ...
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0answers
53 views

Improve on timing of NMinimize

I got a little performance problem with the function NMinimize (it takes mathematica approximately 10 minutes to compute the results). Here i s my sample code: ...
5
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0answers
112 views

PenaltyFunction Option in NMinimize

I am curious if anybody has some experience in using the built-in Option "PenaltyFunction" in any of the numerical optimization functions like NMinimize. According to the documentation the user ...
0
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0answers
36 views

How to set the step in NMinimize

I want to fit multiple data sets with 104 variables. I use NMinimize to do that. I minimize the difference between data and my objective function. How can I tell ...
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0answers
30 views

Optimization of two functions under one common constraint

Is it possible to optimize two functions under one common constraint? So to find the common maximum? For example, Optimization of (* 1 *) x*y^2-x^2 (* 2 *) x*y ...
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1answer
70 views

Matlab's command counterpart in MMA

Matlab has a command that when is used in fminsearch shows the value of the function which we want to minimize and so gives a trend of values calculated for the ...
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0answers
41 views

Speed up numerical optimization (for plotting and solving)?

Briefly speaking, I want to plot a function PIfun[], which its value is based on numerical optimization using NMaximize. It ...
9
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4answers
286 views

How can I efficiently check if a graph is unit distance?

A unit distance graph is a graph that is embeddable in the plane so that every edge has length 1. ...
0
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2answers
58 views

A constraint to RandomReal for sum of numbers equal to arbitrary n

I want to generate some random numbers but respect a constraint. So I use RandomReal[{0,1},N,WorkingPrecision -> 2] I want to fix a constraint in order ...
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0answers
31 views

NMinimize outside the feasible region

I got the following minimization problem. I get a solution if I set constraints1 := L.x >= y; and eliminate constraint 2 from my set of constraints. So ...
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0answers
41 views