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

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Simplifying Expressions for FindMinimum

I am currently trying to apply the FindMinimum function to find the lowest energy of an expression. My current expression as of now is relatively complicated. It is the summation of 48 similar terms, ...
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1answer
148 views

Easy FindMaximum returns a wrong answer

FindMaximum in region is a new function in mma10,but when I tried the following example: ...
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2answers
216 views

Problems finding intersection points between line and generic function

I'm trying to find Intersection points between a line, which is given by 2 points, and a generic function (I want it to be able to handle polynomial functions, circles/ovals, lines and all ...
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0answers
30 views

Interpolating function for data with five independent variables [on hold]

I have to optimize the risk reward of a financial structured product depending on several variables: the tenor (between 12 and 36 months), the type (american, european), the Knock In (KI) ...
11
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0answers
203 views

Bug in plotting function using FindMinimum?

Bug introduced in 10.0 and persisting through 10.2 or later While working on an answer to RegionPlot from NDSolve, I came across this strange behavior of ...
4
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1answer
119 views

NMinimize fails on Mesh?

Context I want to identify the minimum of a solution of a PDE found on a mesh. Problem I do not understand why NMinimize fails on a mesh? As a test case, ...
4
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1answer
293 views

Maximizing functions with Which statements

I'd like to be able to find the maximum value that my Capex function (see below) generates. This is a fairly simple function so I could just add it up but I have more complex functions of a similar ...
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0answers
6 views

Can these steps be converted to a mathematical expression using equations/graph theory/Calculus/Set theory/functions/? [migrated]

Want to convert below algorithm into a mathematical model:- General points 1. Let there be a Connected Directed Graph. G = (V, E) V vertices or nodes E edges. This graph can be seen as a network ...
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0answers
44 views

Can I get a closed form solution using Mathematica symbolically? [closed]

I am working on nonlinear equations for my research. I need to use some software to get a closed form solution of the systems of nonlinear equations. Here is just an example: If I want to get a ...
2
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1answer
123 views

NMaximize and Accuracy

I have a problem with NMaximize which is best depicted by the following figure. The result indicates, that the solution mathematica finds seems to be smooth except a few outliers. How can I get rid of ...
19
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2answers
385 views

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

No explanation needed: Maximize[Cos[x + 1], x] Maximize[Cos[x - 1], x] producing ...
6
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1answer
331 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 ...
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2answers
129 views

Efficient solution for a discrete assignment problem with pairwise costs

Let's consider a simple graph with N vertices, and a corresponding set of N items. The goal of the problem is to assign every item to a vertex on the graph so that sum of a per-edge (that is ...
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1answer
29 views

How can I name to a saved file with the numerical values of some specific parameters? [duplicate]

I'm using some parameters to determine the elements of a list. I want to save this list with DumpSave, but I need to name it with its parameters. For example, I use the following parameters ...
0
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0answers
17 views

How to get rid of numerical scope error? [duplicate]

I am trying to perform a numerical maximization routine on a setdelayed function which involves a numerical integral and I'm getting an error message. The evaluation continues and gives the right ...
6
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1answer
106 views

NMinimize Example from Wolfram Documentation Center

Here is the third example of NMinimize function from Wolfram Documentation Center at Possible Issues section. ...
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0answers
290 views

FindMaxValue vs FindMaximum

I'm studying the maximum value of the following function ...
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0answers
79 views

Appropriate method for a Non-linear Optimisation Problem, With Linear Constraints,

I have a small non-linear, chess related, program with linear constraints and an objective function obtained from a polynomial probability generating function including some decision variables . At ...
3
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1answer
194 views

Using ParametricNDSolve and NMinimize to find accurate interplanetary trajectory arrival periapse radius

I have an interplanetary trajectory simulation that calculates the required velocity (using a Lambert solver) and escape angle for a spacecraft to travel from Earth to Mars. This model does not use a ...
2
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0answers
88 views

Precision and accuracy in NDSolve and NMinimize

I use NDSolve quite a lot and have noticed that setting values for AccuracyGoal and ...
6
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1answer
102 views

ParametricNDSolve[ ] and NMinimize[ ] in Combination

I have the following code that is used to simulate a spacecraft orbiting Mars, and uses ParametricNDSolve to vary the spacecraft's initial conditions using a parameter value ...
50
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5answers
12k 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 ...
0
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1answer
45 views

Finding function by constraints

I have the following coefficient finding problem: f[x] := a * Log[b*x + c] + d Constraints: f[0] = 1 f[80] = 0.5 I want to find the coefficients of f that ...
6
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0answers
131 views

NMinimize with NIntegrate (crash in symbolic evaluation, memory leak)

This is a "common" problem from what I've seen, but with a different spin. I have a function I use often that finds a fit of an expression to another expression with some free parameters (e.g. for ...
4
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1answer
239 views

How to draw a tropical surface?

By definition, a tropical surface in $\mathbb R^3$ is the set of points $(x,y,z)$ where the maximum $f=\max(f_1,f_2,\dots,f_n)$ is attained at least twice, here $f_i$ stand for some linear functions ...
5
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1answer
245 views

Need help with the Lagrange multiplier method

Well I am new to Mathematica and got really stuck solving this problem. In class, I was ask to use the Lagrange multiplier method to find the maximum and minimum value of $f(x,y) = x^2+y^2$ which ...
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0answers
32 views

Method used by NMaximize with a binary linear problem

I'm using Mathematica 7's NMaximize to solve a linear programming problem with thousands of 0/1 integer variables, thousands of linear constraints and a linear target. I suppose I could use ...
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2answers
73 views

Maximise a function over one parameter that is continuous, and one that is discrete

I have a function that I would like to maximise with respect to two parameters: one continuous, another which is discrete. A simple example of this might be the following: ...
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0answers
33 views

Optimization over 6 vectors

Suppose I have an expression which depends on 6 unit vectors (3 dimensional). Hence, I need to optimize over 12 parameters (every vector contains 3 parameters, but one we can reduce by considering ...
2
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1answer
59 views

i need a swap mutation code (genetic algorithm) in Mathematica?

I'm working on GA coding to optimize the locators position in fixturing system to minimize the error in precision manufacturing.I need a code for mutation (genetic algorithm) in Mathematica. Here, I ...
0
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1answer
134 views

Minimizing using indices, error: Part::pkspec1: The expression cannot be used as a part specification

I want to use Minimize where the variables to minimize are indices pointing into an array. Here a MWE that hopefully shows what my problem is. ...
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0answers
34 views

Numerical minimization hangs at some steps

Let me briefly explain what I observe and cannot really explain by myself. I occasionally use NMinimize to find optimal parameter sets and sometimes it happens that ...
1
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0answers
184 views

Solve set of non-linear equations with least-squares-fitting - constrain results?

I'm trying to solve a set of functions to determine the material properties from a set of measurement values. (To set up this method I just want to fit my model with some already calculated data). My ...
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0answers
41 views

Calculations using imported .csv files

How do I co calculations after I have imported two files (in my case .csv files). I want to take the average of the columns/ rows and then display them to the user in a new chart. Example A1 of one ...
2
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1answer
52 views

Transforming an Optimization Problem into a multi-vector Optimization Problem

I am sitting on an MultiAgent optimization problem trying to solve for a quadruple of variables {e,l,b,c} In a single agent (...
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0answers
45 views

L1-Norm Minimization

I need the function for the L1-Norm Minimization problem formulated here https://reference.wolfram.com/language/tutorial/ConstrainedOptimizationLinearProgramming.html#261990371 ...
4
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1answer
100 views

Question about FindMaximum

I must advise you that I am an almost total novice in mathematica.. However here is my very simple question.. I know the command FindMaximum[{f},{x}] to find the maximum point and maximum value of a ...
7
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1answer
127 views

Finding the least positive integer satisfying a quantified statement

I'm studying the convergence of the sequence of functions $f_n:[0,1]\subset\mathbb{R}\to\mathbb{R}$ defined by $$f_n(x)=n^2x(1-x^2)^n$$ for $n\in\mathbb{N}$. These functions converge pointwise to the ...
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0answers
40 views

reset the value of a variable [closed]

Folks, I have a problem in populating a matrix without overriding the values. After performing computations for various values for j, I want to store these values in following matrix. Here is the ...
6
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4answers
175 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 ...
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0answers
54 views

Finding the global extrema of a surface? [closed]

I am trying to figure out how to find the global extrema of the function surface shown below and can't seem to get answers that make any sense. I am using the FindMinimum and FindMaximum functions ...
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1answer
120 views

Fibonacci Line Search Method

I am attempting to write a code to find to bracket the minimum of a function using the Fibonacci Line Search Method, I believe my code is well written but I am not ...
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0answers
66 views

How to solve two point boundary value problem numerically

I'm new to mathematica and I'm interested in solving the following optimal control problem: $$ \min_{\rho_1,\rho2}\int_0^Te^{-\beta t}(Nd(t)+\rho_2y_2(\rho_2k_2-C_2)+\rho_1y_1(\rho_1k_1-C_1))dt $$ ...
0
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0answers
102 views

How to optimize a cost function which involve the solution of a ODE system using the NMinmize?

I have created a cost function, the value of which depends on the solution of a ODE (ordinary differential equation). The parameters of the ODE are not determined, and my goal is to determine them ...
0
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0answers
54 views

Finding values of a variable fitting a function and minimizing a list of expressions

I am trying to implement bootstrapping (https://en.wikipedia.org/wiki/Bootstrapping_(finance)) of CDS curve. To implement it I am trying to minimize a series of expressions so that each expression is ...
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0answers
79 views

Fun/Frustration With Coding Coding Theory

I have code following from this post: http://math.stackexchange.com/questions/1317722/fun-frustration-with-coding-coding-theory I think I am done with the code, but now I face a single problem. The ...
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1answer
58 views

Find a minimum value which satisfies an equation

I have to find a minimum value of "a" which makes x=-a+b+c, y=-a+b+c^2 positive where a>1, 0 ...
1
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1answer
65 views

Problem in minimizing expression

I am trying to implement bootstrapping (https://en.wikipedia.org/wiki/Bootstrapping_(finance)) of CDS curve. To implement it I am trying to minimize a series of expression. The minimum value of ...
2
votes
2answers
97 views

Finding Minimium Periapse Distance Between Spacecraft and Planet

I have the following simple model that simulates a spacecraft orbiting Mars. What I'm hoping to do is be able to find the periapse radius of the spacecraft as I did below, except instead of using ...