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
43 views

Vector optimization with vector length as a free variable

I'm trying to solve the following problem: For a vector $v$ of length $c$, $\min \frac{\sum v[i]^4}{(\sum v[i]^2)^2}$ subject to $\sum v[i] = N$. I can solve this numerically for a given $c$ using ...
1
vote
1answer
58 views

Optimizing matrix inequalities over trace

I need to solve the following problem. Given $n \times n$ Hermitian matrices $A\geq 0$ and $B_1, ~ B_2$ (need not be positive semidefinite), with $Tr(AB_1)<0~,Tr(AB_2)<0$ construct a ...
6
votes
1answer
293 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
22 views

FindMaximum slow for fixed parameters

I hope my problem can be solved by just showing you this tiny part of my code which does not run on its own. I have an optimization problem and want these functions to work on various data sets. ...
0
votes
0answers
32 views

Parallelize: No speed-up when using with FindMaximum

I have developed a program to compute the maximum value of an specific function multiple times, with different parameter values each time. I've been using the ...
1
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1answer
44 views

Precision of starting values in FindMinimum [on hold]

I am currently working on an optimization of chemical kinetic model. Starting points for FindMinimum are defined as: ...
7
votes
3answers
621 views

Built-ins for discrete ArgMax or ArgMin?

Wondering whether there are discrete versions of ArgMax / ArgMin, that is, something that will find the part of an expression at ...
-1
votes
0answers
11 views

to solve this combinatorial optimization problem [migrated]

\begin{align} &\max_{C,E,S} \begin{aligned}[t] &\sum_{t=1}^{T}\sum_{k=1}^{K}min\left\{{\mu(\alpha_{k},e_{k}(t)),\gamma s_{k}(t)}\right\} \end{aligned} \notag \\ &\text{s.t} \notag \\ ...
2
votes
2answers
90 views

Only one root at specific interval

I need a help to find k here: $f(x)=-k^x + x^2$ It is not too simple. I have interest to find the single value of "k" where, inside interval {x,2,3}, the function have only one value to x when f(x) ...
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. ...
49
votes
4answers
10k 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 ...
22
votes
4answers
5k 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 ...
0
votes
0answers
43 views

Mathematica global optimization add ons

Can somebody tell me the major differences between Global Optimization add on, MathOptimizer Professional, and NMinimize which does global optimization in ...
2
votes
2answers
54 views

Finding large Collatz Sequences, trying to improve speed

Background: I am already very much in love with Mathematica but I am also a novice. So far I have only gathered experience in procedural programming in Python. Generally speaking I am trying to ...
2
votes
1answer
76 views

Simple-looking Minimize takes for ever

Consider the following: Minimize[{(ξ - x)^2 + (η - y)^2, a ξ + b η == c}, {ξ, η}, Reals] After asking Mathematica to do this yesterday afternoon and forgetting ...
2
votes
1answer
115 views

How to implement the dual Lagrange?

I have seen in the Pang book of data mining the following example: ...
0
votes
1answer
44 views

Optimizing complex functions

I am trying to optimize a function containing complex numbers, however I keep running into errors. Consider the simple optimization problem: ...
0
votes
1answer
45 views

Incorporate error bars to best-fit curve [closed]

I have managed to get mathematica to perform a best fit curve. However, I wish to add error bar to the curve, how do I do so?
1
vote
2answers
169 views

How do I disorder a list in Mathematica?

Given a list like this (the original list is much longer), how I can get a completely unordered list and save it in plain text? I change the file names (names at random), using a length of 5 digits, ...
0
votes
0answers
42 views

Some of System words in Mathematica 10 doesn't show right

Does anyone have any idea about why this happens and how to solve it? thanks.
2
votes
0answers
31 views

Where can I find detailed information about the SystemOptions?

I'm looking to optimize my Mathematica script, and I'm willing to go spelunking with low-level system options. The problem is that I've been looking in the Mathematica documentation, but there ...
4
votes
1answer
45 views

FindMinimum's WorkingPrecision behaviour

I discovered the following behaviour when using FindMinimum for constrained optimization: ...
0
votes
0answers
34 views

Convex problem solution

I have the following optimisation problem, where $l,m,n$ are positive. It is a convex problem. I need to find the optimum under a budget constraint. ...
0
votes
0answers
84 views

Is there a way to give Mathematica extra memory?

I am running Mathematica 10 (Student Edition) on Mac OS X 10.7.5 on an old Mac Pro. I have lots of extra RAM that the system isn't touching, and I would like to give some of it to Mathematica in the ...
5
votes
1answer
93 views

Slow-down encountered when using NMinimize with a compiled function

I'm minimizing a large function. Evaluating the function is very slow symbolically but using Compile I can get ~100x speed-up on this step. However, despite this, the NMinimize process is only ...
0
votes
0answers
54 views

How to properly pass function as argument here? --> NMinimize & NIntegrate involved

I had a problem of a similar kind here which was solved. Now after changing a few things in my problem setting I am suffering from the following problem. Let me first introduce methods/functions that ...
1
vote
1answer
85 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: ...
6
votes
1answer
194 views

How trustworthy is NMaximize?

Suppose I solve a constrained optimisation problem using NMaximize. How confident can I be of the accuracy of the result? For concreteness, suppose that F,G are ...
1
vote
1answer
42 views

Getting result from Maximize

I'm trying to get maximization result from Maximize function to use it in later calculations. At the moment I use the following code: ...
0
votes
0answers
21 views

Variables input generation for Minimization in High dimensional space

I'm currently doing optimization in a high dimensional space. I was thinking of giving FindMinimum (or NMinimize not certain ...
13
votes
1answer
689 views

Is Mathematica `ContourPlot` function really so efficient?

I wanted to find the roots of the function $f(x,y)=\sin(3.2x)\sin(1.3y)-2.1 \sin(1.3x)\sin(3.2y)$. This is what the function looks like: ...
0
votes
0answers
24 views

Tricks to speeding up optimisation of a function involving a heavy integration

This is the code, and energycoeffs[] is the function that takes in a dxd matrix and spits out a scalar value. ...
1
vote
1answer
105 views

Using FindMinimum with matrix input

I define the following function which spits out a number S when I feed it a dxd square matrix: ...
1
vote
0answers
96 views

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 ...
0
votes
0answers
40 views

Problem with the laplace transform

I am trying to write a program in mathematica to solve green's functions, like the following. They come up all the time in Quantum Field Theory. I have learned, student's can sometimes see it better ...
0
votes
0answers
25 views

Iterating a model with 2nd order difference equations using Manipulate [duplicate]

I have a model including first and second order difference equations. It works for the case of first difference equation, which is below: ...
1
vote
2answers
90 views

optimization of CountourPlot with NIntegrate

I have to use ContourPlot with a complicated function depending on 2 parametrs (that I cannot report here) that contains numerical integrations. Here is a simple ...
1
vote
0answers
69 views

How to plot feasible objective space of a Generic Multiobjective Optimization problem?

As you know, a generic Multiobjective optimization problem can be stated as follows: $min{\space}F(\bf{X})=[f_1(x),...,f_n(x)]$ $h_k(x)=0{\space\space\space} k=1,...,n_e$ ...
20
votes
1answer
482 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 ...
1
vote
2answers
81 views

Does FindFit use symbolic differentiation?

Does FindFit use symbolic differentiation when optimizing by least squares a non-linear function?
4
votes
0answers
57 views

Packages for Semidefinite programming

This question has already been asked here. I am not sure, whether I should have asked this question as a comment of an old question or in the general programming forum of stackexchange. Moderators ...
-1
votes
1answer
56 views

Black Ovals appeared in my Mathematica notebook [duplicate]

I copied and pasted something from another Mathematic notebook and started getting the same black ovals seen in this question: Colored marks appearing in notebook input text? The suggestion to turn ...
4
votes
0answers
129 views

How to determine reason for kernel crash? -> Nelder Mead optimisation

I am making use of the Nelder Mead algorithm inside Mathematica's NMaximize to find a parameter set by solving the Schrodinger equation for a given system. (see ...
0
votes
0answers
34 views

Minimize doesn't solve a problem with many symbols

I am trying to solve a simple constrained optimization problem. I am running the code ...
1
vote
2answers
58 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
votes
0answers
52 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
70 views

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

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 ...
1
vote
1answer
83 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: ...