Questions on the optimization functions of Mathematica such as FindMinimum/FindMaximum, Minimize/Maximize, NMinimize/NMaximize, etc.
41
votes
2answers
2k views
Shaving the last 50 ms off NMinimize
The background:
I have to fit an objective function for ~10 000 datasets in near real time (with near real time being on the order of about 10 seconds). I compile the huge objective function, so that ...
29
votes
7answers
955 views
26
votes
3answers
3k 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 ...
8
votes
1answer
495 views
Combined numerical minimization and maximization
I want to numerically calculate the maximum of a function defined by the minimization of another function, like the following:
...
2
votes
1answer
396 views
FindMaxValue and FindMaximum - how to find GLOBAL maximum and not just LOCAL maximum
I will not be able to provide a simple minimum working example here as this seems to be very specific.
I have an interpolating function which I substituted into a PDE and then plot said PDE at a ...
3
votes
2answers
450 views
optimization problem with NDSolve
I want to minimize the function fcc. When fcc is calculated for a specified point the answer is correct:
...
10
votes
2answers
342 views
Is it possible to use the LevenbergMarquardt algorithm for fitting a black-box residual function?
I have a black-box multiargument multiparametric function of the type SRD[dataPoint_List,params_List] which accepts experimental data along with the parameters of ...
12
votes
4answers
1k views
Minimizing a function of many coordinates
I'm trying to obtain a series of points on the unit sphere with a somewhat homogeneous distribution, by minimizing a function depending on distances (I took $\exp(-d)$). My points are represented by ...
12
votes
3answers
487 views
Strategies to avoid LessEqual::nord in NMinimize?
When using NMinimize on functions with complex intermediate expressions (but a real end result), quite often one gets the error ...
7
votes
1answer
408 views
How to speed up Minimum Spanning Tree algorithm?
How to speed up MST algorithm? I work with graphs and I have adopted Prim's algorithm for my needs, from here.
The graphs which I use are very dense (number of vertexes: $V=500$ and every vertex is ...
2
votes
1answer
176 views
FindMinimum, NMinimize, etc. with external process
I was hoping to be able to use MMA's minimization power to work with an external process. I want to minimize the function 'TryThisNumber[x_]' which sends the value of x to something external and gets ...
17
votes
0answers
615 views
Identifying critical points 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 ...
14
votes
2answers
378 views
How can I speed up the classic GA for graph coloring?
I'm trying to compute the chromatic number of this graph (which is 28):
g = Import@"http://www.info.univ-angers.fr/pub/porumbel/graphs/dsjc250.5.col";
My genetic ...
7
votes
4answers
187 views
NMinimize usage
I would like to minimize functions including the following.
NMinimize[{1 - (1 - 1/n)^x - x/n, n > x, x > 1}, {n, x}]
However Mathematica complains about ...
5
votes
0answers
191 views
Mathematica vs Sigmaplot (Non LinearModelFit)
I asked a question in a previous post that was closed because "The title of the question is not correct and the issue here is too trivial to help anyone later".
NonLinearModelFit
It's possible ...
0
votes
1answer
76 views
What is the correct way to use NIntegrate inside the FindMinimum function?
I'm having minor issues with the FindMinimum function when using NIntegrate inside. The functions work perfectly well but I get ...
0
votes
2answers
336 views
