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

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6
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1answer
650 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. ...
1
vote
1answer
65 views

How to use Maximize correctly

I would like to Maximize this fairly simple expression ...
0
votes
1answer
124 views

Solving a System of four equations (with logs)

I am trying to solve a system of four equations in four variables. I have read a number of threads on similar issues and tried to follow the suggestions. But I think it is a bit messy because of the ...
6
votes
0answers
69 views

Experimental`NumericalFunction in NMinimize solution

I try to make a number of optimizations using this code: ...
5
votes
0answers
132 views

Issue with FindCurvePath

I have a problem with the function FindCurvePath. In some cases it crashes the Mathematica 9 Kernel. Here an example, where it crashes the kernel: ...
5
votes
0answers
182 views

Speeding up multilinear PRA branch-and-bound algorithm with worst-case exponential time scenario with respect to basic events

The algorithm is a branch-and-bound algorithm that calculates dominances for PRA, probalistic risk assessment. The task was to find faster ways to do it in numerical software such as Matlab but we ...
4
votes
0answers
255 views

When using NMinimize[…,Method->“DifferentialEvolution”] is an “iteration” different than a “step”?

Hopefully this question has a simple answer. I have the following bit of code: ...
4
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0answers
302 views

Semidefinite Programming

I want to solve a numerical optimization problem using semi-definite programming. Is there a package or add-on that equips mathematica with this functionality?
3
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0answers
73 views

NMinimize seems to call function with the same values multiple times

I have to minimize a function where the evaluation of one parameter set takes very long (around 5sec) and discovered alongside, that NMinimize seems to call this ...
3
votes
0answers
158 views

Optimization with Matrix value constraint

I am trying to find the orientation and position of a polygon resting on a curved surface under gravity.The polygon MUST not be penetrated by any part of the surface below. Here is an example for a ...
3
votes
0answers
127 views

Trouble with Minimize

Minimize[{t^2, 1 == 3*t + 16*u}, {t, u}, Integers] It does not give the solution t = -5 and u = 1. Am I missing something? The solution being known and ...
2
votes
0answers
66 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 ...
2
votes
0answers
150 views

Using FindFit to fit nonlinear ODE parameters, subject to a constraint (an inverse problem)

Similar to this post I am finding that constraints tend to make FindFit poor at finding a good fit. However, unlike the previous post, the constraints are required ...
2
votes
0answers
123 views

Speeding up a numerical constrained quadratic optimization

I'm trying to solve a quadratic optimization problem in 35 variables, $\vec{α} = \left< α_1, \ldots, α_{35}\right>$: $$ \begin{aligned} &\operatorname*{maximize}_\vec{α}&&1.0\cdot ...
2
votes
0answers
270 views

Why my Mathematica 9.0.1 wont work with some samples of Mathematica in Graph Theory?

I updated my Mathematica recently to 9.0.1 cause the previous version was giving me freaky result especially in FindMinimumCostFlow and ...
2
votes
0answers
289 views

Numerically/Analytically Solving a System of Equations

I have $6$ functions $f_i(x,y,z)$, $(i = 1, \ldots, 6)$ in three variables $x,y,z$, and I would like to find a simultaneous instance of these variables, say $(x_0, y_0, z_0)$, such that $f_i(x_0, y_0, ...
2
votes
0answers
251 views

Having difficulty with the Minimize command

I am having trouble getting an answer to this question...Am I missing something that anybody can see. ...
1
vote
0answers
36 views

Linear interpolation over 2 variables

I'm tuning a function to data over 4-5 variables using Differential Evolution. The objective function calls frequently interpolation function. I came to a point, where compiling the objective function ...
1
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0answers
46 views

Optimization problem test suites

Mathematica provides nonlinear, unconstrained test problems here: Needs["Optimization`UnconstrainedProblems`"] and LP test problems here: ...
1
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0answers
54 views

Increase optimization processing speed

As you know, sometimes numerically solving of optimization problems takes several minutes. For this reason 2 question came up to me: 1 - When one is abort the optimization procedure, how it is ...
1
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0answers
65 views

DifferentialEvolution scaling factor randomization

Using NMinimize for finding global minima, one can choose the DifferentialEvolution method. You can find a (not so) detailed ...
1
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0answers
73 views

Combination of linear programming with bilevel optimization

I'm not a programmer really (interested in mathematics actually). Excuse me if I can not coding good. I'm also interested in implementation of mathematics results in programming language. That's my ...
1
vote
0answers
78 views

how to do variation

I have an equation needs to do variation. I can do it by hand, but I get different result by mathematica. maybe I made some mistakes in programming. can anyone point out for me? thanks This is how I ...
1
vote
0answers
81 views

Minimizing a functional takes forever

I need help with minimizing a functional in Mathematica. I have a function $V(\xi)=\sum_{i=1}^\infty C_{3_i}J_0(\xi/C_i)+C_{4_i}Y_0(\xi/C_i),~~~\Sigma\leq\xi\leq\xi_1$, and want to find such ...
1
vote
0answers
61 views

NMinimize memory consumption problem in Mathematica 9 vs. 7 & 8

I am having trouble using NMinimize in Mathematica 9 - Memory consumption overflows. The same NMinimize command, with the same ...
1
vote
0answers
72 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 ...
1
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0answers
116 views

Conditional solution for system of linear equations

I have a linear equation system Q.m = t, with m unkown and where Q has dimensions ...
1
vote
0answers
120 views

How to express this output in the form $X=A.x$?

This problem arose in my stereo vision project. I have two matrices: $$ A = \left( \begin{array}{ccc} \text{x1}*\text{p131}-\text{p111} & \text{x1}*\text{p132}-\text{p112} & ...
0
votes
0answers
27 views

Minimize solution to linear system with singular system matrix

I am trying to solve a time-dependent linear system with a singular system matrix, $A$, thus an infinite number of solutions, ${\bf x}$(t), exist that satisfy the linear system. The solution I am ...
0
votes
0answers
20 views

NMaximize not satisfying binary constraint

I'm solving an optimization problem in Mathematica with binary integer constraints. It works alright with other constraints. But the only problem is that both NMaximize and NArgMax are not treating ...
0
votes
0answers
36 views

inequalities in equations and constraints

Say That I have the constraint: .5<x1<x2<x3<x4<40 I want to use this constraint in a Nminimize function. It seems that mathematica runs into a ...
0
votes
0answers
68 views

Constrained maximum likelihood

Trying to solve a MLE with nonlinear constraints that need to be satisfied. However, the given solution do not match the constraints. Am I doing it correctly? ...
0
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0answers
83 views

How do I find where the maximum is?

I have a function given by: ...
0
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0answers
148 views

Fastest way to create a NxNxNxN dimensional matrix

I have a function that outputs a complex number Func[x_,y_]:= blah blah; I have constructed a table of all possible values of this function. ...
0
votes
0answers
39 views

FindRoot to find numerical solution of a given index

I want to find solutions of a system of multivariate nonlinear equations of a specific index (i.e., the no. of positive eigenvalues of the Jacobian evaluated at the solution). I know the FindRoot ...
0
votes
0answers
109 views

CUDA 5.5 and Mathematica 9 code problem

In Mathematica 9, I entered the following sample code, but it returns an error. I can not figure what is not right. Any help? ...
0
votes
0answers
123 views

How minimize a function involving abs $(|\ldots|)$?

I am trying to decide the best way to solve this: Minimise $Y = | K + ax^2 + bxy + cy^2 |$, with decision variables $x$ and $y$ and $a > 0$. I also have a number of convex and affine ...
0
votes
0answers
42 views

Calculate Shapely Shubic power index for larger datasets (enhance performance of code)

I want to calculate the Shapely Shubik Power Index for larger datasets. The code I have (from wolfram demonstration project) runs forever on my mac with a dataset of 15 elements, eventually my ...
0
votes
0answers
88 views

Inconsistent results in fits from NArgMin

EDIT: Just realized I had misspelled "inconsistent." I'm using version 7.0. I'm trying to fit a (noisy) data set to a large-order polynomial. (Just for context: there isn't a model for the ...
0
votes
0answers
135 views

Non linear constrained interger Optimization

I need to maximize the equation below which is subjected to some nonlinear constraints Maximize hsum + isum + jsum + ksum + lsum + msum + nsum + osum ...
0
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0answers
141 views

FindMaxValue vs FindMaximum

I'm studyng the maximum value of the following function ...
0
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0answers
608 views

Reduce/NSolve cannot solve a constraint problem?

I am trying to solve the following problem: Minimize Integral[ (y''[x]+10)^2,x] Where y''[x]+a*y'[x]+y[x] = 0, and the initial conditions for the DE are ...