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

learn more… | top users | synonyms (2)

9
votes
0answers
147 views

Can code optimize code?

Are there functions, programs or packages that deal with optimizing mathematica code i.e. re-writing ineffecive or convoluted code. -This question has haunted me since I joined SE. The background for ...
6
votes
0answers
54 views

Listable compiled functions used in NMinimize

This is an example from MMA: cListable = Compile[{x}, (x-1)^2, RuntimeAttributes -> {Listable}] In case of single entry: ...
6
votes
0answers
145 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
102 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 ...
5
votes
0answers
211 views

Problems extending NelderMeadMinimize into 2D

Update The eventual route I followed was to adapt a version of the NM-simplex written in C and link to it with MathLink. Once I've tested this out fully I'll post it here. I've been playing around ...
5
votes
0answers
106 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 ...
4
votes
0answers
149 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 ...
4
votes
0answers
460 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
votes
0answers
406 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
votes
0answers
68 views

Efficient processing of Special Ordered Sets with LinearProgramming

I'm playing with integer linear programming, especially problems involving lots of constraints which would appear to be special ordered sets. Below is a toy example, three last rows of the matrix ...
3
votes
0answers
191 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
151 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
70 views

Maximizing Large Multivariable Function over Region with Parameter Constraints

Brand new Mathematica user here. I have a complicated function to maximize, and thought I would try software like Mathematica instead of taking derivatives by hand. I found some Mathematica ...
2
votes
0answers
123 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 ...
2
votes
0answers
177 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
287 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
394 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
283 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
83 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 ...
1
vote
0answers
58 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 ...
1
vote
0answers
47 views

NMinimize: Problem with constraints + Simultaneous minimization possible?

Introduction Dear all, I am fairly new to Mathematica. Recently I am trying to do the following: I have a function $$\textrm{hann}[t,t_g,n_m]=\sum\limits_{n=1}^{n_m}a_n\left[1-\cos\left(\frac{2\pi ...
1
vote
0answers
44 views

Optimizing evaluation of expressions dependent on four variables and containing double summation

I would like to optimize my code which I use to evaluate expressions containing double summation. These expressions are dependent on 3 space variables ($r$, $\theta$, $\phi$) and time $t$ and consist ...
1
vote
0answers
49 views

NMaximize stops evaluating my function when run in parallel

I am trying to maximize the results of a Monte Carlo simulation with respect to some input variables. ...
1
vote
0answers
152 views

Solving mixed integer programming using Mathematica

Let $x_{ij}$ be an $n\times k$ matrix defined as follows: $ x_{ij}=\begin{cases} 1, & \text{if }s_i\text{ is assigned to }S_j \\ 0, & \text{otherwise } \end{cases} $ and $S$ is a set of $k$ ...
1
vote
0answers
112 views

Speeding up NDSolve for system of differential equations

I am wondering if there is a way to speed up this function that solves a system of ordinary differential equations with NDSolve? Thus far I've tried specifying a few different methods such as LSODA, ...
1
vote
0answers
88 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 ...
1
vote
0answers
58 views

How to find a scaling parameter in matrix inversion process by MMA?

I simply would like to find the inverse of a given matrix $A$ by the iterative method $X_{k+1}=X_k(2I-AX_k)$ using $X_0=\frac{1}{\sigma_{max}^2}A^*$. An example is as follows ...
1
vote
0answers
40 views

A more efficient way of fitting a non-linear model that returns an entire list?

I have a function that takes two parameters, del and nu, and returns a list npoints long ...
1
vote
0answers
87 views

How to optimize my code?

I use Mathematica to handle data.My trial as below: Interpolation function: ...
1
vote
0answers
87 views

DSolve does not solve my system of PDEs

I am a long time Maple user who had just recently got hands on Mathematica. I have a "simple" system of PDEs, one can be solved easily. But I cant seem to get it work in Mathematica. I am nos sure ...
1
vote
0answers
172 views

Travel time sweet spot using: Mathematica and Google Maps API

I want to use Mathematica to do some time minimisation calculations calling on Google Maps API for travel time data. I'm concerned with travel time, e.g. along roads (by car or walk) and not linear ...
1
vote
0answers
70 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
vote
0answers
61 views

Optimization problem test suites

Mathematica provides nonlinear, unconstrained test problems here: Needs["Optimization`UnconstrainedProblems`"] and LP test problems here: ...
1
vote
0answers
85 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
vote
0answers
88 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
vote
0answers
101 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
120 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
84 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
87 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
vote
0answers
136 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
124 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
38 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 ...
0
votes
0answers
51 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: ...
0
votes
0answers
53 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 ...
0
votes
0answers
33 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 ...
0
votes
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 ...
0
votes
0answers
39 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 ...
0
votes
0answers
24 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 ...
0
votes
0answers
32 views

Add constraints to a variable number of parameter in Minimize

i want to use Minimize with a variable number of Parameter which works fine: ...
0
votes
0answers
46 views

Minimization of a non-linear objective function subject to linear constraints

I have solved a linear program in Mathematica using the LinearProgramming function with arguments of the form LinearProgramming[c,m,{{b1,s1},{b2,s2},...}] i.e. ...