# Tagged Questions

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

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### FindMinimum doesn't increase step size when necessary

I've spent much time finding a minimal example demonstrating this problem with FindMinimum. Normally one faces this problem when fitting very large and complicated ...
302 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 ...
95 views

### LinearProgramming returns an invalid null solution that apparently doesn't satisfy constraints without any warning

Bug introduced in 10.3.1 or earlier and persisting through 10.4.1 While searching to answer the question Solving the magic backyard puzzle with MMA at some time I composed a set of arguments ...
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### Customized StepSize control in unconstrained gradient-descent optimization

I have a type of minimization problem I frequently solve that involves warping a large 2D triangle-mesh (~25,000 vertices) to fit a model. In the mesh, vertices carry the empirical measurements (each ...
253 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 ...
292 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 ...
172 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: ...
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### Softmax Regression Classification Algorithm

I'm following the Stanford Machine Learning course while simultaneously developing my Mathematica abilities. I'm having issues with my Softmax Classifier implementation (for ref, have a look at these ...
217 views

### Visualizing the Lagrange Multiplier Solution

This question is based on work in Susan Colley's Vector Calculus, 4th ed. The question is to find and classify critical points of $f(x,y,z)=3xy-4yz+5xz$ subject to the constraint $g(x,y,z)=3x+y+2z=13$...
168 views

### Custom Methods for NMinimize/NonLinearModelFit

Is there a way to write custom methods for NonLinearModelFit or NMinimize? To give background, I currently have a batch of code ...
314 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 ...
176 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 ...
864 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: ...
687 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?
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### NMinValue , NMaxValue , NMinimize and NMaximize behave poorly for 2-dimensional function unless the constraint is posed as an ImplicitRegion

I am making a plotting function where I need to know the max value the function takes over the given 2D range. I noticed a difference between the behavior of ...
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### Improving the speed of an optimization algorithm via compilation and parallellization

I have written an implementation of eight variants of the PSO-algorithm and I want to test them over a set of test functions. I am using parallelization as it improves the speed a lot and I have also, ...
434 views

### Precision and accuracy in NDSolve and NMinimize

I use NDSolve quite a lot and have noticed that setting values for AccuracyGoal and ...
100 views

### Classification problem using SVM methods

I am running SVM on mathematica and I a used this code with classes: ...
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### Is there an analogue of Evaluated->False (in FindRoot) for FindMinimum?

I guess functions like FindRoot, FindMinimum, etc puts the estimation number into the expression, and then do other calculations....
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### Using NMaximize to get integer results for a fractional programming problem

I have an optimization problem that I am trying to model in mathematica (wolfram cloud, to be precise). Link to notebook for code described here: https://www.dropbox.com/s/4jet4t76fe5pysk/...
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### Symbolically Minimizing a Max function

I'm having a tough time with seemingly simple symbolic Minimization/Maximization in Mathematica. I would like to use the Maximize function to work on some unknown random variables and so use min/max ...
58 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 doesn'...
97 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 ...
407 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, ...
392 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 ...
259 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 ...
196 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 ...
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### Complicated implicit plotting - can it be tackled?

I'm quite new to Mathematica and have already spent tons of time on problems of this type, browsing through tutorials and topics here. I'm now coming to conclusion that it cannot be done and am about ...
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### EvaluationMonitor vs. StepMonitor in Simulated Annealing

I am trying to track the evolution of NMinimize using the SimulatedAnnealing options. Simulated annealing has 3 parameters to track: 1) the latest trial point, 2) the latest accepted point, 3) the ...
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### Findminimum fails in loops

Introduction to the problem: the function F[x][u,v,w] I'm currently dealing with a very strange minimalization problem. I have a function F[x][u,v,w] which is ...
146 views

### Linear Programming Using Dual Simplex method

I want to solve an optimization problem using the Dual Simplex Method. Although Mathematica gives the result directly when I use the command Minimize but I want to ...
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### FindMinimum pre-conditioning

I am wondering about what kind of pre-conditioning FindMinimum performs on the user specified function (to be minimized) before the actual minimization starts, and ...
203 views