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

learn more… | top users | synonyms (2)

15
votes
1answer
420 views

Optimization with assumptions

I have the following problem, when I am trying to optimize function with pre-defined assumptions. I am using Mathematica 8 and I wrote the following simple code ...
0
votes
1answer
62 views

Working precision for each variable

How can I define working precision for each variable individually for example: Maximize[x y< 100, {x, y}] where the working precisions for ...
5
votes
0answers
202 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 ...
4
votes
0answers
83 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
101 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 ...
3
votes
0answers
90 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 ...
3
votes
0answers
171 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?
2
votes
0answers
68 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
113 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
182 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
190 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
37 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
51 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
82 views

How can I say that all quantities need to be positive (and real)?

Can you say at the beginning of a script in mathematica that you want all the quantities to be positive (and real)? So that in all calculations, only the real values of these quantities will be ...
1
vote
0answers
206 views

Methods for NonlinearModelFit

I am using NonlinearModelFit for a thesis project. I get quite different results if I change the Method to LevenbergMarquardt or QuasiNewton or ConjugateGradient ...
1
vote
0answers
103 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} & ...
1
vote
0answers
133 views

How to find the minimum of a function that is a sum of an analytical function and a series expansion?

I need to get a minimum of function F[ang] which is defined as a function of angle: ...
0
votes
0answers
77 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
votes
0answers
55 views

Sudden increase in computation time for similar computations

I'm doing some numerical simulations on a physical system. In the most simplest form I have now the following: ...
0
votes
0answers
57 views

FindMaxValue vs FindMaximum

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

Error Handling with LinearProgramming and Aborting subsequent evaluations

I am using a inbuilt LinearProgramming solver to perform an optimization. It is essentially solving a matrix equation and searching for a solution that maximizes a ...
0
votes
0answers
95 views

Edit mathematica API

What is the Document Viewer in mathematica purposes other then looking up apis? For example why can I edit the mathematica documentation, but the content doesn't sucessfully save? Subgoal: In the ...
0
votes
0answers
307 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 ...