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

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11
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169 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 ...
7
votes
0answers
126 views

Bug in plotting function using FindMinimum?

Bug introduced in 10.0.1 (or 10.0.0) and persisting through 10.0.2 or later While working on an answer to RegionPlot from NDSolve, I came across this strange behavior of ...
6
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63 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
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0answers
152 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
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125 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
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0answers
217 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
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0answers
114 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 ...
5
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451 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?
4
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52 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 ...
4
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0answers
118 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 ...
4
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0answers
164 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
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0answers
501 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: ...
3
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0answers
71 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
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0answers
206 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
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164 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
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0answers
112 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
187 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
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0answers
291 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
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0answers
406 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
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0answers
288 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. ...
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19 views

FindMinimum's WorkingPrecision behaviour

I discovered the following behaviour when using FindMinimum for constrained optimization: ...
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0answers
55 views

How to plot feasible objective space of a Generic Multiobjective Optimization problem?

As you know, a generic Multiobjective optimization problem can be stated as follows: $min{\space}F(\bf{X})=[f_1(x),...,f_n(x)]$ $h_k(x)=0{\space\space\space} k=1,...,n_e$ ...
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0answers
67 views

What are the differences between these functions when used for NMaximize?

In short, the question is how to construct the function you want to optimize? ...
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0answers
91 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 ...
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66 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 ...
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0answers
67 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
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0answers
56 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 ...
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71 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. ...
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176 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 $k$ ...
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0answers
152 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
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0answers
126 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 ...
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61 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 ...
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0answers
45 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 ...
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0answers
89 views

How to optimize my code?

I use Mathematica to handle data.My trial as below: Interpolation function: ...
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0answers
212 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 ...
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0answers
74 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 ...
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0answers
64 views

Optimization problem test suites

Mathematica provides nonlinear, unconstrained test problems here: Needs["Optimization`UnconstrainedProblems`"] and LP test problems here: ...
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0answers
91 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 ...
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0answers
92 views

DifferentialEvolution scaling factor randomization

Using NMinimize for finding global minima, one can choose the DifferentialEvolution method. You can find a (not so) detailed ...
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0answers
114 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
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0answers
138 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 ...
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0answers
94 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
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0answers
95 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 ...
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151 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 ...
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0answers
127 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
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0answers
42 views

How to properly pass function as argument here? --> NMinimize & NIntegrate involved

I had a problem of a similar kind here which was solved. Now after changing a few things in my problem setting I am suffering from the following problem. Let me first introduce methods/functions that ...
0
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0answers
19 views

Variables input generation for Minimization in High dimensional space

I'm currently doing optimization in a high dimensional space. I was thinking of giving FindMinimum (or NMinimize not certain ...
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0answers
20 views

Tricks to speeding up optimisation of a function involving a heavy integration

This is the code, and energycoeffs[] is the function that takes in a dxd matrix and spits out a scalar value. ...
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0answers
35 views

Problem with the laplace transform

I am trying to write a program in mathematica to solve green's functions, like the following. They come up all the time in Quantum Field Theory. I have learned, student's can sometimes see it better ...