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

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17
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0answers
237 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 ...
11
votes
0answers
214 views

Bug in plotting function using FindMinimum?

Bug introduced in 10.0 and persisting through 10.2 or later While working on an answer to RegionPlot from NDSolve, I came across this strange behavior of ...
7
votes
0answers
186 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 ...
6
votes
0answers
140 views

NMinimize with NIntegrate (crash in symbolic evaluation, memory leak)

This is a "common" problem from what I've seen, but with a different spin. I have a function I use often that finds a fit of an expression to another expression with some free parameters (e.g. for ...
6
votes
0answers
70 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
243 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 ...
6
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0answers
160 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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0answers
102 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 ...
5
votes
0answers
181 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 ...
5
votes
0answers
125 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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0answers
554 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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0answers
113 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 ...
4
votes
0answers
79 views

How to perform Bayesian optimization with Mathematica?

Does Mathematica have any Bayesian optimization methods for learning hyper-parameters? Practical Bayesian Optimization of Machine Learning Algorithms Jasper Snoek, Hugo Larochelle and Ryan P. ...
4
votes
0answers
129 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
votes
0answers
190 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
651 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
votes
0answers
71 views

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 ...
3
votes
0answers
82 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
296 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 ...
3
votes
0answers
237 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
184 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
50 views

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 ...
2
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0answers
84 views

Appropriate method for a Non-linear Optimisation Problem, With Linear Constraints,

I have a small non-linear, chess related, program with linear constraints and an objective function obtained from a polynomial probability generating function including some decision variables . At ...
2
votes
0answers
101 views

Precision and accuracy in NDSolve and NMinimize

I use NDSolve quite a lot and have noticed that setting values for AccuracyGoal and ...
2
votes
0answers
41 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 ...
2
votes
0answers
169 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
130 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 ...
2
votes
0answers
239 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
304 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
459 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
296 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
31 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 ...
1
vote
0answers
33 views

Method used by NMaximize with a binary linear problem

I'm using Mathematica 7's NMaximize to solve a linear programming problem with thousands of 0/1 integer variables, thousands of linear constraints and a linear target. I suppose I could use ...
1
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0answers
29 views

Using ForAll in Maximize to define a bunch of conditions

I'm trying to do something very straight forward. The following maximization works: ...
1
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0answers
60 views

Maximize and NMaximize don't work for my function

I defined the following function: d1[x_] := Min[Abs[FractionalPart[x]], 1 - Abs[FractionalPart[x]]] and tried to evaluate the following function: ...
1
vote
0answers
117 views

How can I speed up this NM optimization? Most delay seems to be due to long analytic expression

I am struggling with computational speed of a NelderMead optimization. Nevertheless my impression is that I lose lots of speed not only due to the NM optimization itself but rather to for instance ...
1
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0answers
109 views

Imposing constraints to NMinimize/NMaximize leads to wrong function values

I wrote a function that uses NMaximize to find certain parameters (using NelderMead simplex algorithm). My objective functional $J({x_i})$ is real-valued and its ...
1
vote
0answers
118 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: $min{\space}F(\bf{X})=[f_1(x),...,f_n(x)]$ $h_k(x)=0{\space\space\space} k=1,...,n_e$ ...
1
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0answers
76 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? ...
1
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0answers
96 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
78 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
106 views

Using NMinimize to solve the Multi Commodity Flow problem

I have the following optimization problem and I was hoping to solve it with NMinimize. Unfortunately, I don't get the desired result. I would like to get an optimal vector for $d_{e}$. This is how ...
1
vote
0answers
102 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
63 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
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0answers
84 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
292 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
263 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
195 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
70 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 ...