0
votes
0answers
19 views

NMaximize not satisfying binary constraint

I'm solving an optimization problem in Mathematica with binary integer constraints. It works alright with other constraints. But the only problem is that both NMaximize and NArgMax are not treating ...
0
votes
0answers
39 views

FindRoot to find numerical solution of a given index

I want to find solutions of a system of multivariate nonlinear equations of a specific index (i.e., the no. of positive eigenvalues of the Jacobian evaluated at the solution). I know the FindRoot ...
10
votes
1answer
153 views

How to work with Experimental`NumericalFunction?

This question is intimately connected with previous one: "How to create internally optimized expression for computing with high WorkingPrecision?" Oleksandr R. correctly states in the comment: A ...
3
votes
0answers
73 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 ...
1
vote
1answer
103 views

Numerical saddle point problem of a function of many variables

I want to find the following saddle point of the function of 10 variables: . I am not able to find the stationary points by setting the first derivatives to 0, so I need do optimize the function ...
1
vote
1answer
108 views

Decomposing a diagonal positive real matrix

I would like to 'decompose' a diagonal positive real matrix $E$ of rank $D$ onto $\sum_{i=1}^{D}c(i)N^i$: $$E = \left( \begin{array}{ccc} 0 & & & \\ & a & & \\ ...
4
votes
1answer
136 views
9
votes
1answer
292 views

ParallelEvaluate for function minimization

Is there a parallelized version of a minimization routine available in Mathematica? The objective function is non-linear and the gradients have to be numerically computed. Every function evaluation ...
7
votes
1answer
701 views

Minimization by Nelder-Mead

Finding a global minimum for this problem (non-linear optimization by the Nelder-Mead downhill simplex method) may not be possible, but by finding local minimum, I am expecting the value of the ...
0
votes
0answers
63 views

Initializing Minimization [duplicate]

I am trying to implement a model predictive control scheme in Mathematica, e.g. I optimize input sequences by predicting future outputs. So every time I call the cost function it will simulate the ...
2
votes
0answers
122 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 ...
4
votes
1answer
108 views

Minimize failing on a polynomial

Calling: Minimize[{-0.4877 - 0.1190 r^2 - 0.1885 r^4 + 2.9703 z - 0.5531 z^2, 0 <= z <= 3.5 ∧ 0 <= r <= 1.75}, {r, z}] returns ...
0
votes
1answer
617 views

Minimization problem using FindMinimum. Functional value “is not a real number”? [closed]

This question is a follow-up of another one I asked a few days ago. I followed the instructions given in the answer provided by the user that responded. I modified that answer to solve another ...
0
votes
1answer
202 views

What is the correct way to use NIntegrate inside the FindMinimum function?

I'm having minor issues with the FindMinimum function when using NIntegrate inside. The functions work perfectly well but I get ...
3
votes
3answers
193 views

How can I name “a[[i]]” the parts of Table “a”? Or how to make Table “a” grow inside FindMinimum?

Let's say I want to minimize a function that uses a Table named a with the Conjugate Gradient Method of ...
0
votes
1answer
148 views

Alleviating a bottleneck involving a function call with symbolic derivatives

I have a bottleneck problem involving a function call with symbolic derivatives. I don't have much experience with Mathematica (or any dynamic language) and I'm certain that the way I've set this up ...
1
vote
1answer
139 views

Seemingly simple optimization problem is slow

I'm trying to generate a demand curve numerically, given a utility function. The function for the demand is defined like so: ...
5
votes
1answer
196 views

FindMaxValue specifics

I'm using FindMaxValue to study the distribution of maxima of Abs[RiemannSiegelZ[t]] between consecutive values of ...
2
votes
0answers
289 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, ...
27
votes
5answers
1k views

Identifying critical points of 2/3D image/cubes

Upshot I am interested in identifying critical points of a 3D field/cubes (maxima, minima, tube-like and wall-like saddle points) and 2D field/image (maxima, minima, saddle points). I.e. the ...
4
votes
0answers
301 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?
6
votes
1answer
264 views

Numerical problems with calculation of function

I have a problem with a calculation which I try to do with Mathematica (8.0.1). I have the following function which describes a cone (with half opening angle ...
15
votes
1answer
442 views

Obtain approximate Hessian using FindMinimum

According to the documentation, when FindMinimum is told to use the method "QuasiNewton" on a unconstrained problem, it uses the ...
10
votes
2answers
514 views

Is it possible to use the LevenbergMarquardt algorithm for fitting a black-box residual function?

I have a black-box multiargument multiparametric function of the type SRD[dataPoint_List,params_List] which accepts experimental data along with the parameters of ...
7
votes
1answer
482 views

Using Mathematica to help to determine the consistency of and numerically solve systems of non-linear equations

The formal problem The question I am about to ask is applicable to many scientific and engineering problems. In short, I am bout to ask for pointers and practical advice for Mathematica beginners who ...
13
votes
3answers
703 views

Strategies to avoid LessEqual::nord in NMinimize?

When using NMinimize on functions with complex intermediate expressions (but a real end result), quite often one gets the error ...
10
votes
1answer
951 views

Combined numerical minimization and maximization

I want to numerically calculate the maximum of a function defined by the minimization of another function, like the following: ...