Questions tagged [mathematical-optimization]
Questions on the optimization functions of Mathematica such as FindMinimum/FindMaximum, Minimize/Maximize, NMinimize/NMaximize, etc.
1,266
questions
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FindMinimum where variables are Integers
I wish to find the minimum of a function where the variables are integers. Here is a simple minimum working example (my actual function is much more complicated).
...
1
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1answer
43 views
How can I find the minimum and maximum output of a function and specify the valid ranges and steping of each variable?
I am a software developer, and it has been far too long since the last time I've needed to do any math this complicated. I've forgotten a lot of the proper terminology, which has made finding answers ...
1
vote
1answer
49 views
How to get ReplaceAll to happen before function call
I have a problem I am attempting to solve with NMinimize.
I have a scoring function, which will give me a final score. The problem has many variables, so instead of having them as parameters, they ...
0
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2answers
41 views
Using MinValue with NDSolve
A simplified example looks like this. The basic idea is to maximize fHelper by adjusting \[Alpha] for each ...
0
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1answer
71 views
DSolve returns unevaluated(I need a closed or numerical solution for this system and plot solution)
I am trying to find a solution to this system of differential equations but the program gives the same output without any messages. I would like help. Please find the Mathematica code posted here. a ...
6
votes
3answers
390 views
Numerical minimum of a one-valued function
Bug introduced in 12.0
My problem is that the Kernel cannot finish computation and eats up memory when a simple constraint like 0 <= x <= 2 is specified in <...
12
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0answers
128 views
Linear programming with lazy constraints
Does Mathematica offer any means for solving linear programming problems with "lazy constraints", as described e.g. here?
While I am not very familiar with linear programming, my understanding of the ...
5
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3answers
67 views
Approximate strictly positive solution to a linear set of equations?
Consider a positive matrix M and a positive vector b, e.g.
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0
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0answers
30 views
How to solve this set of linear equations
I am trying to solve six linear equations, for which a solution exists (since it can be recovered by Matlab). I am trying to reproduce it here. I have the following MWE:
...
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0answers
15 views
How to minimize the eigenvalues of a hermitian matrix?
Suppose I have a complex hermitian matrix, M[x_,y_] whose eigenvalues must be real.I tried to minimize the first eigenvalue by writing following command:f[x_,y_]:=Eigenvalues[M[x,y]][[1]];
Minimize[f[...
9
votes
2answers
128 views
FindMaximum returns a solution that violates the constraints
I am looking at the following optimization problem
$$
\begin{align*}
\max\ & 1000 r_1 + \frac{1}{2}r_2 + \frac{1}{3}r_3\\
\text{s.t. }& 1000^2 r_1 + \frac{1}{4}r_2 + \frac{1}{9}r_3 = \frac{1}{...
1
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1answer
17 views
Numerical Maximization with Alternating Sum
I need to maximize a function that involves an alternating sum and a set of constraints. I have tried the following code:
NMaximize[{(-1)^{m}*n!, n + m == 7, m > 0, n > 0}, {m, n}]
However, the ...
0
votes
3answers
43 views
Optimizing with respect to the parameters of an optimization problem
I’ve got this simple loop that prints out the solutions to 2 simple equations for various values of parameters $a$ and $b$.
I need to add a command that would display the parameter values that lead ...
5
votes
1answer
80 views
Matching spectral data to known spectral lines
Preamble:
I designed some code to help me take spectral images from a spectrometer and convert pixel number into wavelength. It does reasonably well at matching a calibration spectrum of a neon lamp ...
0
votes
0answers
35 views
Analytic maximization that reduce fails to solve
I'm working on an interesting problem but stuck on a step that Mathematica fails on (no matter what angle I try to get at it from).
I'm attempting to find the symbolic maximum of this convex function ...
0
votes
3answers
42 views
Minimize a function with singular points ( limit exists)
I need to minimize a function that has several problem points (divergences).
For example, if I consider:
...
0
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1answer
58 views
Solving a profit maximization with Cobb-Douglas production function
I'm considering a typical profit-maximization problem:
\begin{equation} \label{optimization1}
\begin{aligned}
& \underset{K,L}{\text{max}}
& & P Y - r K - w L \\
\end{aligned}
\end{...
4
votes
1answer
60 views
Working examples for SemidefiniteOptimization
It appears to me that for some types of invocation, SemidefiniteOptimization is not working for matrices larger that 2x2.
An example from help that works
...
11
votes
2answers
162 views
Custom SGD optimizer in Mathematica neural network framework?
I have a new approach to SGD optimizer, and thought to try to test it in Mathematica. It uses gradients to simultaneously maintain online parabola model for smarter choice of step size - I only need ...
5
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1answer
132 views
2
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0answers
35 views
When mapping FindMinimum to a list, how to find out which instance does not converge
I defined a function f[x,y] and wanted to study its minimum over x when viewing y as a ...
1
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0answers
24 views
Wish to increase speed of MaximizeOverPermutationMH merit function
I am working with MaximizeOverPermutationMH (see Link to discussion about function and would like to optimize the execution speed of the merit function. This function accepts a 100-digit permutation ...
0
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1answer
39 views
Solving a specific equation in Mathematica & Finding the range of a value in an inequality
Is there any way to solve (or even approximate the value of x) the following equation in Mathematica?
...
0
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1answer
47 views
Maximize a definite integral with constraints on the limits
I would like to maximize the following definite double integral with respect to $0<r<\frac{1}{2}$:
$\int _0^{\frac{d}{1-r}}\int _{\frac{d+r x-x}{r}}^s [(1-r) x+r y -d]dydx$
under the ...
0
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0answers
70 views
Time spent on a transformation exceeded 300 when solving the optimization problem
I have the code which shows below to solve an optimization problem, but it will show that it's over the time constraint of 300 seconds. Is there anyone who could help me solve it. Thanks.
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3
votes
2answers
133 views
Plotting maxima within a simplex
I am trying to draw a particular maximum plot within a simplex. I have functions based on two variables:
Write p,q for the two variables where p,q \geq 0 and p + q \leq 1. This defines the simplex ...
2
votes
0answers
35 views
How to read and write the same text file in Parallelization using ParallelTable? [closed]
I want to know how to write and read a same text file (for example, external.txt ) without conflicts in parallelization. The following is just a small idea, but the problem is there seems a conflicts ...
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0answers
60 views
Optimization in Mathematica
I'm trying to solve the optimization problem below, but it seems like I don't get something about how the function works. Anyone see what is wrong?
Would be happy to exchange for the newer ...
0
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0answers
73 views
Plotting a maximization of a definite integral
I am applying Alex Trounev's approach suggested in this post. It worked for the function in that post. But it is now not working for another, more complicated function.
My objective function is
$f=\...
4
votes
4answers
119 views
Find maximum according to a parameter
I am new to Mathematica. I want to find the maximum of the functions:
...
0
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0answers
70 views
3D-plot of a maximization of a definite integral
I'm applying the answer (If method) suggested by 'ThatGravityGuy' in this post in a more complicated case.
Consider my objective function (pardon its formidable ...
0
votes
0answers
69 views
Efficient Mathematica Code for List Problem
Say we are given $f(m,n)=m \pm 2n + (-1)^n$ where $m>0, n>0$, $m$ as well as $n$ are integers. The problem is to generate a list of all the integers that will not be found in the list of values ...
1
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1answer
60 views
3D Plot multiple maximization results in one same diagram
My objective function, $f(r,k;s,d)$, takes three different expressions, denoted by $f^1$, $f^2$, and $f^3$, respecitvely, depending on the conditions for the arguments and parameters as follows:
$f^1(...
0
votes
1answer
61 views
3D Plot maximization results with varying parameter values
I'm trying to maximize the following objective function with respect to $r$ and $k$
$objF = \frac{d^3+3 d^2 (k (r-1)-s)+3 d \left(k^2 ((r-3) r+1)+2 k r s-2 (r-1) s^2\right)+k^3 (r ((r-1) r+3)-1)-3 k^...
2
votes
1answer
105 views
Findminimum of Integral
I am trying to find the value of $u$ that minimizes the following expression:
...
1
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1answer
83 views
`Maximize` is running forever
I'm trying to maximize the following function $f$ with respect to $r$ and $k$:
$f=\frac{d^3+3 d^2 (k (r-1)-s)+3 d \left(k^2 ((r-3) r+1)+2 k r s-2 (r-1) s^2\right)+k^3 (r ((r-1) r+3)-1)-3 k^2 r^2 s+3 (...
1
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1answer
60 views
0
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1answer
63 views
2
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1answer
48 views
PeakDetect Function Behavior and Parameters
I am currently using PeakDetect for a project, but I'm not sure how the sharpness parameter works. I can qualitatively tell what it's doing, but is there a more analytical/mathematical way to define ...
13
votes
4answers
370 views
Optimization of function taking a permutation
I have a function $f$ which takes a permutation $P$ of the integers 1-100 in order to give a numerical value $f(x)$. The function is given by a black box, but is relatively "smooth", so should be ...
0
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0answers
61 views
How would you write this set of linear programming problems as latex?
I am not able to make self understood over at Mathematics Stackexchange in this question.
Therefore I ask here the Mathematica experts how to write these linear programming problems as latex, the ...
0
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1answer
38 views
Modifying/optimizing a double sum with an If condition
I would like to better understand double summations where one of the sums depends on the upper limit of the previous sum. This appears frequently in representation theory (to the extent of my ...
0
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1answer
52 views
Calculating the distance between two points and get direction [closed]
I am programming a molecular dynamics program with periodic boundary conditions. Here, I have a problem:
I have a list of coordinates like
...
4
votes
3answers
108 views
Problem with minimization of $x^z$
I have plugged in the following problem
Minimize[{x^z, z >= 1, z <= 10, x >= 1}, {x, z}]
Can anyone explain please why the software does not provide the ...
1
vote
1answer
31 views
Linear Programming using Maximize
I am trying to solve a more complicated version of the following LP problem:
I have some constraint amounts a,b,c and two variables made of those amounts.
I would like to find the best way to ...
2
votes
2answers
38 views
Piecewise function and deriving - solving
I'm working in a (Economics) problem where I want to add two concave (profit) functions in order to maximize them together through one variable (quantity). My problem is that one of the two functions ...
0
votes
1answer
38 views
ListPlot3D for optimization with varying parameter values
This is a followup question from Alex Trounev's answer to my question in the following post:
3D-Plot optimization results for varying parameter values
Consider my objective function, objF:
...
1
vote
1answer
63 views
`Minimize` runs forever
I'm trying to minimize my object function,
(1/(2 (-1 + r)) (d^2 + 2 d k (-1 + r) - 2 d s + k (k + k (-3 + r) r + 2 r s)))/s^2
with respect to $r$ and $k$ under ...
3
votes
0answers
61 views
Mathematica implementations of classical genetic algorithm optimization
Are there any Mathematica implementations of genetic algorithm optimization routines, including third-party and commercial? (DifferentialEvolution isn't quite what ...
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0answers
26 views
Can one force NMaximize to continue for a specified time?
So that it is not allowed to quit (for any optimization Method) before this time has elapsed.
