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23
votes
2answers
1k 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 ...
16
votes
2answers
573 views

Differentiating functions of vectors/matrices?

I'm dealing with derivatives of scalar functions of matrices and wondering if Mathematica can help me here. The standard approach of expanding it in terms of components is cumbersome. As an ...
4
votes
2answers
828 views

Optimizing functions taking matrix arguments

I'm looking for general information on how to optimize matrix valued functions, I have the following function I'm looking to maximize (or figure out if this is possible at all). ...
3
votes
1answer
315 views

Optimize a parametric matrix to get a lowest possible eigenvalue

This question is a followup of Plot the lowest eigenvalues of a parametric matrix Now I can get the lowest eigenvalue LowEign(t) of the matrix for a given t numerically. When I plot the LowEign ...
2
votes
1answer
745 views

Minimizing a Matrix

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