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Questions tagged [mathematical-optimization]

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

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70
votes
5answers
22k views

How to find all the local minima/maxima in a range

I want to find : all local maxima in range all local minima in range From those points I can interpolate and combine functions upper and lower boundary. What I am really interested in, is the mean ...
88
votes
2answers
7k views

Shaving the last 50 ms off NMinimize

The epilogue: A paper where the below answer is used was published. The answer below is cited among the references:) The background: I have to fit an objective function for ~10 000 datasets in near ...
39
votes
1answer
2k 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 ...
20
votes
3answers
9k views

How can I implement the method of Lagrange multipliers to find constrained extrema?

I want to form the function $h=f-\lambda_{1}g_{1}-\lambda_{2}g_{2}$ where $f$ is the function to optimize subject to the constraints $g_{1}=0$ and $g_{2}=0$ so that I can solve the first partial ...
6
votes
1answer
3k views

Inequalities with assumptions and constraints

I'm using Mathematica 8 I've been searching the net without luck for this specific solutions: Suppose I have an inequality f(x;M,m)>0 where I KNOW that M>4m and m>0. How can I let Mathematica know ...
15
votes
1answer
3k 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: ...
40
votes
3answers
4k views

Identifying critical points/lines 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 ...
39
votes
5answers
16k views

Finding Local Minima / Maxima in Noisy Data

I'm trying to find local minima / maxima in noisy data, consisting of data values taken at certain time intervals. Ideally, the function should take a pair of lists (one containing time values and one ...
6
votes
2answers
627 views

Reordering numerically calculated eigenvalues assuming smooth dependence on a parameter

As was discussed in a different question here on SE (link) if you compute eigenvalues numerically of a matrix which depends on a parameter y, the resulting plot of ...
12
votes
3answers
5k views

Finding all maxima and minima of a function

To find all (global and local) extrema of a function in $\mathbb R^3$, I have written the following. Example function: ...
23
votes
12answers
4k views

how to get $n$ equidistributed points on the unit sphere

We can get $n$ equidistributed points in the unit circle using CirclePoints. But how do you get $n$ equidistributed points on the unit sphere(surface of a ball)? ...
15
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2answers
1k 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 ...
-1
votes
3answers
6k views

How do I determine the maximum value for a polynomial, given a range of x values?

I need to determine the maximum value for y = a x^2 + b x + c, where I know the coefficients and the upper and lower x values. ...
18
votes
2answers
967 views

Determining the default Method used in optimization and root-finding algorithms

Is it possible to extract the Method which is used in functions like NMinimize, FindRoot, <...
18
votes
2answers
6k views

Find maximum value of interpolation function - obviously wrong result

Minimizing and maximizing interpolation function has already been asked and answered, see here for example. Yet, I observe a strange behaviour. Well, I can understand that the wrong guess of ...
14
votes
1answer
2k views

How to speed up Minimum Spanning Tree algorithm?

How to speed up MST algorithm? I work with graphs and I have adopted Prim's algorithm for my needs, from here. The graphs which I use are very dense (number of vertexes: $V=500$ and every vertex is ...
4
votes
1answer
478 views

$L_\infty$ norm minimization

I write supplemental explanation to render my aim of optimization. First Consider discrete time linear system below: \begin{equation} G(z)=\frac{1-e^{-0.3T}}{z^{100}(z-e^{-0.3T})} \end{equation} ...
12
votes
4answers
6k views

Minimizing a function of many coordinates

I'm trying to obtain a series of points on the unit sphere with a somewhat homogeneous distribution, by minimizing a function depending on distances (I took $\exp(-d)$). My points are represented by ...
5
votes
2answers
727 views

What alternative notation of subscripts/superscripts that are also treated as SYMBOLS in Mathematica?

I tried to avoid using the subscript $A_0$ in the Module, and get an error with $A[0]$. ...
10
votes
3answers
597 views

Maximize violating constraints

I have Maximize[{(h*10)/(300*(100 - (l^.5 + d^.4 + H^.6))), (l + d + H + h) == 669, l > 0, d > 0, H > 0, h > 0}, {h, l, d, H}] I believe ...
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 ...
12
votes
1answer
5k views

Methods for NonlinearModelFit

I am using NonlinearModelFit for a thesis project. I get quite different results if I change the Method to LevenbergMarquardt or QuasiNewton or ConjugateGradient ...
10
votes
3answers
1k views

How to find local minima of data using PeakDetect

One of the great new function in v10 is PeakDetect. It can detect peaks (local maxima) according to desired sharpness as shown in this example: ...
10
votes
1answer
2k views

Lagrange Multiplier

We are asked to maximize and minimize $f(x,y)=4xy$, given the constraint $4x^2+y^2=8$, using the Lagrange Multiplier method. First, I enter the functions f and g. ...
3
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2answers
2k views

optimization problem with NDSolve

I want to minimize the function fcc. When fcc is calculated for a specified point the answer is correct: ...
4
votes
1answer
843 views

FindMinimum, NMinimize, etc. with external process [duplicate]

I was hoping to be able to use MMA's minimization power to work with an external process. I want to minimize the function 'TryThisNumber[x_]' which sends the value of x to something external and gets ...
27
votes
2answers
6k views

Optimization of a portfolio of stocks

I would like to use Mathematica to perform an optimization of a portfolio composed by 10 stocks. I did the first part to compute yields and expected yields, but I don't know how to finish the ...
11
votes
2answers
1k views

Can I use GoogleMap or other GPS data in creation of the Graphs?

I have following graph. ...
16
votes
1answer
583 views

Efficiently filling area with disks located at certain points

Starting from a set of points, I want to fill an area using disks. Each disk's center should be one of the points and the disks should not overlap. I've managed to write a function that, given a list ...
14
votes
1answer
2k 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 ...
10
votes
1answer
1k views

Simulated Annealing Convergence

I am using Simulated Annealing method for a simulation based optimization of a process that has 3 variables, using NMinimize. I print the input/output during every ...
13
votes
9answers
4k views

Finding maximum or minimum of implicit functions

is there any built in function that can be used to find maximum or minimum of implicit functions? For example, if we have the equation $$x^2 + y^2 = (2 x^2 + 2 y^2 - x)^2,$$ then we can visualize the ...
3
votes
1answer
575 views

Non-linear curve fit problem

I am having a problem with making a fit to data in Mathematica, which may involve my understanding of the methods available. I am trying to fit the derivative of a Frota function (which is a Single ...
3
votes
1answer
262 views

Does 'True' stand for 'Else' in Maximize function output? [closed]

Maximize[a x^2 + b x + c, x] gives this solution: Does the word True stand for "else" here? What exactly did ...
3
votes
1answer
185 views

Plot a function after taking the supremum with respect to one variable

Assume given a continuous function $f$ with 2 variables, say $x$ and $y$. $x$ takes values on the interval $I$ and $y$ takes values on the interval $J$. I would like to know how to plot the function $...
-1
votes
1answer
159 views

Finding optimal taxation policy- constrained optimization [closed]

I need to solve two constrained optimization problems where the second problem depends on the results of the first. The agents in my economy maximize utility: $$\max_{c,d,l} p\ln(c)+\ln(d)+\ln(l)$$ ...
15
votes
4answers
5k views

NMinimize usage

I would like to minimize functions including the following. NMinimize[{1 - (1 - 1/n)^x - x/n, n > x, x > 1}, {n, x}] However Mathematica complains about ...
18
votes
2answers
1k views

How can I speed up the classic GA for graph coloring?

I'm trying to compute the chromatic number of this graph (which is 28): g = Import@"http://www.info.univ-angers.fr/pub/porumbel/graphs/dsjc250.5.col"; My genetic ...
16
votes
2answers
601 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 ...
10
votes
2answers
507 views

Efficient solution for a discrete assignment problem with pairwise costs

Let's consider a simple graph with N vertices, and a corresponding set of N items. The goal of the problem is to assign every item to a vertex on the graph so that sum of a per-edge (that is item-...
12
votes
1answer
3k 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 ...
14
votes
3answers
2k 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 ...
11
votes
2answers
574 views

Using StepMonitor/EvaluationMonitor with DifferentialEvolution in NMinimize

My question about tracking the progress of a minimisation/fitting process is two-fold: 1. The first part of my question can be considered a slight duplicate/follow-up of this question. There the OP ...
8
votes
3answers
4k views

Travelling salesman with start and end points for 30 points

I am doing a route optimisation for delivery vehicles and failing dismally. Please see problem statement below. My current solution uses FindShortestTour, but this does not have defined start and end ...
7
votes
2answers
1k views

Using compiled function inside NMinimize

Consider this code: ...
11
votes
1answer
3k views

Which methods are available for NMinimize?

I can't find in the documentation the list of methods available to NMinimize[]. Is there a way to get this? The NMinimize page in Documentation Center mentions only ...
7
votes
2answers
907 views

Graphically solving a linear programming problem

I try to realize the graphical linear programming method. Here is my code ...
7
votes
1answer
1k 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?
5
votes
3answers
970 views

How to fit parameters in a system of coupled differential equations

Problem description: I'm studying a chemical reaction that can be modeled by a system of coupled differential equations, and I want to use measured data to determine the parameters that appear in the ...
5
votes
1answer
1k views

Fitting one function to another

I'd like to see how close I can fit an exponential function to a cosine function in the domain of $\;-\frac{\pi}{2}$ to $\frac{\pi}{2}$ in the least squares sense. ...