# Questions tagged [mathematical-optimization]

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

1,481 questions
Filter by
Sorted by
Tagged with
501 views

### Domain errors with Maximize/NMaximize

I am trying to maximize a (somewhat) complicated function over probability distribution $p$ and $q$. Here is my input: ...
178 views

### Maximization of a function within a unit square [closed]

I work in a unit square. I have some conditions under which areas within the unit square are defined. Say for simplicity that there are two conditions which define two areas. For example, if y > 1/2 ...
867 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 ...
1k views

### Symbolic Constrained Optimization

I have a question regarding evaluating constrained optimization problems in symbolic terms. I would like to perform How can I implement the method of Lagrange multipliers to find constrained extrema? ...
942 views

### Find Chebyshev center of a region by optimization

Let's consider a region like this: The aim is to find the "Chebyshev center" of the region. By using the polygons, one can approximate the perimeter of region by an $n$-gon ($n$ is large enough). ...
99 views

...
1k views

### Finding exact local extrema of simple functions

I want to exactly find all the local maxima of f[x_] := x^4/4 - x^2/2 over the interval [-Sqrt, 1 + Pi/10]. The correct ...
261 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 ...
192 views

### NMaximize and Accuracy

I have a problem with NMaximize which is best depicted by the following figure. The result indicates, that the solution mathematica finds seems to be smooth except a few outliers. How can I get rid of ...
577 views

### Is it possible to monitor the sum of squared errors in a NonlinearModelFit or FindFit procedure during the process?

Since fitting procedures using NonlinearModelFit (or FindFit) sometimes take very long, I would like to monitor the sum of ...
319 views

### Large scale linear programming (Data imported from .mat file)

I tried to run a large scale linear programming with mathematica. I entered the code below: ...
207 views

### Mathematica Library

I created a Mathematica packagr and then I used the Needs function to add the library to my .nb file, but when use a function in my .nb file and the function is built in my library it comes up with ...
502 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} ...
879 views

### How to perform a symbolic minimization?

Can Mathematica determine the symbolic expression in terms of τ that minimizes f[τ] ? ...
2k views

### Schedule programing problem with integer linear programming

I know how to model this question on paper, but I don't know how doing it in Mathematica. Imagine , there is a university student who want to choose courses for this semester and he got the ...
66 views

### Compiling Visual Studio C++ to Run on Computers without Mathematica [duplicate]

I have written a console application on Visual Studio C++ as below ...
1k views

### How can I complete a correlation matrix with missing values?

I would like to complete a correlation matrix with missing entries, such that the resulting matrix is positive semi-definite. Say I want to find some x and some y in the next matrix that satisfy ...
1k views

### Fitting Vogel's formula for phyllotaxis to the image of a flower

After having read this question I was inspired to investigate how we could take an image of a plant displaying phyllotaxis and fit Vogel's model of phyllotaxis to the image. The theory is very simple. ...
169 views

205 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: ...
290 views

### NMinimize stops with no more memory?

I am using NMinimize function for simulation based optimization. So my objective function is a simulation that runs for every combination of variable values evaluated by NMinimize function. However, ...
864 views

### Arnold's problem #8

The famous Arnold's problems (see http://www.math.upenn.edu/Arnold/Arnold-Trivium-1991.pdf ) are aimed at the strong graduate and postgraduate students of the top universities. I find it remarkable ...
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 ...
605 views

### Ordinary differential equation invloving the function composition

I want to solve the following function: DSolve[(A1*Exp[B1*f[x]] + A2*Exp[B2*f[x]])*f'[x] == A1*Exp[B1*x] + A2*Exp[B2*x], f[x], x] And this is what I get as an ...
508 views

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 ...
2k views

### Find maximum from NDSolve output

Here is my code: ...
192 views

### Bound on number of function evalulations in FindMinimum

I am minimizing a nonlinear constrained problem using FindMinimum. The problem involves about 200 variables and the function is a black-box which cannot be compiled/...
284 views

### Forcing optimal solution for FindShortestTour

I use FindShortestTour as explained here and it works nicely for a small number of cities. However when I try this with as little as 16 cities, the given tour isn't ...
163 views

### LinearProgramming errors

I have a family of equations I want to solve over the non-negative integers. One particular instance of it is this. ...
291 views

### Using FindFit to fit nonlinear ODE parameters, subject to a constraint (an inverse problem) [duplicate]

Similar to this post I am finding that constraints tend to make FindFit poor at finding a good fit. However, unlike the previous post, the constraints are required ...
552 views

### Visualization of iteration procedure in NMinimize

I have this optimization code: ...
1k views

### Simulated Annealing InitialPoints option

I have a cost function that depends on 4 parameters: CostFunction[{tx,ty,tz,ox}]. I used NMinimize[] function with ...
605 views

### No Speedup Compiled Function in FindMinimum

The problem: I would like to minimize an objective function with respect to 12 variables. Minimization should be executed as fast as possible. Compiling the objective function increases the execution ...
2k views

### FindMinimum [] methods [closed]

Which algorithm is used when we do not use the option Method of FindMinimum[] function. FindMinimum[f,{x,x0}]
53 views

### How to manipulate lists to get only part of the value [duplicate]

This is really a question about manipulating the output of Maximize. I have a function of 2 variables, defined thus: ...
172 views

See my code: ...