Podcast #128: We chat with Kent C Dodds about why he loves React and discuss what life was like in the dark days before Git. Listen now.

# Questions tagged [mathematical-optimization]

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

1,318 questions
Filter by
Sorted by
Tagged with
727 views

### Rotational Averaging of Image Periodograms (FFTS)

I'm writing a code to do rotational averages of image FFT's. I have a working version but it is pretty slow. Wondering if anyone has any thoughts on a way to do this more efficiently. Data looks ...
302 views

### Minimizing with differential evolution

A differential evolution algorithm is given here. I would like to get this kind of animation. I thought I could use NMinimize, given ...
582 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 ...
273 views

### DifferentialEvolution scaling factor randomization

Using NMinimize for finding global minima, one can choose the DifferentialEvolution method. You can find a (not so) detailed ...
380 views

### Maximize area of intersecting triangle and square with constraints

There is this nice problem on mathoverflow to find a maximum intersection area of a square and a triangle with a constraint that they both have unit areas. I tried to solve it with a help of ...
1k views

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

I have following graph. ...
354 views

### Experimental`NumericalFunction in NMinimize solution

I try to make a number of optimizations using this code: ...
194 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 ...
300 views

### Customized StepSize control in unconstrained gradient-descent optimization

I have a type of minimization problem I frequently solve that involves warping a large 2D triangle-mesh (~25,000 vertices) to fit a model. In the mesh, vertices carry the empirical measurements (each ...
1k views

### Max & min distance between two moving points

I am trying to find the minimal and maximum distance between two moving points with Mathematica in an interval. For example, ...
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: ...
904 views

### Finding a point from a set of contours such that it is nearest to a given point

I have several contour lines and one point. How can I find a point in one of those contour lines which is nearest to the given point? ...
599 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 ...
513 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-...
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. ...
835 views

### How trustworthy is NMaximize?

Suppose I solve a constrained optimisation problem using NMaximize. How confident can I be of the accuracy of the result? For concreteness, suppose that F,G are (...
2k views

### Built-ins for discrete ArgMax or ArgMin?

Wondering whether there are discrete versions of ArgMax / ArgMin, that is, something that will find the part of an expression at ...
797 views

### How to describe the convex hull of a set of points as an implicit region for optimization?

Last edit: 2016-05-03 A.G.'s answer was the one helped me the most, see explanation at the end of this question. Original question In Mathematica you can create out of a set of points in 2D and 3D ...
679 views

### Expressing a polynomial as a sum of squares

I encountered a degree 4 polynomial in 8 variables f(a1,a2,a3,a4,b1,b2,b3,b4) that I suspect can be written as a sum of squares. While sostools in Matlab would find ...
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 ...
4k views

### Linear programming with many variables and parameters

I am trying to reconstruct the answer that is given in this report. (page 153 in Appendix B; Section B.2.1). They are given variables, parameters, constraints, and the objective function to minimize. ...
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 ...
3k views

### Precision and accuracy in NDSolve and NMinimize

I use NDSolve quite a lot and have noticed that setting values for AccuracyGoal and ...
521 views

### Strange domain dependency with Maximize

I'm using Mathematica 8 and strangely enough this code: Maximize[{x*(1-0.01 x),x>0},x,Integers] produces the result ...
246 views

### Checking linear program feasibility?

I want to check whether a certain linear program is feasible programmatically. If I just type in an infeasible instance, such as ...
129 views

572 views

### Numerical Optimization Methods

I am curious if any one has comments on "specific characteristics" of a problem that will deem it to be best solved by a specific optimization method such as ...
644 views

### NMinimize go out of bounds on some linear constraints

I'm trying to minimize a non-linear function of four variables with some linear constraints. NMinimize on Mathematica 8 seems to go out of bounds on some constraints giving complex values of the ...
2k views

### How to find the maximum value of an integer that satisfies some inequality

Consider the following Mathematica expression: Reduce[2^j/(j + 1) <= 10, j, Integers] which outputs: ...
475 views

### What is going on in this plot?

Plot[{ArgMax[Cos[t] Sinc[2*Pi kl (Sin[t] - 1/Sqrt)], t]*180/Pi, 45}, {kl, 0, 10}, PlotRange -> Full] I want to know what causes this, and how to fix it ...
410 views

### ParametricNDSolve[ ] and NMinimize[ ] in Combination

I have the following code that is used to simulate a spacecraft orbiting Mars, and uses ParametricNDSolve to vary the spacecraft's initial conditions using a parameter value ...
228 views

### Is there any way to speed up this code that's Maximizing a function got from numerical integration?

I have this code below, which is calculating the Binding energy of an electron in a Quantum Well Wire with a hydrogenic impurity in it. Well you don't have to care much about what kind of calculation ...
Consider the following pair of commands. Maximize[{x^2 + y^2, Abs[x] <= 1, Abs[y] <= 1}, {x, y}] $\{2, \{x \rightarrow -1, y \rightarrow -1\}\}$ ...