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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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77 views

Find integration boundaries by comparing two data sets

EDIT: the mathematica problem: My spectra are two 1-D lists of numbers (which I will copy at the end of this message), and so as to be able to integrate the narrow-slit-data, I created an ...
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70 views

Point selection criterion in `Method->RandomSearch`

In NonlinearModelFit one can specify Method->{"NMinimize", Method->"RandomSearch"} while giving a guess for the fit ...
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112 views

Linear programming pivot

Here my object is purely pedagogical. When I was a student I hated linear programming because of the numerous operation we have to solve the simplest linear program. So now that I teach linear ...
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77 views

how to realized parallelization computing on 12 CPUs on linux OS

Mathematica 10.3.0 linux Question description: The data I use is a sample of m stocks, each stock has transaction data of n days. The unit of my sample is a 48*1 matrix, which is data for one stock ...
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100 views

Can you run FindMinimum excluding imaginary results?

I have a FindMinimum task that I described in an earlier post. One of the suggestions to make the minimization algorithm work was to try to scale the input variables so they are closer. One of the ...
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70 views

NMaximize — Error + Output

When I run the code, Table[ NMaximize[ {f[α, χ, τ], 0 <= α <= 2 π, 0 <= χ <= π}, {α, χ}, WorkingPrecision -> 10 ], {τ, 0.1, 2, 0.1} ] ...
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288 views

Solve equations involving summation expressions in Mathematica

I am trying to solve the simple linear regression equation analytically in Mathematica (not using builtin functions). I managed to calculate the gradient as follows f is loss function using RSS and ...
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221 views

Gradient Descent's Update Rule for Multiparameter Functions

I'm sure this has been answered before, but I haven't been able to find it. I'm trying to manually implement gradient descent for some function, f, with a vector of any length. I define the update ...
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35 views

How to make FindMiniumum work with delayed function and NIntegrate [duplicate]

I can plot my function penalty[v] just fine, but FindMinimum doesn't work, it just complains non-numerical values from ...
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204 views

Minimize: which algorithm is in use?

How can I know which algorithm has been used by Minimize to solve a given problem? Can I force Minimize to use a specific ...
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1answer
170 views

Problems with NMaximize [duplicate]

The Objective function I would like to Maximize takes less than a second to evaluate. There are several packages needed to evaluate it, so I'm not showing it here. ...
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77 views

Check if interpolated function passes through a specified region

Is there an efficient way to check if a curve that was obtained as an Interpolating Function (from solving differential equations numerically) passes through a given region? I am solving for two ...
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97 views

Using ParametricPlot to Display result of Maximize

One would expect that: Plot[f[x],{x,0,1/2}] and ParametricPlot[{x,f[x]},{x,0,1/2}] would always yield identical outputs. ...
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34 views

Maximum of an integral that depends on a parameter [duplicate]

I have defined a function f(x,t) : ...
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81 views

Minimization with constraint define over a region

I would like to perform a 2D electrostatic minimization between two charged ellipsoids, provided that they should not penetrate each other; they can touch but they are hard ellipsoids. Here is what I ...
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120 views

Kernel crashes during `LinearProgramming`. Can you reproduce it?

Using the code from this answer for a sufficiently large problem setting crashes my kernel. I'll copy/paste the code here: ...
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67 views

Incorporating sophisticated constraints on the approximating function into NMinimize

Following the approach as given in the answer of Belisarius here I just wonder how one could incorporate some more sophisticated requirements on the approximating function. Suppose the approximating ...
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206 views

Find the maximum hyperrectangle contained in a set of points

I have a question similar to this one ( Find the largest rectangular block satisfying some condition without iterating explicitly). but in my case I have a multidimensional (up to 6 dimensions) binary ...
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52 views

How to determine whether NMinimize returns a solution or not?

I'm using NMinimize to find the minimum solution for a non-linear objective function. As I change the set of constraints, most of times ...
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0answers
93 views

NIntegrate within NMinimize - how to optimize the code?

How I can optimize these numerical calculations? Most annoying is encountering instabilities (numerical errors). I have a predefined function: ...
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0answers
117 views

Simplifying sums of rational trigonometric functions

After simplifying the trigonometric functions as advised before (cf. Simplifying Expressions for FindMinimum), I obtained a sum of 62 similar expressions, the first three as in the below: ...
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122 views

Optimization over 6 vectors

Suppose I have an expression which depends on 6 unit vectors (3 dimensional). Hence, I need to optimize over 12 parameters (every vector contains 3 parameters, but one we can reduce by considering ...
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318 views

How to optimize a cost function which involve the solution of a ODE system using the NMinmize?

I have created a cost function, the value of which depends on the solution of a ODE (ordinary differential equation). The parameters of the ODE are not determined, and my goal is to determine them ...
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70 views

Sharp Ratio Maximization, Closed Forms

I am trying to get a closed form for the following first order conditions (n=4): Here's the nb-File. The code is as follows: ...
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0answers
316 views

Solving Lagrangian (4 vars to solve for)

I'm a bit new to Mathematica, but here's what I've got: ...
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39 views
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87 views

How to obtain this optimization result?

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498 views

Optimization method L-BFGS-B

I am comparing a result of optimization using R and Mathematica. Mathematica (NMaximize) has found a significantly better (global optimum) result then R (using L-...
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96 views

Transform NMinimze into LinearProgramming formulation

I have the following maximization problem that I currently try to solve with Minimize/NMinimize. Unfortunately, this kind of solution method takes really long for large systems of equations and ...
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529 views

Improve on timing of NMinimize

I got a little performance problem with the function NMinimize (it takes mathematica approximately 10 minutes to compute the results). Here i s my sample code: ...
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157 views

Speed up numerical optimization (for plotting and solving)?

Briefly speaking, I want to plot a function PIfun[], which its value is based on numerical optimization using NMaximize. It ...
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1answer
221 views

Getting standard errors (Hessian matrix) from optimization with constraints

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0answers
36 views

What is that Root[…] inside the answer represent? [duplicate]

So I am encountering this situation, in which mathematica doesn't give me the answer, but in a form of "Root". How do I interpret this ? what is the number after the "&" represent? How should I ...
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0answers
126 views

Linear interpolation over 2 variables [duplicate]

I'm tuning a function to data over 4-5 variables using Differential Evolution. The objective function calls frequently interpolation function. I came to a point, where compiling the objective function ...
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0answers
69 views

How to obtain all minima? [duplicate]

If you Solve an equation, you obtain all solutions. But If you NMinimize a function, you only get one minimum. The question is:...
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0answers
316 views

Maximum of NDSolve output. Problem with interpolating function

I solve a NonLinear PDE and get a solution (which for other reasons I put into a vector): SolVec1[1][[2]][x,t], where x and t are the indipendent variables. Now, I would like to get a distribution ...
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65 views

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

I have written a console application on Visual Studio C++ as below ...
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0answers
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: ...
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0answers
70 views

NMinimize and FindRoot Issues with System of Equations [duplicate]

I am trying to solve a constrained optimization problem with a system of transcendental equations and am running into issues with NMinimize. I have a system of equations (...
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0answers
50 views

How can I assign EdgeCost for the graph edges? [duplicate]

Here is my code: ...
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0answers
1k views

Mathematica, nested optmization [duplicate]

I want to use the solution of Maximize, defined as a function, in another function. Here's an example: ...
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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. ...
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2answers
189 views

Can Minimize work faster and/or be parallelized?

Having executed ...
-1
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4answers
180 views

Linear least squares [closed]

Maybe someone has code of linear least squares? https://en.wikipedia.org/wiki/Linear_least_squares_(mathematics)#Example
-1
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1answer
160 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: $$\max_{c,d,l} p\ln(c)+\ln(d)+\ln(l)$$ ...
-1
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3answers
225 views

Optimization Algorithm: ideas wanted

EDIT: Lets assume a random matrix: ...
-1
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2answers
172 views

Solving inequality using matrix form condition

*answer is $x=(10,5)^T$ (a,b) is inner product. x and y is 2d vector. Find $\bar{x}$ within the area by the systems of inequality,$K(x)$ s.t. About inner product of vector F(x) and (y-x),$F(\...
-1
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1answer
71 views

Search optimum on connected simulation

Do you know how can I find minimum/maximum of a simulation written in a Module. The simulation calculates a potential value to a territory after some steps. It would seem like this: ...
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1answer
546 views

Finding the maximum of a gradient vector

Im trying to find the maximum of my gradient vector G[x,y], I've tried several options including FindMaximumValue, FindMaximum etc. but i couldn't find it. The full function is shown below, any help ...
-1
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1answer
151 views

How to fit one parametric array to another numerical array?

I have two arrays of length n. One of them is obtained by experiment, so every element of the array is a number. The other array is parametric, each element is a ...