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Results tagged with mathematical-optimization
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user 18767
Questions on the optimization functions of Mathematica such as FindMinimum/FindMaximum, Minimize/Maximize, NMinimize/NMaximize, etc.
5
votes
1
answer
160
views
Optimize cost when ordering wood boards (cutting stock problem)
That is probably a common optimization problem, but I don't know how to solve it efficiently.
Say you want to buy the following wood boards: 2 to 1m, 3 of 1.5m, 2 of 2m. The shop has the following boa …
- 14.5k
2
votes
1
answer
282
views
Why is FindMinimum slow for this convex cost function of one variable?
I implemented a Kalman filter, which perfectly works. This filter has four parameters denoted here by Q1,Q2,R1,R2. I'd like to find the optimal parameters, in the sense of an error measured by a funct …
- 14.5k
21
votes
2
answers
10k
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 Mathemat …
- 14.5k
2
votes
0
answers
81
views
Using FindMinimum to solve equations as constraints
As suggested here, a system of equations can be seen as constraints in a minimization procedure with a zero cost function.
For instance:
f[x_, y_] := {x + 3 y^3, Sin[x^2 - y + 1]}
FindRoot[f[x, y], …
- 14.5k
1
vote
1
answer
329
views
Improving strategy to solve this constrained root-finding problem
I am looking for roots of the function eqs defined below. It has $2k$ unknowns and returns a vector of $2k-1$ components.
The sole purpose of the following block is to define eqs, no need to try and …
- 14.5k