# Questions tagged [optimization]

This tag is intended for questions on methods for the (constrained or unconstrained) minimization or maximization of functions.

166 questions
2k views

### Best Open Source BLAS / LAPACK package

I was wondering what is a more optimized open source BLAS/LAPACK package with respect to modern multi-core processors (Haswell and beyond). Is there any distribution that can attain performance close ...
427 views

### What's a good numerical/optimization software package for solving the 2-D optimal stopping problem?

I am looking for a numerical software package to help me solve the 2-dimensional "free boundary" PDEs that arise in optimal stopping problems. In one dimension a standard optimal stopping problem in ...
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### Solving a nonlinear poisson equation via variational minimization

I am kind of new in finite elements and I am solving simple "Poisson nonlinear" problem. $- \nabla ((1 + u^2) \nabla u) = f$ $u = 0 \ \text{on} \ \Omega$ I am using Newton solver, where I have ...
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### Maximizing slow multi-parameter function

What's the best method to maximize the value of slow multivariate function? Here is what I know about the function: Number of parameters is ~ 10. It takes considerable amount of time to compute the ...
68 views

### Graph optimization for parallel processing

Consider the following example structure of overlapping images marked A,B,C,D. The possible overlaps are marked by gray color: The structure can be represented by a weighted undirected graph (images ...
895 views

### Polynomial Fitting with Least Squares using Numpy and Scipy

I am trying to fit data to a polynomial using Python - Numpy. The points, with lines sketched above them are as in the picture. I am trying to fit those points to a polynomial of 4. or 5. degree. ...
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### Why not use this simpler variant of Stepwise Regression?

In stepwise regression, you step predictor by predictor, each time selecting the one with the greatest correlation with the measurement, subtracting greedily to leave a residual with no correlation to ...