# Questions tagged [optimization]

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

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### scipy.optimize.minimize(method=“SLSQP”) does not give the minimal value along its own search path

I would like to enquire about a situation I encountered while using the scipy function scipy.optimize.minimize(method="SLSQP"). It seems to loose track of the global minimum in the path of ...
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### Can this volume intgral be expressed as a convex function?

This question is related to the following: https://math.stackexchange.com/q/4151405/685910 - the context is summarized below for clarity. In the setting of convex optimization, I am looking for a ...
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### Constrained optimization for non-linear equations in octaveGNU

I have installed Optim1.6.1 package. I would like to solve a system of equations in non linear finite element analysis using constraints as u=1 at certain nodes. u=0 at certain nodes. Typically I find ...
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### Equivalence between zero sum games and linear program

It is well known that you can use the algorithm for finding the equilibrium of a Zero-sum game to solve a linear program. In particular, you can take a LP and reduce it to a zero-sum game, and use the ...
0answers
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### Relative interior requirement in Slater's condition

I'm reading Convex Optimization by Boyd and Vandenberghe. This is how they describe Slater's condition: What I don't understand is why it is necessary to enforce that $x$ be in the relative interior ...
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### continuous analogues of Newton's method

Suppose we want to minimize some convex functional $J(u)$ where $u$ lives in some Banach space $V$. The classical Newton method $$\mathrm d^2J(u_n)(u_{n + 1} - u_n) = -\mathrm dJ(u_n)$$ can be viewed ...
1answer
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### Log-Determinant constraints in SDP

This is a belated follow up to my question here, because I didn't want to tack questions onto questions. According to the Mosek documentation here, one possibility for expressing $t \leq log(det(X))$, ...
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### tiny typo in Numerical Recipes Eq. 9.4.6 [closed]

The Numerical Recipes Forum http://numerical.recipes/forum/ is closed, so I will record a tiny typo here for the benefit of others who may wonder about this. (This typo is not in the software, but ...
1answer
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### What is the best cooling and flippling schedule in simulated annealing?

I've noticed that some heuristics for it on my problem which work surprisingly well. I guess it ought to be systematically studied although I cannot find guides or overviews for it.
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### Optimization algorithm to find coinciding root and minimum

Are there any optimization algorithms aimed at finding a coinciding root and a (local) minimum of a multi-variable function f. Say it is known analytically that ...
1answer
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### How does the number of function calls in BFGS scale with the dimensionality of space

Is there any estimate for the scaling of the number of function calls in BFGS-optimization with the dimensionality of the search space? Specifically I am assuming a (free) expression for the gradient ...
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### How to efficiently perform this 2D integral in Quadpy?

I need to integrate a function defined in 2Dims (z and radius r), for which I don't have an expression. I can just query the ...
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### Help with finding an objective function for optimization

Im working in comsol and needed help figuring out the objective function for the following situation (Comsol does have multiple objective function option as min max or sum of) I have 7 batteries ...
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### Algorithms to generate spherical codes

A spherical code, specified by the parameters $(n,N,t)$, is a set of $N$ coordinates on the $n$-dimensional unit hypersphere such that the set of dot products between any two unit vectors from the ...
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### Validating that a code is a good spherical code

Apologies if this is a trivial question. If that is the case I imagine I would benefit from someone explaining where my understanding is lacking. I am having some trouble interpreting the (putatively ...
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### What is this QR-factorization-based preconditioning called?

I have recently started to delve into someone else's code, and there is a part in there I don't quite understand. The authors of the code use some form of pre-conditioning to speed up the optimization....
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### Black box optimization

I have a simulation which gives a scalar result depending on the choice of some continuous design variables. I am trying to minimize the output of the simulation. As a first step, I want to study the ...
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