# 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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### Optimized 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 ...
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### 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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### Methods to approximate obective function gradients from point cloud

Problem statement: Assume that I have an objective function $f(x)$ which takes as input a $D$-dimensional vector $x\in\mathbb{R}^D$, and that $f(x)$ is sufficiently smooth. Assume further that I ...
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### Nonlinear functional optimization in radial coordinates

I am currently implementing classical density functional theory for a radially symmetric system. In mathematical terms, I am searching for a function $f(r)$ that minimizes a functional $\Omega[f]$. ...
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### Difference between Dishonest Newton method and Very Dishonest Newton method

What is the difference between the Dishonest Newton method and the Very Dishonest Newton method? Is there a difference or do they mean the same thing? I have tried searching for this on the internet ...
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### Inconsistency in optimize.minimize

I am trying to fit a time-dependent curve at each time step. I do so in minimizing along $x_c$ the quadratic error between the curve and a reference solution $1/(1 + \exp\left(\sqrt{S}(x-x_c)\right)$...
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### Are the No Free Lunch Theorems Useful for Anything?

I have been thinking about the No Free Lunch (NFL) theorems lately, and I have a question which probably every one who has ever thought of the NFL theorems has also had. I am asking this question here,...
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### How to optimize for decay constant in exponential-like function?

I've got a data set of points $M_O .. M_N$ for time points $t_0 .. t_N$, where $N$ is approximately 10-20, and the spacing of time is not uniform (i.e., $t_{i+1}-t_i$ is not constant for all i). It is ...
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### Optimization Problem: Minimize the absolute value of a set of points

I have the following optimization problem: Given is a set of $n$ points $x_i, \ldots, x_n$ with $x_i \in \mathbb{C}, \|x_i\| < \infty$. Note that $n$ is usually not large, i.e. $n < 1000$. We ...
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### Minimize number of rectangles that cover all the points

I have a 2d distribution of moving points with known trajectories represented in a 640x480 image. Here is the initial state: I have to find the minimum number of rectangles with fixed dimensions (...