# Questions tagged [optimization]

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

838 questions
Filter by
Sorted by
Tagged with
591 views

### Recommended Route for Mastering Inverse PDE Problems

I would like to master Inverse PDE Problems particularly with the use of Finite Elements. My problem is I don't know where to start. Should I begin by reading a book on Inverse Problems or on PDE-...
104 views

### Efficient principal pivots

It was suggested I should try posting this question here from Mathematics Background I'm working on a numerical linear algebra package in C#. I'm trying to implement a variety of "principal ...
16k views

### scipy.optimize.fmin_bfgs: “Desired error not necessarily achieved due to precision loss”

I am getting the warning in the post subject when attempting to optimize a function in Python with the scipy.optimize.fmin_bfgs function. The complete output: Warning: Desired error not necessarily ...
5k views

### Problems that can be reduced to the Traveling Salesman Problem

Which search/optimization problems can be reduced to the famous "Traveling Salesman Problem"? For instance, I have a collection of N particles, in 3D, and there is a function (Van der Waals energy) ...
263 views

Can anyone point me to methods for varying $h$ in gradient estimation for noisy numerical optimization? Some programs have the user give a fixed $h$, which is used for forward-difference or central-...
2k views

### Contiguous prime numbers with MPI (Want more ideas for an efficient algorithm)

I am a programmer. I am working with Message Passing Interface (MPI) in C. I do a program that consist on finding the contiguous prime from 1 to 10,000,000. I already do it! but I do it with trial ...
724 views

### Gradient descent to stationary, or accumulation point

I recently came across the notion of an accumulation point as a result of a certain gradient descent variation. The following definition was found: An accumulation point $P$ is such that there are an ...
154 views

604 views

598 views

### Computing standard errors for linear regression problems without calculating inverse

Is there a speedier way to calculate standard errors for linear regression problems, than by inverting $X'X$? Here I assume we have regression: $$y=X\beta+\varepsilon,$$ where $X$ is $n\times k$ ...
126 views

### Using an approximation algorithm to adapt parameter values of a given algorithm

Problem: I have an incremental online clustering algorithm which need 4 parameters that should be specified by the user before execution. The algorithm will gives "good results" if "a good parameter ...
295 views