# Questions tagged [optimization]

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

844 questions
Filter by
Sorted by
Tagged with
73 views

### Loooking for name of this geometrical optimization technique

From my knowledge if you fit geometrical objects into point clouds you want in general minimize the squared distances of the point cloud to your fitted objects. I do so with the downhill simplex ...
230 views

### Repeated 1d minimization with similar parameters (scipy)

I have a function f(x,k1,k2) and I am trying to minimize it over x for different values of ...
188 views

### Optimizing multiple output parameters for a given input

Problem statement: I'm trying to solve a problem statement using C# as programming language. In the problem system for an input (double/decimal) say $H_i$, the output generated is a form of dataset ...
1k views

### Definition of the DTLZ 5 - 7 Problems

For a multi-objective optimization task I want to use the DTLZ5, DTLZ6 and DTLZ7-problems definied by Deb et al. in their Paper "Scalable Multi-Objective Optimization Test Problems". There are ...
240 views

### Solve a pair of coupled nonlinear equations within certain limits

This answer to this question works only for situations in which the desired solution to the coupled functions is not restricted to a certain range. But what if, for example, we wanted a solution such ...
307 views

### MILP formulation and optimization

For $i=1, \dotsc, K$, we have $n_i$ ordered real numbers: $$x_i(1) \leq x_i(2) \leq \dotsc \leq x_i(n_i)$$ I want to solve the following optimization problem: \begin{align} \mathrm{maximize} \; \...
65 views

### How to model waterflow when only a couple of sample points available

Figure below depicts a cross section of a creek for which I am trying to measure the water flow for that section. What we have as inputs are a bunch of sample points on the river. For each sample ...
67 views

### Finding maximum value in huge dataset

I am working on a project involving some pattern recognition. For this I need to find the maximum value in a huge multidimensional dataset. For example I have a discrete 5-dimensional space containing ...
121 views

### Nonconvex Optimization

Consider the following optimization problem: $\text{max}_{p} \quad ||p||^2 \\ s.t: x\geq 0\\ p\in D$ where $D$ is a convex set. Is this problem $\mathcal{NP}$-hard?
1k views

20 views

### How to use the solution of a multistage stochastic program?

Given a multistage stochastic program, its solution (if it exists) consists of the first decision vector, as well as all the recourse decision vectors for all possible scenarios of an event tree. But ...
33 views

### Method for implementing QP solver with matrix terms?

I am trying to implement (in code) a QP solver for the following equation: $$\min_{u} u^{T} Wu$$ $$s.t. \; \beta u = \tau_{ref}$$ $$Au \leq b$$ See this document, section 5.1 (Page 35) $u$ is a ...
60 views

### Parameter estimation using fmincon

This is a follow up to my previous question posted here. I am solving an optimization problem using fmincon in MATLAB. There are no equality constraints in my model....
16 views

### Cost functions to judge time/memory/accuracy tradeoffs

I am working on an interesting algorithm: Its absolute error is exponential in a parameter $j \in \mathbb{N}$, and for a given $j$, I have complete freedom to choose between an $\mathcal{O}(1)$ time-...
31 views

### Minimizing the ratio of two specific non negative quadratic convex functions

$F$ is $m\times m$ diagonal, with real non negative elements $D$ is $n \times m$ complex $P$ is $n \times 1$ complex $A$ is $m \times 1$ complex. Minimize $\Gamma(A)$, with respect to $A$. \...
51 views

### Simplification of an optimization objective

Let $G(V,E)$ is a weighted simple graph, where $V$ and $E$ are the set of vertices and Edges. The graph is undirected. Let $A \in \{0,1\}^{n\times n}$ and $W \in R_+^{n\times n}$ be the adjacency ...
68 views

### R function or package for carrying out maximum likelihood techniques in random effect models

I am applying optim() function in R to obtain maximum likelihood estimates of the fixed effects and random effects in a model with bivariate random effects. The ...
187 views

### lagrangian dual and linear programming

I'm going through an article lately and there is one point which is very confusing. So, we have the following original constrained binary quadratic problem as the following. The pre-assumption of ...
171 views

### Integer programming with Matlab

I'd like to know how to solve in MATLAB the following integer optimization problem : $\underset{B,D}{\arg\min} \Vert{Y-XDB}\Vert_{2}$ where $X,Y$ are given matrices. The constraint is the following ...
54 views

### Which optimization toolbox is suitable for this type of problem [duplicate]

I have a mixed integer (quadratic/linear) optimization problem with about 3000 variables in a form which I can't extract the coefficient vectores. However MILP solver in Matlab requires the f input ...
201 views

### Marginal values for non linear optimisation using SNOPT

I am currently solving a Non Linear modell in GAMS and I am interested in a sensitivity analysis of the results. When working with a linear program I am able to look at the marginal values for the ...
32 views

### Data to test optimization algorithms [duplicate]

I plan to implement some optimization algorithms in Python, say to follow the sequence here or here. What would be a systematic approach to testing the algorithms I write, using either well-known ...
32 views

236 views

### Robust Counterpart of an uncertain LP

Consider the following robust optimization problem: min c'x s.t.: $Ax\geq b \;\;\forall (A,b)\in \mathcal{U}$. Why can the robust counterpart of the problem be written in this form? \$min_x{\{ ...
2k views

### optimization non linear problem with java code

Is there some packages in java that can be included to eclipse in order to solve a non linear problem? I have used ipopt but when running, there is a notification which say "NOTE: You are using Ipopt ...
49 views

### Detecting degenerate triangles with very thin structures

Between the two ears in the following bunny images, there are some degenerate triangles I want to detect. It looks like a volume-less thin slits. If the question is not clear, please let me know.
150 views

### Problem using MATLAB fminunc [closed]

I am trying to find the minimum of this function. But I receive the following error when I run the script. What am I doing wrong: ...
30 views

### Could not get expected result?

I am trying to solve the example 3.3 in this book. ...
28 views

### Need Help for Formulating in YALMIP

I want to implement the given optimization algorithm for the ieee-14 bus system into YALMIP. It is a non-convex type of problem. it will be appreciated if anyone can help me in formulating this into ...
303 views

### Multi-objective optimization problem - Euclidean space

I am looking for some clues for an optimization problem. My problem consists of arriving to a image by optimizing multiple layers with the pixel position probability. This is an overview of the ...