Minimization help in mathematica

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    Mathematica Minimization
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Discussion Overview

The discussion revolves around a constrained minimization problem involving eight variables in Mathematica. Participants are exploring the challenges of obtaining desired results from the minimization process and discussing potential solutions or alternative approaches in Mathematica, MATLAB, or Maple.

Discussion Character

  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant expresses difficulty in minimizing a specific function in Mathematica and requests assistance, noting it is urgent.
  • Another participant reports that their version of Mathematica quickly produces a solution, but questions the triviality of the values obtained, which correspond to the lower bounds of the constraints.
  • A subsequent participant points out that the quadratic nature of the expression suggests that the minimum may occur at the boundary of the constraints, particularly the lower limits.
  • After adding an additional constraint that the sum of the variables equals 2200, a participant reports obtaining a larger result, but questions why some solutions remain at the boundary despite the new constraint.
  • Another participant provides an example of a maximization problem to illustrate that boundary solutions can be valid, suggesting that achieving maximum values at the boundaries is not unusual.

Areas of Agreement / Disagreement

Participants do not reach a consensus on the appropriateness of the boundary solutions or the implications of the constraints. There are competing views on whether the solutions obtained are valid or if they should fall within the defined constraints.

Contextual Notes

Participants have not fully resolved the implications of the constraints on the minimization problem, and there are unresolved questions about the behavior of the function at the boundaries versus within the constraints.

quantumfireball
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Hi
i am finding difficulty in minimzing the following in mathematica.
Can someone try it out and share with me the results.
Its urgent.

Its a constrained minimization problem in 8 variables c2,c3...c9
Can it be tried out in MATLAB or maple?

NMinimize[{1.383` c2^2 + 1.377` c3^2 + 1.2618` c4^2 + 1.36` c5^2 +
1.357` c6^2 + 1.29` c7^2 + 1.35` c8^2 + 1.349` c9^2 +
2 (-0.016892` c2 c3 - 0.02962` c3 c4 - 0.01903` c3 c5 -
0.03682` c4 c5 - 0.0170` c4 c6 - 0.03789` c5 c6 +
0.0107` c3 c7 - 0.02034` c5 c7 - 0.05074` c6 c7 +
0.01112` c3 c8 + 0.01282` c4 c8 - 0.0299` c6 c8 -
0.05788` c7 c8 - 0.0275` c7 c9 - 0.0588` c8 c9),
466 < c2 < 2059, 272 < c3 < 893, 171 < c4 < 475,
116 < c5 < 288, 83 < c6 < 191, 63 < c7 < 135, 49 < c8 < 101,
40 < c9 < 78}, {c2, c3, c4, c5, c6, c7, c8, c9}]
 
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Why do you have problems with that in Mathematica?
Which version are you using?
It takes my version 6.0 only 0,25 second to produce
{465436., {c2 -> 466., c3 -> 272., c4 -> 171., c5 -> 116., c6 -> 83., c7 -> 63., c8 -> 49., c9 -> 40.}}
 
CompuChip said:
Why do you have problems with that in Mathematica?
Which version are you using?
It takes my version 6.0 only 0,25 second to produce
{465436., {c2 -> 466., c3 -> 272., c4 -> 171., c5 -> 116., c6 -> 83., c7 -> 63., c8 -> 49., c9 -> 40.}}

My dear friend i too got the same thing but are you blind to not notice that it gives only trivial values,that is the c values are just the values of the less then equality.
 
And have you noticed yet that in each of the ci, the expression is quadratic so if the map
[tex]c_i \mapsto f(c_1, c_2, \cdots, c_i, \cdots, c_9)[/tex]
where f is the expression you want to minimize, and all other values of c are fixed, has its minimum on the boundary (in particular, on the left boundary) then it is not strange that f is minimized by taking all the c on their left boundaries?
 
CompuChip said:
And have you noticed yet that in each of the ci, the expression is quadratic so if the map
[tex]c_i \mapsto f(c_1, c_2, \cdots, c_i, \cdots, c_9)[/tex]
where f is the expression you want to minimize, and all other values of c are fixed, has its minimum on the boundary (in particular, on the left boundary) then it is not strange that f is minimized by taking all the c on their left boundaries?

Sorry i forgot to add the following additional constraint:

c2+c3+c4+c5+c6+c7+c8+c9=2200

try it now
 
Then I get a somewhat larger answer

{1.04414*10^6, {c2 -> 466., c3 -> 466., c4 -> 475., c5 -> 288., c6 -> 191., c7 -> 135., c8 -> 101., c9 -> 78.}}

That is still not what you want?
 
CompuChip said:
Then I get a somewhat larger answer

{1.04414*10^6, {c2 -> 466., c3 -> 466., c4 -> 475., c5 -> 288., c6 -> 191., c7 -> 135., c8 -> 101., c9 -> 78.}}

That is still not what you want?

The soln does satisfy the constraint,but since i have included e\inequality constraints as well,why are some solutions on the boudary.Should,nt they be within in?

c1+c2+...c9=2200
 
Last edited:
Not necessarily. For example,

NMaximize[{x + y, 0 < x < 100, -10 < y < 10}, {x, y}]

gives x = 100, y = 10; the best way to maximize x + y is to make both variables as large as possibly allowed. If x = 100 and y = 10 is really not allowed, you should get as close as you can (e.g. x = 99, y = 9; if they must be integers).
 

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