Minimization help in mathematica

  • Context: Mathematica 
  • Thread starter Thread starter quantumfireball
  • Start date Start date
  • Tags Tags
    Mathematica Minimization
Click For Summary
SUMMARY

The forum discussion centers on a constrained minimization problem in Mathematica involving eight variables (c2 to c9) with specific quadratic expressions and constraints. Users discuss the performance of Mathematica version 6.0, which successfully computes the minimum value of the function in 0.25 seconds, yielding results at the boundary of the constraints. An additional constraint, c2+c3+c4+c5+c6+c7+c8+c9=2200, is introduced, leading to a larger minimum value of approximately 1.04414*10^6. The conversation highlights the behavior of solutions on the boundary of constraints in optimization problems.

PREREQUISITES
  • Familiarity with Mathematica 6.0 or later for optimization tasks
  • Understanding of constrained optimization and quadratic functions
  • Knowledge of boundary conditions in mathematical programming
  • Experience with defining and solving optimization problems in mathematical software
NEXT STEPS
  • Explore advanced features of Mathematica's NMinimize function
  • Learn about boundary conditions in optimization problems
  • Investigate the differences between NMinimize and NMaximize in Mathematica
  • Research optimization techniques in MATLAB and Maple for comparative analysis
USEFUL FOR

Mathematicians, data scientists, and engineers involved in optimization problems, particularly those using Mathematica for constrained minimization tasks.

quantumfireball
Messages
90
Reaction score
0
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}]
 
Physics news on Phys.org
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
c_i \mapsto f(c_1, c_2, \cdots, c_i, \cdots, c_9)
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
c_i \mapsto f(c_1, c_2, \cdots, c_i, \cdots, c_9)
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).
 

Similar threads

Replies
1
Views
2K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 11 ·
Replies
11
Views
5K
Replies
8
Views
3K
Replies
4
Views
4K
  • · Replies 4 ·
Replies
4
Views
8K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 15 ·
Replies
15
Views
4K
  • · Replies 2 ·
Replies
2
Views
5K
Replies
2
Views
2K