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Questions tagged [mathematical-optimization]

Mathematical optimization deals with maximizing or minimizing an objective function by choosing values from within an allowed feasible set of possible values. Mathematical optimization is often also referred to as mathematical programming or simply as optimization.

Mathematical optimization deals with maximizing or minimizing a real function by choosing values from within an allowed feasible set of possible values. Mathematical optimization is often also referred to as mathematical programming or simply as optimization.

Thus, the study of Mathematical optimization includes formulating the problem (as a set of mathematical equations), and developing several solution techniques. These techniques exploit the underlying structure of the problem. Different optimization algorithms are suited for different types of problems and vary in solution times and computational complexity.

The goal (to be maximized or minimized) is called the "Objective Function." The set of equations that limit the solution space are the "constraints" and the possible solution space is the "feasible region." In some problems, the aim is to just find any acceptable solution, and these are called "constraint satisfaction problems" in which case there is no real objective function to be minimized or maximized.

Broadly, Mathematical Optimization falls under the area of "Applied Mathematics."

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Solving simple convex optimization in Sympy

I am trying to solve a simple set of equations in sympy. Finding the solution manually is simple, but I want to do it with sympy to learn the tool. from sympy import symbols,solve,Le,Eq l,x = symbols('lamda x') f0 = x**2+1 f1 = (x-2)*(x-4);…
LudvigH
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Evolution of the amounts paid between two months

Can someone help me to apply the right formula to show the evolution of the paid amounts between two months, for instance : In february : Paid amounts = 30 Dollars Turnover = 100 dollars Evolution of Paid amounts are : 30% In March : Paid amounts…
Gol D. ALi
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Regression with additional variables to optimize

I am given data which consists of X and Y points (x_1,...x_n; y1,...y_n). I want to fit X to Y using two basis functions: max(x,mu_1) and min(x,mu_2) In other words I want to estimate the following equation: y_i =…
Markoff Chainz
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Find closest sum of x properties values from multiple objects

let's say I have a class Part with 3 properties x,y,z: class Part { constructor(x, y, z) { this.x = x this.y = y this.z = z } createNewFromParts(...parts){ } } I want that the createNewFromParts function that will get x parts…
Tal
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Mathematical solution to split X teams into 3 Teams per day

I am trying to split X number of Teams into "play days" which consist of 3 teams per day There is more than one solution to solve this for 15 teams. What is the best approach to find all possible fixtures/match plans for team count 9-21? Team count…
Vid Man
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GUROBI - How to run the optimization with 50 lowest efficiency providers

I am using Python with Gurobi solver. I am solving a mixed integer optimization problem and I am trying to get an optimization result with 50 lowest efficiency providers. But I am getting 47 providers in the result and not 50 as expected. How do I…
Kamal Mustafa
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Approximator of Log likelihood of tanh(mean + std*z)

I have been trying to understand a blog on soft actor critic where we have a neural network representing a policy that outputs mean and std of gaussian distribution of action for a given state. Since direct back-propagation through stochastic node…
user3105965
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Objective function "fairness" coefficients in Google's Operations Research Tools

I am trying to formulate a maximization problem using Google's OR-Tools package. The basis of the optimization is a Fantasy MLB Auction draft. The problem involves the following constraints: 1) Salary Cap of $260 2) 23 total players 2a) At least…
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How do I reduce the summation of a binary variable Integer Linear Programming

I am working with an optimization problem where I have a variable with 3 indices Binary Variable: Viup <- i is for no. of tasks, u is the machine, and p is the time Integer Variable: Xi <- the cost of each task i I am trying to impose a constraint…
Sagarika Khandelwal
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How to set upper and lower bounds for each element in a set?

I am creating a GAMS model to solve a simple maximization problem. I have a set J with 3 elements (1,2,3) and a variable x(J) that encompasses all the elements. I am wondering if there is a way in GAMS to set a lower bound of 0 and upper bound of 3…
user3554599
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Computing Jacobian And Passing to Scipy Minimize

I know the jacobian is the first derivative, but I don't know how to compute it for my simple function (I tried online derivative calculators) and pass it to my scipy minimize function. In code, here is the objective function (guess arrays can…
Curiosity
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Error 'argument "param" is missing, with no default' - optim() function in R

I'm trying to use Pythagoras’ theorem to calculate the minimum value of time by creating functions in R that output T and (dT/dX1) as a function of X1, and use the optim() to numerically find the value of X1 that minimises T. Time_1 <-…
Cecilia
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Logarithm function-approximation algorithm

I created a function to calculate the parameters of a logarithm-function. My aim is to predict the future results of data points that follow a logarithm function. But what is the most important is that my algorithm fits the last results better than…
Jordan Delbar
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Minimizing a function to find unknown parameters

I have x=["lists of numbers"] events=["lists of numbers"] I want to minimize a function having 'a' and 'b' as parameters def f(a,b): for i in range(0,71): s=0.0 …
Beezet
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MathNet Multiple Regression in VB.NET

I am trying to implement a multiple regression in MathNet using that model function for a start (may add another predictor variable later) : Y = a + bX1 + cX2 + dX1X2+ eX1^2 + fX2^2 Dim impvol(IV(0).Count) As Double Dim predictors1 As…
bruno
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