Minimization is a subclass of mathematical optimization where given a cost or objective function, the goal is to choose the best set of parameters that will minimize the value given by this function.
Questions tagged [minimization]
529 questions
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How to minimize my function for a specific parameter, and holding others constant
So I am trying to calculate the value of a parameter, beta, by minimizing the chi-square function. To do this, I'm using the scipy.optimize.minimize() function. I can't seem to get the code to do what I want. Is there a way to do this? I am open to…
lr123
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Genetic Algorithm to Minimize Function using Discrete Values
I am trying to solve for the optimum combination of 6 discrete values that take any number between 2 and 16 which will return to me the minimum function value of the function = 1/x1 + 1/x2 + 1/x3 ... 1/xn
The constraint is that the function value…
M.Khaled
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python scipy fmin not completing succesfully
I have a function that I am attempting to minimize for multiple values. For some values it terminates successfully however for others the error
Warning: Maximum number of function evaluations has been exceeded.
Is the error that is given. I am…
magladde
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Scipy.optimize.minimize on trajectory optimization (Cost Functional Minimization)
I've posted a question asking about how to go about this problem in general here:
Trajectory Optimization for "Rocket" using scipy.optimize.minimize
Ideally I would like to just minimize the final time, but I could not get the optimizer to append…
gigs
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neldermead arguments in R
I have found no examples of neldermead() on the internet, so I figured I would post the following. That said, I cant figure out how to control the max number of iterations of the…
Entropy
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Scipy minimize: ValueError: Shape of passed values is (10, 10), indices imply (1, 10)
I am doing a mean-variance portfolio optimization exercise and I am stuck with the error mentioned in the title. The goal of my optimization is to maximize the sharpe ratio of a portfolio of 10 assets with an additional tracking error…
HanYolo
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How to implement Least-absolute Regresion as a lineal optimization problem
I'm a beginner on this, so I'm traying to implement Least Absolute Regresion as a Linear Optimization Problem from this formulation:
UPDATE CODE
This is my code so far, but I'm sure it no good because I'm getting the next error:
ERROR: Rule…
Ludwig Rubio
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Minimazing quadratic cost function: check validity of algorithm and how to optimize it
I would like to estimate parameters of a PSF and the linear coefficients, given output data "y". The relation is given by :
I have the following function
I have to estimate all the 6 parameters (a,b,r0,c0,alpha,beta) given only "y" output…
user1773603
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Estimating parameters using minimization in Python and speed up this process
I am trying to find parameter estimates using using minimization. The code I wrote works but there are two problems:
I finds only a local minimum. I tried to solve this by using basinhopping.
It takes very long until I get a result and since I have…
Sebastian
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Optimising the maximum value in a list in O(nlog(range of bounds)) time
Currently I got a problem in which we have two arrays say x=[x1,x2,x3,...,xn]
and array y=[y1,y2,y3,...,yn] and a value say k. Now I have to generate an array say z=[z1,z2,z3,...,zn] from k, such that z1+z2+z3...+zn=k . For different z generated…
Sachin Singh
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Python minimize Objective Function to estimate model parameters
I have developped an extension of the standard Bass Model and now I want to estimate the parameters of this model using minimization.
The model is:
SVe(t) = θ[t-tv ] * { p*m + (q-p) * ∑SVe(t-1) + (q/m) * ∑SVe(t-1)^2 }
Objective function is:
Minimize…
Sebastian
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Minimization algorithm to solve a 3 equations, 2 unknowns system
As a civil engineer, I am working on a program to find the equilibrium of a concrete reinforced section submitted to a Flexural Moment.
Reinforced Concrete Cross Section Equilibrium:
Basically, I have 2 unknowns, which are eps_sup and eps_inf
I…
Romain Cosentino
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Monte Carlo Optimization
I am trying to do Monte Carlo minimization to solve for parameters of a given equation. My equation has 4 parameters, making my iteration about 4**n
when I try iteration n = 100, I saw it is not a good idea to search all the parameter space.
Here is…
kayT
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How to gain speed in Python function minimization to find solutions to Ellipsoid equation
Introduction
Using Python, I want to retrieve a set of solutions that satisfy the following equation describing an ellipsoid:
where H is a positive definite matrix.
In order to retrieve a vector x that satisfies the condition for an arbitrary…
Paul
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PYOMO: Infeasible solver status
I have a problem in finding the soulution for the status of my solver due to the fact that I want to find an optimal solution for my LP. Below you can find the code for the problem I want to solve. I have no idea why the optimizer is not able to…
POLDI1912
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