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Numeric Optimization

See What's New in Wolfram Mathematica 6

Functionality for numeric optimization has been greatly improved and now rivals or exceeds equivalent functions in many dedicated optimization packages.

The new function FindMaximum has been added to complement FindMinimum for convenience in obtaining local optimization. Both now support array variables, offer new and improved algorithms, and work better in limited-memory situations.

The global optimization function NMinimize has been expanded and moved from a standard package into the Mathematica kernel. Advanced documentation for NMinimize is now included, giving details of implementation and algorithms.

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Here we minimize 100 (y - x^2)^2 + (1 - x)^2 inside the unit disk x^2 + y^2 [LessThanOrEqualTo] 1 .

NMinimize[{(1 - x)^2 + 100 (y - x^2)^2, x^2 + y^2≤ [LessThanOrEqualTo] 1}, {x, y}]

{0.0456748, {x -> 0.786415, y -> 0.617698}}

The red dot shows the position of the minimum on a representation of the constraint and the function, shaded by height.

NMinimize output graphic


Related Links


Documentation from The Mathematica Book Documentation from The Mathematica Book
Numerical Optimization
  
Link from Advanced Documentation Advanced Documentation
NMinimize
Unconstrained Optimization
  
Documentation from the Reference Guide Documentation from the Reference Guide
FindMaximum
FindMinimum
NMinimize



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