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Numerical Optimization in Mathematica: An Insider's View of NMinimize

Brett Champion
Organization: Wolfram

2002 World Multiconference on Systemics, Cybernetics, and Informatics (SCI 2002)
Conference location

Orlando, FL

NumericalMath`NMinimize is a new standard add-on package for finding solutions to constrained and unconstrained global optimization problems. The package provides several derivative-free methods for finding global minima. These methods allow us to solve problems in which the objective function is not differentiable (or even continuous). The methods are robust enough to allow us to find global minima and are not easily trapped by local minima.

We will discuss the user interface to NMinimize as well as detail the methods and technologies used by NMinimize. Some focus will be on various technical issues such as how initial regions are chosen, integer variables are handled, and the like.

*Applied Mathematics > Numerical Methods
*Mathematics > Calculus and Analysis > Calculus
Related items

*NumericalMath`NMinimize: A New Standard Package for Global Optimization   [in Conference Proceedings]
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SCI2002Talk.nb (44 KB) - Mathematica Notebook