mathematical-optimization

Where has this cluster search algorithm been presented before?

See: http://kks.cabal.fi/GoodEnoughSearch I have gone through quite many papers and sites. I have not found where this algorithm has been presented before, or that someone has made something similar, but better or more general. The algorithm is pretty simple and thus should be found quite easily by anyone facing the same kind of problem...

how to generate/compute x^1+...x^n type equation in c#?

Question pertains to series type math problems: x^1+x^2+x^3+...+x^n please note, this is just a simple example. each iteration of n could be more complex. i am not actually looking to calculate this equation.. just curious about what constructs are available.. i know i could write a simple loop or use recursion to accomplish this. Bu...

Why does FindMaximum with Newton's method complain it can't find a sufficient decrease in function?

Firstly, this seems like (from ContourPlot) a fairly straightforward maximization problem, why is FindMaximum with Newton's method having problems? Secondly, how can I get rid of the warnings? Thirdly, if I can't get rid of these warnings, how can I tell if the warning is meaningful, ie, maximization failed? For instance, in the code ...

Algorithm to optimize # threads used in a calculation

I'm performing an operation, lets call it CalculateSomeData. CalculateSomeData operates in successive "generations", numbered 1..x. The number of generations in the entire run is fixed by the input parameters to CalculateSomeData and is known a priori. A single generation takes anywhere from 30 minutes to 2 hours to complete. Some of...

Converting mathematical formula into an programmatic algorithm

I'm working on converting a mathematical formula into a program. This formula is called as optimal pricing policy for perishable products. I've seen this in an article and it is called Karush-Kuhn-Tucker condition. Somehow I lost all my maths skills and unable to understand the formula explained in that. I'm able to understand how to com...

Determine the optimal combination of coins for a dollar amount

I need to find the most optimal combination of coins that makes up a certain dollar amount. So essentially, I want to use the least amount of coins to get there. For example: if a currency system has the coins: {13, 8, 1}, the greedy solution would make change for 24 as {13, 8, 1, 1, 1}, but the true optimal solution is {8, 8, 8}. I ...

Is this combinatorial optimization problem NP-hard?

I working on a combinatorial optimization problem that I suspect is NP-hard, and a genetic algorithm has been working well with our dataset. We're a research group and plan to publish our results in our field (not in math or CS), and I'd like to explore the NP-hard question before sending the manuscript out for review. There are two ...

Splitting a 3D model with respect to angle of cut

In 3D Max Studios, I recalled there is a function (I couldn't recall the name of the function, sorry) to cut a 3D model into two. For instance, you create a sphere, then you cut it in the middle, leaving 2 half spheres. Now, how about a human body? Imagine a samurai cutting up an enemy at the stomach, now that enemy's model will become 2...

Implementation of Particle Swarm Optimization Algorithm in R

Hi everybody, I'm checking a simple moving average crossing strategy in R. Instead of running a huge simulation over the 2 dimenional parameter space (length of short term moving average, length of long term moving average), I'd like to implement the Particle Swarm Optimization algorithm to find the optimal parameter values. I've been b...

How to find the local minima of a smooth multidimensional array in NumPy efficiently?

Say I have an array in NumPy containing evaluations of a continuous differentiable function, and I want to find the local minima. There is no noise, so every point whose value is lower than the values of all its neighbors meets my criterion for a local minimum. I have the following list comprehension which works for a two-dimensional ar...