NMaximize is not converging to a solution
$begingroup$
I am trying to use NMaximize
to find the maximum value of a variable that satisfies the given constraints. Since the constraints aren't straightforward, I am using the function.
I can see the constraints are such that the value is bounded but I get the below warning messages:
NMaximize::cvmit: Failed to converge to the requested accuracy or
precision within 100000 iterations.
NMaximize::cvdiv: Failed to
converge to a solution. The function may be unbounded.
The constraint and the way I am using the function is as below:
constraint = (x | y) [Element]
Integers && ((x == 0 && 1. <= y <= 12720.) || (1. <= x <= 10712. &&
0 <= y <
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-43 Sqrt[
4.98614*10^92 + 4.65469*10^88 x -
3.63201*10^84 x^2]) || (10713. <= x <= 19762. &&
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) -
2.8484*10^-43 Sqrt[
4.98614*10^92 + 4.65469*10^88 x - 3.63201*10^84 x^2] < y <
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-43 Sqrt[
4.98614*10^92 + 4.65469*10^88 x - 3.63201*10^84 x^2]))
maxX =
NMaximize[{x, constraint}, {x, y}, MaxIterations -> 100000]
I have increased the MaxIterations
from 100 to 100000 but it doesn't seem to converge. I am not sure if increasing the MaxIterations
is the solution. Can you please guide me with this?
functions maximum
$endgroup$
|
show 1 more comment
$begingroup$
I am trying to use NMaximize
to find the maximum value of a variable that satisfies the given constraints. Since the constraints aren't straightforward, I am using the function.
I can see the constraints are such that the value is bounded but I get the below warning messages:
NMaximize::cvmit: Failed to converge to the requested accuracy or
precision within 100000 iterations.
NMaximize::cvdiv: Failed to
converge to a solution. The function may be unbounded.
The constraint and the way I am using the function is as below:
constraint = (x | y) [Element]
Integers && ((x == 0 && 1. <= y <= 12720.) || (1. <= x <= 10712. &&
0 <= y <
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-43 Sqrt[
4.98614*10^92 + 4.65469*10^88 x -
3.63201*10^84 x^2]) || (10713. <= x <= 19762. &&
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) -
2.8484*10^-43 Sqrt[
4.98614*10^92 + 4.65469*10^88 x - 3.63201*10^84 x^2] < y <
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-43 Sqrt[
4.98614*10^92 + 4.65469*10^88 x - 3.63201*10^84 x^2]))
maxX =
NMaximize[{x, constraint}, {x, y}, MaxIterations -> 100000]
I have increased the MaxIterations
from 100 to 100000 but it doesn't seem to converge. I am not sure if increasing the MaxIterations
is the solution. Can you please guide me with this?
functions maximum
$endgroup$
$begingroup$
Could try maximizing over individual regions of the piecewise set-up. But the machine precision values will make validation of inequalities kind of iffy.
$endgroup$
– Daniel Lichtblau
yesterday
1
$begingroup$
I'm not seeing what $y$ has to do with this. Wouldn't the maximum value of $x$ be 19762?constraint /. x -> 19762
results iny [Element] Integers && 7229.16 < y < 7344.29
andconstraint /. x -> 19763
results inFalse
.
$endgroup$
– JimB
yesterday
$begingroup$
@JimB, I think forx
,y
isn't needed. Thanks for pointing this out. But if I am trying to maximizey
, I need to maximize over both the variables sincey
is an expression ofx
, right?
$endgroup$
– gaganso
yesterday
$begingroup$
Yes, if that's what you want. The general solution appears to be $x = 19762$ and $7230leq y leq 7344$. So to maximize $y$ you'd choose $7344$.
$endgroup$
– JimB
yesterday
1
$begingroup$
OK. I was assuming that you were conditioning on the maximum value of $x$.
$endgroup$
– JimB
yesterday
|
show 1 more comment
$begingroup$
I am trying to use NMaximize
to find the maximum value of a variable that satisfies the given constraints. Since the constraints aren't straightforward, I am using the function.
I can see the constraints are such that the value is bounded but I get the below warning messages:
NMaximize::cvmit: Failed to converge to the requested accuracy or
precision within 100000 iterations.
NMaximize::cvdiv: Failed to
converge to a solution. The function may be unbounded.
The constraint and the way I am using the function is as below:
constraint = (x | y) [Element]
Integers && ((x == 0 && 1. <= y <= 12720.) || (1. <= x <= 10712. &&
0 <= y <
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-43 Sqrt[
4.98614*10^92 + 4.65469*10^88 x -
3.63201*10^84 x^2]) || (10713. <= x <= 19762. &&
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) -
2.8484*10^-43 Sqrt[
4.98614*10^92 + 4.65469*10^88 x - 3.63201*10^84 x^2] < y <
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-43 Sqrt[
4.98614*10^92 + 4.65469*10^88 x - 3.63201*10^84 x^2]))
maxX =
NMaximize[{x, constraint}, {x, y}, MaxIterations -> 100000]
I have increased the MaxIterations
from 100 to 100000 but it doesn't seem to converge. I am not sure if increasing the MaxIterations
is the solution. Can you please guide me with this?
functions maximum
$endgroup$
I am trying to use NMaximize
to find the maximum value of a variable that satisfies the given constraints. Since the constraints aren't straightforward, I am using the function.
I can see the constraints are such that the value is bounded but I get the below warning messages:
NMaximize::cvmit: Failed to converge to the requested accuracy or
precision within 100000 iterations.
NMaximize::cvdiv: Failed to
converge to a solution. The function may be unbounded.
The constraint and the way I am using the function is as below:
constraint = (x | y) [Element]
Integers && ((x == 0 && 1. <= y <= 12720.) || (1. <= x <= 10712. &&
0 <= y <
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-43 Sqrt[
4.98614*10^92 + 4.65469*10^88 x -
3.63201*10^84 x^2]) || (10713. <= x <= 19762. &&
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) -
2.8484*10^-43 Sqrt[
4.98614*10^92 + 4.65469*10^88 x - 3.63201*10^84 x^2] < y <
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-43 Sqrt[
4.98614*10^92 + 4.65469*10^88 x - 3.63201*10^84 x^2]))
maxX =
NMaximize[{x, constraint}, {x, y}, MaxIterations -> 100000]
I have increased the MaxIterations
from 100 to 100000 but it doesn't seem to converge. I am not sure if increasing the MaxIterations
is the solution. Can you please guide me with this?
functions maximum
functions maximum
asked yesterday
gagansogaganso
1528
1528
$begingroup$
Could try maximizing over individual regions of the piecewise set-up. But the machine precision values will make validation of inequalities kind of iffy.
$endgroup$
– Daniel Lichtblau
yesterday
1
$begingroup$
I'm not seeing what $y$ has to do with this. Wouldn't the maximum value of $x$ be 19762?constraint /. x -> 19762
results iny [Element] Integers && 7229.16 < y < 7344.29
andconstraint /. x -> 19763
results inFalse
.
$endgroup$
– JimB
yesterday
$begingroup$
@JimB, I think forx
,y
isn't needed. Thanks for pointing this out. But if I am trying to maximizey
, I need to maximize over both the variables sincey
is an expression ofx
, right?
$endgroup$
– gaganso
yesterday
$begingroup$
Yes, if that's what you want. The general solution appears to be $x = 19762$ and $7230leq y leq 7344$. So to maximize $y$ you'd choose $7344$.
$endgroup$
– JimB
yesterday
1
$begingroup$
OK. I was assuming that you were conditioning on the maximum value of $x$.
$endgroup$
– JimB
yesterday
|
show 1 more comment
$begingroup$
Could try maximizing over individual regions of the piecewise set-up. But the machine precision values will make validation of inequalities kind of iffy.
$endgroup$
– Daniel Lichtblau
yesterday
1
$begingroup$
I'm not seeing what $y$ has to do with this. Wouldn't the maximum value of $x$ be 19762?constraint /. x -> 19762
results iny [Element] Integers && 7229.16 < y < 7344.29
andconstraint /. x -> 19763
results inFalse
.
$endgroup$
– JimB
yesterday
$begingroup$
@JimB, I think forx
,y
isn't needed. Thanks for pointing this out. But if I am trying to maximizey
, I need to maximize over both the variables sincey
is an expression ofx
, right?
$endgroup$
– gaganso
yesterday
$begingroup$
Yes, if that's what you want. The general solution appears to be $x = 19762$ and $7230leq y leq 7344$. So to maximize $y$ you'd choose $7344$.
$endgroup$
– JimB
yesterday
1
$begingroup$
OK. I was assuming that you were conditioning on the maximum value of $x$.
$endgroup$
– JimB
yesterday
$begingroup$
Could try maximizing over individual regions of the piecewise set-up. But the machine precision values will make validation of inequalities kind of iffy.
$endgroup$
– Daniel Lichtblau
yesterday
$begingroup$
Could try maximizing over individual regions of the piecewise set-up. But the machine precision values will make validation of inequalities kind of iffy.
$endgroup$
– Daniel Lichtblau
yesterday
1
1
$begingroup$
I'm not seeing what $y$ has to do with this. Wouldn't the maximum value of $x$ be 19762?
constraint /. x -> 19762
results in y [Element] Integers && 7229.16 < y < 7344.29
and constraint /. x -> 19763
results in False
.$endgroup$
– JimB
yesterday
$begingroup$
I'm not seeing what $y$ has to do with this. Wouldn't the maximum value of $x$ be 19762?
constraint /. x -> 19762
results in y [Element] Integers && 7229.16 < y < 7344.29
and constraint /. x -> 19763
results in False
.$endgroup$
– JimB
yesterday
$begingroup$
@JimB, I think for
x
, y
isn't needed. Thanks for pointing this out. But if I am trying to maximize y
, I need to maximize over both the variables since y
is an expression of x
, right?$endgroup$
– gaganso
yesterday
$begingroup$
@JimB, I think for
x
, y
isn't needed. Thanks for pointing this out. But if I am trying to maximize y
, I need to maximize over both the variables since y
is an expression of x
, right?$endgroup$
– gaganso
yesterday
$begingroup$
Yes, if that's what you want. The general solution appears to be $x = 19762$ and $7230leq y leq 7344$. So to maximize $y$ you'd choose $7344$.
$endgroup$
– JimB
yesterday
$begingroup$
Yes, if that's what you want. The general solution appears to be $x = 19762$ and $7230leq y leq 7344$. So to maximize $y$ you'd choose $7344$.
$endgroup$
– JimB
yesterday
1
1
$begingroup$
OK. I was assuming that you were conditioning on the maximum value of $x$.
$endgroup$
– JimB
yesterday
$begingroup$
OK. I was assuming that you were conditioning on the maximum value of $x$.
$endgroup$
– JimB
yesterday
|
show 1 more comment
2 Answers
2
active
oldest
votes
$begingroup$
Rationalize
the constraint:
constraint2 = ((x == 0 && 1. <= y <= 12720.) || (1. <= x <= 10712. &&
0 <= y < 2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-1 Sqrt[
4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2]) || (10713. <= x <=
19762. &&
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) -
2.8484*10^-1 Sqrt[4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2] < y <
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-1 Sqrt[4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2])) //
Rationalize[#, 0] & // Simplify;
With the Rationalized
constraint you can use Maximize
:
maxX = Maximize[{x, constraint2}, {x, y}]
(* {19762, {x -> 19762, y -> 7287}} *)
constraint2 /. maxX[[2]]
(* True *)
EDIT: To find maximum y
(maxY = Maximize[{y, constraint2}, {x, y}]) // N
To plot the region defined by the constraint:
reg = ImplicitRegion[constraint2, {x, y}];
Region[reg,
Frame -> True,
FrameLabel -> (Style[#, 12, Bold] & /@ {x, y}),
Epilog -> {Red,
AbsolutePointSize[3],
Point[{x, y} /. maxX[[2]]],
Point[{x, y} /. maxY[[2]]]}]
$endgroup$
add a comment |
$begingroup$
You have numbers spread a wide range of magnitudes for no good reason. This range is probably too wide for machine precision arithmetic. Also telling NMinimize
explicitly that this an integer optimization problem seems to help. Try this:
constraint2 = ((x == 0 && 1. <= y <= 12720.) || (1. <= x <= 10712. &&
0 <= y <
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-1 Sqrt[
4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2]) || (10713. <=
x <= 19762. &&
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) -
2.8484*10^-1 Sqrt[
4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2] < y <
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-1 Sqrt[
4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2])) // Expand
maxX = NMaximize[{x, constraint2}, {x, y}, Integers,
MaxIterations -> 10000]
{19762., {x -> 19762, y -> 7311}}
And with your definition of constraint
:
constraint /. maxX[[2]]
True
$endgroup$
$begingroup$
Butconstraint /. x -> 19762 /. y -> 8647
results inFalse
?
$endgroup$
– JimB
yesterday
$begingroup$
@JimB D'oh. Yeah, I did the simplification wrong. -.- Thanks for pointing that out.
$endgroup$
– Henrik Schumacher
yesterday
$begingroup$
@HenrikSchumacher, thank you for this. This works forx
but when I try to find the maximumy
similarly, I still get the same message -NMaximize[{y, res}, {x, y}, Integers, MaxIterations -> 100000]
. Output: NMaximize::cvdiv: Failed to converge to a solution. The function may be unbounded.
$endgroup$
– gaganso
yesterday
add a comment |
Your Answer
StackExchange.ifUsing("editor", function () {
return StackExchange.using("mathjaxEditing", function () {
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
});
});
}, "mathjax-editing");
StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "387"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});
function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: false,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: null,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});
}
});
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmathematica.stackexchange.com%2fquestions%2f194684%2fnmaximize-is-not-converging-to-a-solution%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
Rationalize
the constraint:
constraint2 = ((x == 0 && 1. <= y <= 12720.) || (1. <= x <= 10712. &&
0 <= y < 2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-1 Sqrt[
4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2]) || (10713. <= x <=
19762. &&
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) -
2.8484*10^-1 Sqrt[4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2] < y <
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-1 Sqrt[4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2])) //
Rationalize[#, 0] & // Simplify;
With the Rationalized
constraint you can use Maximize
:
maxX = Maximize[{x, constraint2}, {x, y}]
(* {19762, {x -> 19762, y -> 7287}} *)
constraint2 /. maxX[[2]]
(* True *)
EDIT: To find maximum y
(maxY = Maximize[{y, constraint2}, {x, y}]) // N
To plot the region defined by the constraint:
reg = ImplicitRegion[constraint2, {x, y}];
Region[reg,
Frame -> True,
FrameLabel -> (Style[#, 12, Bold] & /@ {x, y}),
Epilog -> {Red,
AbsolutePointSize[3],
Point[{x, y} /. maxX[[2]]],
Point[{x, y} /. maxY[[2]]]}]
$endgroup$
add a comment |
$begingroup$
Rationalize
the constraint:
constraint2 = ((x == 0 && 1. <= y <= 12720.) || (1. <= x <= 10712. &&
0 <= y < 2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-1 Sqrt[
4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2]) || (10713. <= x <=
19762. &&
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) -
2.8484*10^-1 Sqrt[4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2] < y <
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-1 Sqrt[4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2])) //
Rationalize[#, 0] & // Simplify;
With the Rationalized
constraint you can use Maximize
:
maxX = Maximize[{x, constraint2}, {x, y}]
(* {19762, {x -> 19762, y -> 7287}} *)
constraint2 /. maxX[[2]]
(* True *)
EDIT: To find maximum y
(maxY = Maximize[{y, constraint2}, {x, y}]) // N
To plot the region defined by the constraint:
reg = ImplicitRegion[constraint2, {x, y}];
Region[reg,
Frame -> True,
FrameLabel -> (Style[#, 12, Bold] & /@ {x, y}),
Epilog -> {Red,
AbsolutePointSize[3],
Point[{x, y} /. maxX[[2]]],
Point[{x, y} /. maxY[[2]]]}]
$endgroup$
add a comment |
$begingroup$
Rationalize
the constraint:
constraint2 = ((x == 0 && 1. <= y <= 12720.) || (1. <= x <= 10712. &&
0 <= y < 2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-1 Sqrt[
4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2]) || (10713. <= x <=
19762. &&
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) -
2.8484*10^-1 Sqrt[4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2] < y <
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-1 Sqrt[4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2])) //
Rationalize[#, 0] & // Simplify;
With the Rationalized
constraint you can use Maximize
:
maxX = Maximize[{x, constraint2}, {x, y}]
(* {19762, {x -> 19762, y -> 7287}} *)
constraint2 /. maxX[[2]]
(* True *)
EDIT: To find maximum y
(maxY = Maximize[{y, constraint2}, {x, y}]) // N
To plot the region defined by the constraint:
reg = ImplicitRegion[constraint2, {x, y}];
Region[reg,
Frame -> True,
FrameLabel -> (Style[#, 12, Bold] & /@ {x, y}),
Epilog -> {Red,
AbsolutePointSize[3],
Point[{x, y} /. maxX[[2]]],
Point[{x, y} /. maxY[[2]]]}]
$endgroup$
Rationalize
the constraint:
constraint2 = ((x == 0 && 1. <= y <= 12720.) || (1. <= x <= 10712. &&
0 <= y < 2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-1 Sqrt[
4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2]) || (10713. <= x <=
19762. &&
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) -
2.8484*10^-1 Sqrt[4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2] < y <
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-1 Sqrt[4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2])) //
Rationalize[#, 0] & // Simplify;
With the Rationalized
constraint you can use Maximize
:
maxX = Maximize[{x, constraint2}, {x, y}]
(* {19762, {x -> 19762, y -> 7287}} *)
constraint2 /. maxX[[2]]
(* True *)
EDIT: To find maximum y
(maxY = Maximize[{y, constraint2}, {x, y}]) // N
To plot the region defined by the constraint:
reg = ImplicitRegion[constraint2, {x, y}];
Region[reg,
Frame -> True,
FrameLabel -> (Style[#, 12, Bold] & /@ {x, y}),
Epilog -> {Red,
AbsolutePointSize[3],
Point[{x, y} /. maxX[[2]]],
Point[{x, y} /. maxY[[2]]]}]
edited yesterday
answered yesterday
Bob HanlonBob Hanlon
61.4k33598
61.4k33598
add a comment |
add a comment |
$begingroup$
You have numbers spread a wide range of magnitudes for no good reason. This range is probably too wide for machine precision arithmetic. Also telling NMinimize
explicitly that this an integer optimization problem seems to help. Try this:
constraint2 = ((x == 0 && 1. <= y <= 12720.) || (1. <= x <= 10712. &&
0 <= y <
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-1 Sqrt[
4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2]) || (10713. <=
x <= 19762. &&
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) -
2.8484*10^-1 Sqrt[
4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2] < y <
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-1 Sqrt[
4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2])) // Expand
maxX = NMaximize[{x, constraint2}, {x, y}, Integers,
MaxIterations -> 10000]
{19762., {x -> 19762, y -> 7311}}
And with your definition of constraint
:
constraint /. maxX[[2]]
True
$endgroup$
$begingroup$
Butconstraint /. x -> 19762 /. y -> 8647
results inFalse
?
$endgroup$
– JimB
yesterday
$begingroup$
@JimB D'oh. Yeah, I did the simplification wrong. -.- Thanks for pointing that out.
$endgroup$
– Henrik Schumacher
yesterday
$begingroup$
@HenrikSchumacher, thank you for this. This works forx
but when I try to find the maximumy
similarly, I still get the same message -NMaximize[{y, res}, {x, y}, Integers, MaxIterations -> 100000]
. Output: NMaximize::cvdiv: Failed to converge to a solution. The function may be unbounded.
$endgroup$
– gaganso
yesterday
add a comment |
$begingroup$
You have numbers spread a wide range of magnitudes for no good reason. This range is probably too wide for machine precision arithmetic. Also telling NMinimize
explicitly that this an integer optimization problem seems to help. Try this:
constraint2 = ((x == 0 && 1. <= y <= 12720.) || (1. <= x <= 10712. &&
0 <= y <
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-1 Sqrt[
4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2]) || (10713. <=
x <= 19762. &&
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) -
2.8484*10^-1 Sqrt[
4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2] < y <
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-1 Sqrt[
4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2])) // Expand
maxX = NMaximize[{x, constraint2}, {x, y}, Integers,
MaxIterations -> 10000]
{19762., {x -> 19762, y -> 7311}}
And with your definition of constraint
:
constraint /. maxX[[2]]
True
$endgroup$
$begingroup$
Butconstraint /. x -> 19762 /. y -> 8647
results inFalse
?
$endgroup$
– JimB
yesterday
$begingroup$
@JimB D'oh. Yeah, I did the simplification wrong. -.- Thanks for pointing that out.
$endgroup$
– Henrik Schumacher
yesterday
$begingroup$
@HenrikSchumacher, thank you for this. This works forx
but when I try to find the maximumy
similarly, I still get the same message -NMaximize[{y, res}, {x, y}, Integers, MaxIterations -> 100000]
. Output: NMaximize::cvdiv: Failed to converge to a solution. The function may be unbounded.
$endgroup$
– gaganso
yesterday
add a comment |
$begingroup$
You have numbers spread a wide range of magnitudes for no good reason. This range is probably too wide for machine precision arithmetic. Also telling NMinimize
explicitly that this an integer optimization problem seems to help. Try this:
constraint2 = ((x == 0 && 1. <= y <= 12720.) || (1. <= x <= 10712. &&
0 <= y <
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-1 Sqrt[
4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2]) || (10713. <=
x <= 19762. &&
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) -
2.8484*10^-1 Sqrt[
4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2] < y <
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-1 Sqrt[
4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2])) // Expand
maxX = NMaximize[{x, constraint2}, {x, y}, Integers,
MaxIterations -> 10000]
{19762., {x -> 19762, y -> 7311}}
And with your definition of constraint
:
constraint /. maxX[[2]]
True
$endgroup$
You have numbers spread a wide range of magnitudes for no good reason. This range is probably too wide for machine precision arithmetic. Also telling NMinimize
explicitly that this an integer optimization problem seems to help. Try this:
constraint2 = ((x == 0 && 1. <= y <= 12720.) || (1. <= x <= 10712. &&
0 <= y <
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-1 Sqrt[
4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2]) || (10713. <=
x <= 19762. &&
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) -
2.8484*10^-1 Sqrt[
4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2] < y <
2.08565*10^-36 (3.04959*10^39 + 2.24751*10^34 x) +
2.8484*10^-1 Sqrt[
4.98614*10^8 + 4.65469*10^4 x - 3.63201 x^2])) // Expand
maxX = NMaximize[{x, constraint2}, {x, y}, Integers,
MaxIterations -> 10000]
{19762., {x -> 19762, y -> 7311}}
And with your definition of constraint
:
constraint /. maxX[[2]]
True
edited yesterday
answered yesterday
Henrik SchumacherHenrik Schumacher
59.4k582165
59.4k582165
$begingroup$
Butconstraint /. x -> 19762 /. y -> 8647
results inFalse
?
$endgroup$
– JimB
yesterday
$begingroup$
@JimB D'oh. Yeah, I did the simplification wrong. -.- Thanks for pointing that out.
$endgroup$
– Henrik Schumacher
yesterday
$begingroup$
@HenrikSchumacher, thank you for this. This works forx
but when I try to find the maximumy
similarly, I still get the same message -NMaximize[{y, res}, {x, y}, Integers, MaxIterations -> 100000]
. Output: NMaximize::cvdiv: Failed to converge to a solution. The function may be unbounded.
$endgroup$
– gaganso
yesterday
add a comment |
$begingroup$
Butconstraint /. x -> 19762 /. y -> 8647
results inFalse
?
$endgroup$
– JimB
yesterday
$begingroup$
@JimB D'oh. Yeah, I did the simplification wrong. -.- Thanks for pointing that out.
$endgroup$
– Henrik Schumacher
yesterday
$begingroup$
@HenrikSchumacher, thank you for this. This works forx
but when I try to find the maximumy
similarly, I still get the same message -NMaximize[{y, res}, {x, y}, Integers, MaxIterations -> 100000]
. Output: NMaximize::cvdiv: Failed to converge to a solution. The function may be unbounded.
$endgroup$
– gaganso
yesterday
$begingroup$
But
constraint /. x -> 19762 /. y -> 8647
results in False
?$endgroup$
– JimB
yesterday
$begingroup$
But
constraint /. x -> 19762 /. y -> 8647
results in False
?$endgroup$
– JimB
yesterday
$begingroup$
@JimB D'oh. Yeah, I did the simplification wrong. -.- Thanks for pointing that out.
$endgroup$
– Henrik Schumacher
yesterday
$begingroup$
@JimB D'oh. Yeah, I did the simplification wrong. -.- Thanks for pointing that out.
$endgroup$
– Henrik Schumacher
yesterday
$begingroup$
@HenrikSchumacher, thank you for this. This works for
x
but when I try to find the maximum y
similarly, I still get the same message - NMaximize[{y, res}, {x, y}, Integers, MaxIterations -> 100000]
. Output: NMaximize::cvdiv: Failed to converge to a solution. The function may be unbounded.$endgroup$
– gaganso
yesterday
$begingroup$
@HenrikSchumacher, thank you for this. This works for
x
but when I try to find the maximum y
similarly, I still get the same message - NMaximize[{y, res}, {x, y}, Integers, MaxIterations -> 100000]
. Output: NMaximize::cvdiv: Failed to converge to a solution. The function may be unbounded.$endgroup$
– gaganso
yesterday
add a comment |
Thanks for contributing an answer to Mathematica Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmathematica.stackexchange.com%2fquestions%2f194684%2fnmaximize-is-not-converging-to-a-solution%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
$begingroup$
Could try maximizing over individual regions of the piecewise set-up. But the machine precision values will make validation of inequalities kind of iffy.
$endgroup$
– Daniel Lichtblau
yesterday
1
$begingroup$
I'm not seeing what $y$ has to do with this. Wouldn't the maximum value of $x$ be 19762?
constraint /. x -> 19762
results iny [Element] Integers && 7229.16 < y < 7344.29
andconstraint /. x -> 19763
results inFalse
.$endgroup$
– JimB
yesterday
$begingroup$
@JimB, I think for
x
,y
isn't needed. Thanks for pointing this out. But if I am trying to maximizey
, I need to maximize over both the variables sincey
is an expression ofx
, right?$endgroup$
– gaganso
yesterday
$begingroup$
Yes, if that's what you want. The general solution appears to be $x = 19762$ and $7230leq y leq 7344$. So to maximize $y$ you'd choose $7344$.
$endgroup$
– JimB
yesterday
1
$begingroup$
OK. I was assuming that you were conditioning on the maximum value of $x$.
$endgroup$
– JimB
yesterday