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## TUTORIAL Related Tutorials Functions URL

Numerical Optimization

## FindMinimum f , x,x0 search for a local minimum of f , starting at x x0

FindMinimum f ,x search for a local minimum of f
FindMinimum f , x,x0 , y,y0 ,

## search for a local minimum in several variables

FindMinimum f ,cons , x,x0 , y,y0 ,

## search for a local minimum subject to the constraints

cons starting at x x0 , y y0 ,
FindMinimum f ,cons , x,y, search for a local minimum subject to the constraints
cons
FindMaximum f ,x , etc. search for a local maximum

## In[1]:= FindMinimum Gamma x , x, 2

encuentra mín gamma de Euler

## Out[1]= 0.885603, x 1.46163

The last element of the list gives the value at which the minimum is achieved.

## In[2]:= Gamma x . Last

gamma de Eu último

Out[2]= 0.885603

Like FindRoot , FindMinimum and FindMaximum work by starting from a point, then progressively searching for a minimum or maximum. But
since they return a result as soon as they find anything, they may give only a local minimum or maximum of your function, not a global one.

## In[3]:= Plot x ^ 4 3 x^2 x, x, 3, 2

representación gráfica

Out[3]=

## Starting at x 1, you get the local minimum on the right.

In[4]:= FindMinimum x ^ 4 3 x^2 x, x, 1
encuentra mínimo

## Out[4]= 1.07023, x 1.1309

This gives the local minimum on the left, which in this case is also the global minimum.

encuentra mínimo

encuentra mínimo

encuentra mínimo

## NMinimize f ,x try to find the global minimum of f

NMinimize f , x,y, try to find the global minimum over several variables
NMaximize f ,x try to find the global maximum of f
NMaximize f , x,y, try to find the global maximum over several variables

## Out[8]= 3.51391, x 1.30084

NMinimize and NMaximize are numerical analogs of Minimize and Maximize . But unlike Minimize and Maximize they usually cannot guarantee
to find absolute global minima and maxima. Nevertheless, they typically work well when the function f is fairly smooth, and has a limited
number of local minima and maxima.

## NMinimize f ,cons , x,y, try to find the global minimum of f subject to

constraints cons
NMaximize f ,cons , x,y, try to find the global maximum of f subject to
constraints cons

## Finding global minima and maxima subject to constraints.

With the constraint x 0, NMinimize will give the local minimum on the right.
In[9]:= NMinimize x^4 3 x^2 x, x 0 ,x

## In this case Minimize can give an exact result.

In[11]:= Minimize x 2 y, x ^ 2 y^2 1 , x, y
minimiza
4 2
Out[11]=  5 , x 5 ,y 
5 5

minimiza coseno

In[13]:= N
valor numérico

## Out[13]= 0.617273, x 0.447214, y 0.894427

If both the objective function f and the constraints cons are linear in all variables, then minimization and maximization correspond to a linear
programming problem. Sometimes it is convenient to state such problems not in terms of explicit equations, but instead in terms of matrices
and vectors.

LinearProgramming c,m,b find the vector x which minimizes c.x subject to the
constraints m.x b and x 0
LinearProgramming c,m,b,l use the constraints m.x b and x l

## In[14]:= Minimize 2x 3 y, x 5y 10, x y 2, x 1 , x, y

minimiza
32 10 4
Out[14]=  , x ,y 
3 3 3

## In[15]:= LinearProgramming 2, 3 , 1, 5 , 1, 1 , 1, 0 , 10, 2, 1

programación lineal
10 4
Out[15]=  , 
3 3

You can specify a mixture of equality and inequality constraints by making the list b be a sequence of pairs bi , si . If si is 1, then the ith constraint
is mi .x bi . If si is 0 then it is mi .x bi , and if si is 1 then it is mi .x bi .

## In[16]:= LinearProgramming 2, 3 , 1, 5 , 1, 1 , 1, 0 , 10, 1 , 2, 1 , 1, 1

programación lineal

Out[16]= 2, 0

In LinearProgramming c, m, b, l , you can make l be a list of pairs l1 , u1 , l2 , u2 , representing lower and upper bounds on the xi .

In doing large linear programming problems, it is often convenient to give the matrix m as a SparseArray object.

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