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Re: Problem of NUMERICAL constraints (Ndsolve) with Nminimize
*To*: mathgroup at smc.vnet.net
*Subject*: [mg100876] Re: Problem of NUMERICAL constraints (Ndsolve) with Nminimize
*From*: laianhngoc at yahoo.com
*Date*: Wed, 17 Jun 2009 04:36:04 -0400 (EDT)
*Reply-to*: laianhngoc at yahoo.com
Hi Daniel,
I understand what u want to say. In other words, do u think that is not
one of inconvenient of Mathematica???
Thanks.
Anh.
--- On Wed, 6/17/09, dh <dh at metrohm.com> wrote:
From: dh <dh at metrohm.com>
Subject: [mg100876] Re: Problem of NUMERICAL constraints (Ndsolve) with Nminimize
To: laianhngoc at yahoo.com
Date: Wednesday, June 17, 2009, 1:21 AM
Hi,
your main problem is not the time it takes to solver 1000 differential equa=
tions (DE), but that "x" appears in the DE. That is, for different x, you h=
ave different DE. Therefore, you can not numerically pre-solve the DE. That=
would only be possible if you were able to symbolically solve the DE with =
x a parameter.
Daniel
laianhngoc at yahoo.com wrote:
> Hi,
>
> Let take an simple example:
>
> f[x_?NumericQ] := y[0.5] /.NDSolve[{y'[t] == (x*y[t] + Exp[-t])/(1 =
+ y[t]), y[0] == 1},y, {t, 0, 1}][[1, 1]];
>
> cons[x_] := Table[i f[x] > 0, {i, 1000}]; fun[x_?NumericQ] := x^2;
>
> NMinimize[Prepend[cons[x], fun[x]], x]// Timing
>
> and the result : {38.5, {5.55112*10^-17, {x -> -7.45058*10^-9}}}
>
> Here i have a Table : {1*f[x]>0,...,1000*f[x]>0} as constraints. Do you t=
hinks that there is a problem of REevaluate of Ndsolve 1000 times? so what =
i want to do is to compute f[x] One time for All in the constraints. Do u t=
hinks that i can do it in Mathematica? Another system can do something like that bu=
t i dont see how with Mathematica, and i need Mathematica to solve my probl=
em.
>
> Thanks for your help.
>
> Anh.
>
> --- On *Tue, 6/16/09, dh /<dh at metrohm.com>/* wrote:
>
>
> From: dh <dh at metrohm.com>
> Subject: Re: Problem of NUMERICAL constraints (Ndsolve) with =
Nminimize
> To: "Anh Ngoc LAI" <laianhngoc at yahoo.com>
> Date: Tuesday, June 16, 2009, 7:10 AM
>
> Hi,
> I still not sure what you try to do. Try to give a simple exa=
mple.
> Are you trying to construct the constrains using a function?
> This can be done like:
> =====================
======
> cons[x_] := Table[x > i, {i, 3}];
> fun[x_?NumericQ] := x^2;
> NMinimize[Prepend[cons[x], fun[x]], x]
> =====================
=====
> However, if the constrains change with x, your are out of luc=
k.
> Daniel
>
>
> Anh Ngoc LAI wrote:
> > Hi Daniel,
> >
> > Thanks for your reply,
> >
> > I want to minimize a function using NMinimize and and a lot =
of
> constrains (about 1000). But
> > the constraints are not in that CONCRET form like your examp=
le. I
> have to construct it using the form (for example) :
> >
> > f[x_?NumericQ, ...] = With[{a=A[0.5]/.NDSolve[x],...}, C=
[a,y[[i]]]]
> > > where y[[i]] is data and C[a,y[[i]]] depend on =
y[[i]]: if y[[i]]
> is 1000 data then C[a,y[[i]]] is a List of 1000 elements.
> >
> > Then i use f[x,...] for my constraints (C[a,y[[i]]]>0).
> >
> > And here come the problem:
> >
> > + If C[a,y[[i]]] is a scalar, i have no problem, i just put
> f[x,...]>0 on my constraint and it's ok.
> >
> > ++ But if C[a,y[[i]]] is a List of Element, I dont know what=
can
> i do, because for Mathematica, f[x, ...] is just one element,=
not a
> List.
> >
> > Are there any way that Mathematica take directly C[a,y[[i]]]=
as
> constraints or understant that f[x, ...] is a List ??? it see=
ms to
> me that we can not do it with Mathematica??? i lost a lot of =
time
> for it but i dont see how?
> >
> > I'm thinking to create 1000 functions like :
> >
> > f1[x_?NumericQ, ...] = With[{a=A[0.5]/.NDSolve[x],...}, =
C[a,y[[1]]]];
> >
> > ...
> >
> > f1000[x_?NumericQ, ...] = With[{a=A[0.5]/.NDSolve[x],...=
},
> C[a,y[[1000]]]];
> >
> > As you see, Mathematica have to REcalcule "a" each time, and=
that
> can take a lot of time. To ovecome the problem of time, i thi=
nk to
> use Memoization but the memory may fill up quickly.
> >
> > Well, in all cases, i will try this last option but any
> suggestions will be very very very welcome.
> >
> > Thanks.
> >
> > Anh.
> >
> > --- On *Tue, 6/16/09, dh /<dh at metrohm.com>/* wrote:
> >
> >
> > From: dh <dh at metrohm.com>
> > Subject: Re: Problem of NUMERICAL constraints (N=
dsolve) with
> Nminimize
> > To: "Anh Ngoc LAI" <laianhngoc at yahoo.com>
> > Date: Tuesday, June 16, 2009, 1:39 AM
> >
> > Hi Anh,
> > if I understand correctly, you want minimize a f=
unction using
> > NMinimize and several constrains.
> > Here is an example:
> > =================
======
> > fun=x^2 - (y - 1)^2
> > cons={x^2 + y^2 <= 4, x > 1}
> > NMinimize[Prepend[cons, fun], {x, y}]
> > =================
=======
> > Daniel
> >
> > Anh Ngoc LAI wrote:
> > > Hello everybody,
> > > I have to optimize an function with numerica=
l constraints
> using
> > Nminimize. To construct the constraints, i have =
to solve a
> system of
> > ODEs (type):
> > > Sol=NDSolve[{{B'[
> > > t] == -(t6 + t13) B[t] -(t7=
+ t15 + t14*t11) F[
> > > t] +(1/2)*(B[t] B[t] + t11*=
F[t] F[t] + t12*GG[t]
> GG[t]) - t2,
> > > F'[t] == -t8*F[t] - t3,
> > > GG'[t] == -(t9 + t16) F[t] - (t=
10 + t17) GG[t] - t4,
> > > A'[t] ==
> > > t5 B[t] +((t5*t7/t6) - t14) F[
> > > t] +(1/2)*(F[t] F[t] + G=
G[t] GG[t]) - t1}, {B[0] ==
> > F[0] ==
> > > GG[0] == A[0] == 0}}, {=
B, F, GG, A}, {t, 0, 10}][[1]]
> > > where t1,...,t17 are parameters to obtain.
> > > and then i have to use A,B,F,GG and my data =
to construct this
> > constraints.
> > > So i use WITH (or Block) commend for it:
> > > f[t1_?NumericQ, t2_?NumericQ, t3_?NumericQ, =
t4_?NumericQ,
> > > t5_?NumericQ, t6_?NumericQ, t7_?Numeric=
Q, t8_?NumericQ,
> > > t9_?NumericQ, t10_?NumericQ, t11_?Numer=
icQ, t12_?NumericQ,
> > > t13_?NumericQ, t14_?NumericQ, t15_?Nume=
ricQ, t16_?NumericQ,
> > > t17_?NumericQ] := With[{...}, C]
> > > Here C are constraints to put on Nminimize o=
ptimization.
> > > I don't know how to deal with this, if C is =
only one
> constraint
> > i have no problem with, but
> > > here C is a list. For Mathematica,
> > > f1[t1, t2, t3, t4, t5, t6, t7, t8, t9, t10, t11=
, t12, t13,
> t14,
> > t15, t16, t17] is only one
> > > element and not a List.
> > > I think to another way to solve this problem=
which is to get
> > A,B,F,GG by defining functions
> > > directly with Ndsolve (then construct constrain=
ts with Data
> > without using WITH) but i have
> > > to evaluate a lot of time NDSOLVE on my procedu=
re, and it
> take a
> > much of time.
> > >
> > > That will be great if someone could give an ide=
a.
> > > Thanks.
> > >
> >
> >
>
>
> -- Daniel Huber
> Metrohm Ltd.
> Oberdorfstr. 68
> CH-9100 Herisau
> Tel. +41 71 353 8585, Fax +41 71 353 8907
> E-Mail:<mailto:dh at metrohm.com>
> Internet:<http://www.metrohm.com>
>
>
--
Daniel Huber
Metrohm Ltd.
Oberdorfstr. 68
CH-9100 Herisau
Tel. +41 71 353 8585, Fax +41 71 353 8907
E-Mail:<mailto:dh at metrohm.com>
Internet:<http://www.metrohm.com>
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