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04/29/13 5:34pm

I'm trying to do an optimization problem where my objective function involves using values obtained from an NDSolve.

For example, suppose I have a set of variables that go into a system of differential equations which I then solve and find local peaks in the solutions. I now want to optimize my initial variables to maximize the values of these peaks.

I know I can achieve a solution by just doing nested Do loops and numerically iterating across a large search space, but is there a smarter/faster way of achieving this?

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