NMaximize

• NMaximize returns a list of the form {f_max, {x->x_max, y->y_max, ...}}.

• cons can contain equations, inequalities or logical combinations of these.

• NMaximize always attempts to find a global maximum of f subject to the constraints given.

• By default, all variables are assumed to be real.

• xIntegers can be used to specify that a variable can take on only integer values.

• If f and cons are linear, NMaximize can always find global maxima, over both real and integer values.

• Otherwise, NMaximize may sometimes find only a local maximum.

• If NMaximize determines that the constraints cannot be satisfied, it returns {-Infinity, {x->Indeterminate, ...}}.

• The following options can be given:

• The default settings for AccuracyGoal and PrecisionGoal are WorkingPrecision/2.

• The settings for AccuracyGoal and PrecisionGoal specify the number of digits to seek in both the value of the position of the maximum, and the value of the function at the maximum.

• NMaximize continues until either of the goals specified by AccuracyGoal or PrecisionGoal is achieved.

• Possible settings for the Method option include "NelderMead", "DifferentialEvolution", "SimulatedAnnealing" and "RandomSearch".