All the test problems presented in [MGH81] have been coded into Mathematica in the Optimization`UnconstrainedProblems` package. A data structure is used so that the problems ...

Regress and DesignedRegress are now available using the built-in function LinearModelFit. The function DesignMatrix has been added to the built-in Mathematica kernel. The ...

StepMonitor is an option for iterative numerical computation functions that gives an expression to evaluate whenever a step is taken by the numerical method used.

WignerSemicircleDistribution[r] represents a Wigner semicircle distribution with radius r centered at the origin.WignerSemicircleDistribution[a, r] represents a Wigner ...

Numerical algorithms for constrained nonlinear optimization can be broadly categorized into gradient-based methods and direct search methods. Gradient-based methods use first ...

FindMaximum[f, x] searches for a local maximum in f, starting from an automatically selected point.FindMaximum[f, {x, x_0}] searches for a local maximum in f, starting from ...

x > y yields True if x is determined to be greater than y. x_1 > x_2 > x_3 yields True if the x_i form a strictly decreasing sequence.

Eliminate[eqns, vars] eliminates variables between a set of simultaneous equations.

SingularValueDecomposition[m] gives the singular value decomposition for a numerical matrix m as a list of matrices {u, w, v}, where w is a diagonal matrix and m can be ...

NSolve[expr, vars] attempts to find numerical approximations to the solutions of the system expr of equations or inequalities for the variables vars. NSolve[expr, vars, ...