I need to maximize the objective function that consists of complicated consecutive parts, e.g., matrix constructions, their multiplication, numerical integration over some two variables from $ -\infty$ to $ \infty$ , and so on. The number of parameters to be optimized for the maximization of the objective function is around 30. When I tried with the objective function in analytical form, it got so complicated that the aforementioned integration (in analytical way) took so long due to some parameters undefined.
Thus, I’m considering to switch to other languages such as python for such numerical optimization. However, I’m not sure if it really helps.
I’m a big fan of Mathematica, and I tend to believe that in many cases, Mathematica can outperform the performances from many other languages since Mathematica’s built-in functions are so efficiently optimized as compared to any others.
Would anyone advise me on this issue? I’m thinking of switching to python for this problem, but still hesitating cause I like Mathematica and am not very good at python.