# Tagged Questions

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### Multi-objective optimization for large matrices

I have a large matrix 102400 x 600 to optimize for two different criteria (maximum likelihood over a large dataset and another more complicated one). In practice, it represents a factors loading ...
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### deriving concave upper bounds of a domain constrained nonconvex function over a simplex

Consider a nonconvex function $h(X)=f(X^\dagger AX)$, where $X\in C^{r \times n}$, $A$ is a positive semidefinite matrix, and $f$ satisfies the following two properties: \begin{align} &f(W): H_{+}^...
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### Difference between Chebyshev first and second degree iterative methods

Consider linear equation $Au = f$. We want to solve it with iterative method (assuming $A$ is good). First order iterative method is: $$u^{k+1} = u^k - \alpha_{k+1}(Au^k - f),$$ The second degree ...
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### About a particular definition of a Hessian of a function of tuples of matrices

Say I have a function $L : (W_1,..,W_{H+1}) \rightarrow \mathbb{R}$ i.e it takes a tuple of $n$ matrices of different dimensions and computes a number from them. Then I see being defined a ...
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### Characterizing the optimimum over the space of probability measures

Consider the following optimization problem: $$\max_{\mu \in \mathcal{M}} \int \log\left( \int e^{\alpha U(x,y)} d\mu(y) \right) d\nu(x)$$ where $\mathcal{M}$ is the space ...
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### Limits of argmin ratios and sums

In my research on convergence properties of certain Bayesian methods I have encountered $\mathop{\mathrm{arg\,min}}$ limits of the forms \lim_{n\to\infty} \mathop{\mathrm{arg\,min}}_{\...
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### Limit of argmin of sum

Suppose that I know $f_n\rightarrow f$ and $g_n\rightarrow g$ are both continuous maps from a Complete Riemmanian Manifold $X$ to $\mathbb{R}$ which converge pointwise almost everywhere. Then is it ...
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### Largest instance of highly nonlinear benchmark functions (e.g. Rastrigin function)

What is the largest instance size (number of variables) ever numerically solved for highly nonlinear (continuous, not combinatorial) optimization benchmarks functions, such as Rastrigin, Schwefel or ...
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### Dennis More' Superlinear Convergence_refrences request

Why in the proof of superlinear convergence of restricted broyden class (for the unconstrained optimization) we need the bounded deterioration condition for the approximation of all the true hessian ...
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### Optimization with vectors

I am trying to solve the following optimization problem as a small part of a research project, and I do not know if there exists closed form solutions. My linear algebra is very rusty and I am looking ...
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### “Most Similar Vector Problem” on an Integer Lattice?

I am currently working on problem that I think could be expressed as an integer lattice problem. Given $u \in \mathbb{R}^n$ and a bounded integer lattice $L = \mathbb{Z}^n \cap [-M,M]^n$ I would like ...
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### Maximal minimum for a sum of two (or more) cosines

Please prove (or disprove, and give the correct answer): $$2 =\mathrm{argmax}_{r\geq 1}\min_{x\in \mathbb{R}}\left[\cos\left(x\right)+\cos\left(rx\right)\right]$$ In other words, find $r \geq 1$, ...
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### arg min_X ||A X B - C||^2, with X diagonal [closed]

Let $A, B, C$ be known matrices, and let $X$ be an unknown matrix. Given that $C = AXB \Leftrightarrow \text{vec}(C) = K \text{vec}(X)$, where $\text{vec}(\cdot)$ denotes the vectorization of a ...
301 views

### Maximize a sum of log of sum

For a matrix $c (m\times n)$ of non-negative constants, find values of $\lambda_1, \lambda_2, \ldots, \lambda_n$ that satisfy $\sum_{k=1}^n \lambda_k = 1$, $\lambda_k \ge 0 \, \forall k$ and maximize ...
170 views