The global-optimization tag has no usage guidance.

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votes

**1**answer

553 views

### Proving that a specific function is quasiconvex

Hello all,
Assume we have a sequence of quasiconcave functions (in $X$) denoted by $f_{i,j}(X)$ for $i,j = 1,\ldots,n$. Denote by $F(X)$ the $n\times n$ matrix whose $(i,j)$ entry is the function ...

**10**

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**0**answers

208 views

### “Small” maps from sphere to sphere

Start with a continuous map $f:S^{n+k} \rightarrow S^n$ (round unit spheres). The graph of $f$ lives in $S^{n+k}\times S^n$ and suppose it has a surface area (as a subspace of co-dimension $n$). Now ...

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**0**answers

128 views

### An $L^{\infty} Version of Principal Component Analysis?

I have a $k$ by $n$ matrix $A$, with $k \ll n$. In case it helps, the $k$ rows are orthonormal.
I'm interested in finding a $k$ by $k$ orthogonal matrix $M$ so as to maximize the $L^{\infty}$ norms ...

**1**

vote

**1**answer

414 views

### Global maximization of a particular function

Hello!
I want to prove that $x = 0.5$ is the global maximum of the function
$f(x) = ...

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**0**answers

59 views

### equivalence between primitive and dual

Hi everyone! I have a problem about the duality gap of the primitive problem and the dual problem.
This problem comes from a probabilistic model named Lagrangian UVM.
...

**2**

votes

**1**answer

176 views

### A Function with Exactly $k$ Minima in a Bounded Space

Is it possible to have a function with the following properties?
(i) The function maps a bounded $n$-dimensional space $\mathcal{X}$ (say $\left[0,1\right]^n$) onto a bounded interval $\mathcal{Y}$ ...

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votes

**0**answers

672 views

### optimization of a separable function

Hello everyone,
this is a optimization problem whose objective function is separable:
$$F(x)=\sum_{i=1}^n\frac{\theta_i^2}{4}\sum_{j=1}^m\left(1+\rho ...

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vote

**2**answers

193 views

### what method can I employ to solve this optimization problem which involves \min?

The optimization problem is:
maximize $$\min(\sum\limits_{i=1}^N \log\left(a_{1,i}+\frac{b_{1,i}}{c_{1,i}+d_{1,i}x_i}\right),\sum\limits_{i=1}^N ...

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**2**answers

1k views

### Dual Norm For Sum of 2-Norms

What is the dual of a norm that is the sum of two-norms? Specifically, say we have the following norm for $\mathbf{x}\in \mathbb{R}^n$ and $\mathbf{A}_i \in \mathbb{R}^{m \times n}$
$\|\mathbf{x}\| = ...

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**3**answers

797 views

### Efficient Algorithm For Projection Onto A Convex Set

Given $\mathbf{x} \in \mathbb{R}^n$ and $\tau$ a scalar, I would like to solve the following Euclidean projection problem:
$\underset{\mathbf{p}}{\mathrm{argmin}} \; \|\mathbf{p}-\mathbf{x}\|_2
\;\;
...

**1**

vote

**1**answer

145 views

### Nonlinearly constrained optimization (quadratic)

Hi all -- what would be good methods (and/or software packages) to try for solving a problem minimizing a quadratic function $f(x) = \sum_{i=1}^N{(x_i - y_i)^2}$, where some constraints are non-linear ...

**2**

votes

**1**answer

158 views

### Maximizing positive definite quadratic using the eigendecompoisition

Consider the problem:
$\textrm{max}\;\; x^T Q x$
subject to $||x||_\infty \leq 1$, where $Q$ is a positive definite matrix.
I believe this problem is NP-hard (although I have only found hardness ...

**3**

votes

**0**answers

187 views

### Could SVD be used to optimize the partial inner-products?

Suppose a set $N$ of $n$ distinct points in $m-$dimensional space is given in $X\in\mathbb{R}^{n\times m}$. Also, suppose a subset $L\subset N$, $|L|=l<m<n$, with
$m-$dimensional coordinates in ...

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votes

**2**answers

915 views

### Computational complexity of unconstrained convex optimisation

What is known about the relationship between unconstrained convex optimisation and computational complexity? For example, for which optimisation problems and which gradient descent algorithms is one ...

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votes

**3**answers

1k views

### Best algorithm/software for solving a planar transportation problem ?

I am looking for software (open-source or otherwise) or an implementable algorithm for solving a continuous transportation problem. The input consists of a pointset in a planar rectangle, and we need ...

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**0**answers

326 views

### Optimization of a matrix with an objective function (for ML)

Hi.
I need to do max. likelihood for an objective likelihood function L (minimize it), and the target is a matrix. ie:
$$min_KL(K)$$
For example:
K is, let's say, of size 3x3 and with initial ...

**1**

vote

**1**answer

606 views

### Can one efficiently optimize over the inverse of matrix?

Hello,
I have the following problem:
Find a non-negative matrix $L$ (i.e. $L_{i,j} \geq 0$ for all $i,j$), $L \neq I$ so that $A(I-L)^{-1}y \geq 0$ (the inequality must hold for each component), ...

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**2**answers

553 views

### Getting started: combinatorial optimization for computer scientists

I have a background in computer science and I am starting to work on some problems those are basically combinatorial optimization problems.
I have good knowleges of graphs, *-flow algorithms and so ...

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vote

**0**answers

199 views

### On the convergence of a special fixed point iteration

The problem is actually a quadratically constrained quadratic program. And the formulation is:
$max: \frac{1}{2}x^TQx + d^Tx$
$s.t. x\in R^{n,+} ,\sum_{i\in I_p}x_i^2=1, p=1..k$
where $d\in ...

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votes

**3**answers

875 views

### Greatest function satisfying some convexity requirements

Edit: Even though there is an accepted answer, the problem isn't solved. I only accepted the answer, because there was a bounty on the question so I had to accept an incomplete answer.
I was working ...

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votes

**2**answers

371 views

### Functional Minimization: When is this heuristic rigorous?

I'm trying to solve a functional minimization problem of the following form:
$$\arg\min_{f:\mathbb{R}\rightarrow [0,1]} h(f)$$
where $h$ is some expression in terms of several integrals over $f$.
I ...

**3**

votes

**1**answer

541 views

### Java library for SDP [closed]

People who frequently code semi definite programs, is there any java library for solving sdps? I have tried my luck but all I can find is C/C++ libraries or matlab toolboxes. I can write wrappers to ...

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**0**answers

93 views

### minimizing the integral of a function over square sets.

Hi!
I'm interested in some problems, but to be honest i'm not sure of the field they belong to.
Let $h(x,y)$ be a bivariate function on $X^2$, where $X$ is some nice topological space (for instance ...

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votes

**1**answer

277 views

### Ranking algorithm [closed]

Hi!
I am interested in an algorithmic question. I'm not at all a specialist but I'm interested in this for very pragmatic reasons that you will understand. Maybe the problem is well known.
In a ...

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votes

**2**answers

950 views

### Finding minimum (or maximum) element of a low rank matrix.

Let $A\in\mathbb{R}^{n\times n}$ and suppose that $A$ is of rank $m\leq n$. Moreover suppose we know $u_1,\ldots, u_m \in\mathbb{R}^{n\times 1}$ and $v_1,\ldots, v_m \in\mathbb{R}^{n\times 1}$ such ...

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**3**answers

852 views

### Maximizing the minimum of piecewise linear functions in high dimensional space

I'd like to compute
$\max_{x,t} t$ such that $\forall i$, $t < a_i + \|x - b_i\|_\infty$.
where $a_i,\ldots, a_n \in \mathbb R$ and $b_1,\ldots,b_n \in [0,1]^{21}$ are fixed, $x \in [0,1]^{21}$, ...

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votes

**2**answers

3k views

### Linear program to maximize the minimum absolute value of linear functions ?

I'd like to compute
$\max_{x,t} t$ such that $\forall i$, $t < a_i + |x - b_i|$.
where $a_i,\ldots, a_n$ and $b_1,\ldots,b_n$ are fixed and $x \in [0,1]$.
Can this be solved with a linear ...

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votes

**1**answer

651 views

### maximization of a quadratic function with a quadratic constraint

I have the following quadratic maximization problem
$\max_{\mathbf X} \quad tr(\mathbf A\mathbf X\mathbf B\mathbf X^H)+tr(\mathbf C\mathbf X)+tr(\mathbf C^H\mathbf X^H)$
subject to the quadratic ...

**2**

votes

**1**answer

806 views

### Official name and complexity of k-way balanced set partitioning? What is the best heuristic?

As a lot of people know, graph partitioning is NP-Complete. In graph partitioning, you try to create k balanced (within some pre-specified epsilon) disjoint subsets of (possibly weighted) vertices ...

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**4**answers

437 views

### Efficient algorithm for finding the minima of a piecewise linear function

Consider real numbers $a_i$ and $b_i$ for $i=1\dots n$ and define a function by
$f(x) = \max_i ( a_i + b_i x )$
We desire to find $\min_x f(x)$. Obviously this occurs at an intersection of two ...

**3**

votes

**2**answers

633 views

### Optimizing a quadratic restricted to the sphere

Let $A$ be $p\times p$ symmetric positive definite with distinct eigenvalues and $x_p\in \mathbb{R}^p$ and consider the problem
Minimize $x'Ax + b'x$
Subject to $x'x=1$
Most of the information I've ...

**6**

votes

**0**answers

437 views

### Maximizing the matrix norm

Hi all,
I wish to find a 3x3 rotation (orthogonal) matrix $\mathbf{R}$ such that it maximizes the following matrix norm:
$||\mathbf{A} \mathbf{D}_r \mathbf{D}_b ||_2$
where $\mathbf{A}$ is a known ...

**4**

votes

**1**answer

2k views

### Homogeneous system of polynomial equations

Hi all,
Previously I asked a question that currently has no satisfactory answer Least sum squares given constraints on subcomponents
It comes from an engineering problem. I was thinking to formulate ...

**10**

votes

**2**answers

2k views

### Maximizing the Smallest Eigenvalue of a Diagonally Dominant Matrix

Assume that we have a full-rank diagonally dominant matrix $A$, all the diagonal elements of which are positive, all the non-diagonal elements are negative, and the sum of the absolute values of the ...

**5**

votes

**1**answer

1k views

### Non-negative quadratic maximization

For a given symmetric and positive semidefinite $n \times n$ matrix $A$, we want to solve the problem $$\max_{||x|| = 1, \ x\geq 0} x^T A x.$$
Here, $x\geq 0$ indicates that $x$ must be component-wise ...

**4**

votes

**2**answers

1k views

### Optimal knot placement for fitting piecewise-continuous linear functions to a nonlinear function

I encountered this problem in my research and it is turning out to be a surprisingly difficult one(for me, at least).
Suppose we have a univariate nonlinear function $f(x)$ where $x \in [L,U]$. Our ...

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votes

**3**answers

641 views

### Some questions about Invexity

Recently, I am looking into a non-convex optimization problem whose points satisfying KKT conditions can be obtained. Then the problem becomes how to decide whether the KKT conditions are sufficient ...

**2**

votes

**1**answer

278 views

### Can subgradient infer convexity?

It is known that
If $f:U→ R$ is a real-valued convex function defined on a convex open set in the Euclidean space $R^n$, a vector v in that space is called a subgradient at a point $x_0$ in $U$ if for ...

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votes

**1**answer

296 views

### max length or size of a convex set

I want to maximize $||x-y||$ with $x$ and $y$ in $C$ where $C$ is the intersection of some discs. We assume the intersection is nonempty, and closed. I am thinking, how to formulate it as a ...

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votes

**1**answer

2k views

### A circle packing conjecture

Consider $n$ circles with variable radii $r_1,\ldots, r_n$ that pack inside a fixed circle of unit radius. In other words, all $n$ variable-radius circles are contained in the unit radius circle and ...

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votes

**4**answers

1k views

### Robust black box function minimization with extremely expensive cost function

There is an enormous amount of information about the common applied math problem of minimizing a function.. software packages, hundreds of books, research, etc.
But I still have not found a good ...

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votes

**6**answers

13k views

### Is all non-convex optimization heuristic?

Convex Optimization is a mathematically rigorous and well-studied field. In linear programming a whole host of tractable methods give your global optimums in lightning fast times. Quadratic ...

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vote

**2**answers

228 views

### how to estimate a polyhedron(convex hull) classifier from data sample

Given a set of points $X\in\Re^D$, they have labels $Y\in${$-1,+1$}. I would like to separate the data labeled +1 and the data labeled -1 by a polyhedron.
$min_w \sum_i \xi_i + \frac{1}{2}\|w\|_2^2$
...

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votes

**0**answers

159 views

### modification of singlestart in global optimization

When minimizing a nonconvex function $f : \Omega \rightarrow \mathbb{R}$ that may have multiple minima, there are some very simple strategies to improve the odds of finding the global minimum point. ...