The global-optimization tag has no usage guidance.

**6**

votes

**0**answers

557 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

2k 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

2k 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 ...

**6**

votes

**3**answers

670 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

285 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 ...

**0**

votes

**1**answer

298 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 ...

**15**

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 ...

**7**

votes

**5**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 ...

**31**

votes

**6**answers

17k 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 ...

**1**

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.
$min_w \sum_i \xi_i + \frac{1}{2}\|w\|_2^2$
...

**2**

votes

**0**answers

161 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. ...