The global-optimization tag has no wiki summary.

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### Uniqueness of solution of a nonconvex optimization problem

What conditions need to be hold for a nonconvex optimization problem to have a unique solution?
Specifically, I have the following minimization problem that I'd like to know whether it has a unique ...

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### “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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376 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 ...

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### Generalization of the equilateral triangle ?

I consider points in the two-dimensional plane.
An equilateral triangle is a set of three points in the plane which are equidistant.
Suppose now I have $n$ points $x_1,...,x_n$. What is the ...

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326 views

### Minimum weight bipartite graph clique covering

I was wondering if anyone here could give me any pointers as to how to solve the following problem.
Let $B=(L,R,E)$ be a bipartite graph, and $\forall u\in L\cup R$, let $c_u$ be a cost associated to ...

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### 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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### 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. ...

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### range of the difference-of-two-qubit-$4 \times 4$-density-matrix-determinants

The determinant of a two-qubit $4 \times 4$ density matrix--that is, a Hermitian, nonnegative definite matrix with unit trace--lies between $0$ and $(\frac{1}{2})^8$. (A "pure state" has determinant ...

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### Maximizing an integral over a convex region

Let $C$ denote a compact, convex region in the plane containing the origin with unit area, and let $f$ be a probability distribution on $C$. Let $f^\ast$ denote the distribution that maximizes the ...

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### Constructing an $\epsilon$-net for a Lipschitz subspace of $L^2$

Let $X$ be a subset of $L^2([0,1])$ which contains only Lipschitz function.
Also, the member of $X$ are uniformly bounded
$$
|x(t)| < M, \text{ for all $x \in X$ and $t \in [0,1]$}.
$$
Let $F: X ...

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### Trying to get an idea of the maths I could use for this optimization problem

Firstly, apologies if some of the notation or terminology is odd, or if I am defining functions that have standard notation associated with them already - I am not familiar with the concepts in this ...

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124 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 ...

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172 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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### Sufficient optimality condition for a non-smooth quasiconvex problem

The result of relaxing to an integer program is the following optimization problem:
$$\min_{\textbf{x}} \sum_{i=1}^n \alpha_i h(x_i)\quad subject \; to \quad A\textbf{x} = \textbf{0}$$
where ...

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### What is the sufficient condition for a “strict local optimal point” to be “isolated local optimal point”(or strong local optimal point)?

I encountered a case that seems obvious that the local optimal point are isolated, yet I can only prove the local optimal points are strict rather than isolated.
I know under certain peculiar ...

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### The role of subgradient in programming with nonsmooth functions

It is obvious that there is similarity between subgradient and gradient. The subgradient of smooth functions is reduced to gradient. I have two questions.
The first is does there exist subgradient ...

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### 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.
...

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414 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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262 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 ...

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452 views

### A product sum inequality question

For any $x_{1},x_{2},\cdots x_{6}$ with $\sum_{i=1}^{6}x_{i}^{2}=1$
and $y_{1},y_{2},\cdots y_{6}$ in $\mathbb{R}$ with $\sum_{i=1}^{6}y_{i}^{2}=1$,
do there always exist $z_{1},z_{2},\cdots z_{6}$ in ...

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### 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 ...