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29 views

Select n vectors from k vectors (in 3D) such that each component of the resultant vector >= each component of a given vector M

this was left unanswered for 1 week on MStackExchange, so I thought MOverflow would be more appropriate. Thanks :) Let $R = (R_x, R_y, R_z)$ be the resultant vector of the n vectors and $M = (M_x, ...
2
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0answers
56 views

How to solve the following generalized quadratic programming problem [closed]

I want to solve a generalized form of a quadratic programming problem $$\min_x \left(\sqrt{x^TPx}+\sqrt{x^TQx}\right)^2+c^Tx$$, $$\textrm{ s.t. } Ax\le b.$$ Here, $P$ and $Q$ are both positive ...
2
votes
1answer
93 views

Network flows with shared capacities

Suppose we have a flow network, with capacity constraints on weighted sums of arc flows, such as: $$2 f(1, 2) + 3 f(4, 5) + f(3, 7) \leq 10,$$ where $f(1, 2)$ denotes the flow through arc $(1, ...
6
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0answers
86 views

A specific case of the $p$-center problem

Given a fixed positive integer $m$, let $\cal{S}$ be the subset from $\mathbb{R}^m$ defined as $\cal{S} = \{u \in \mathbb{R}^m \mid \forall i \in \{1, \dots, m\}, u(i) > 0$ and $\sum_{i=1}^m{u(i) = ...
0
votes
1answer
29 views

accelerate convex optimization by proximal projection

I am using level method to solve non-smooth convex programming problem (where the objective function is given by an oracle from another program ): http://www2.isye.gatech.edu/~nemirovs/Lect_EMCO.pdf ...
5
votes
1answer
303 views

Examples of Polyhedra with Large Shadows

Let $P \subseteq \mathbb{R}^n$ be a polyhedron described by $\mathcal{O}(n^{c_1})$ inequalities, where $c_1$ is a constant. Moreover, let $M\colon P \to \mathbb{R}^2$ be a linear mapping. I'm looking ...
1
vote
1answer
64 views

An optimization problem in complex space

Consider the following optimization problem $$ \min \| \textbf{Ax-B}\| $$ $$ s.t.|x_i|=1,i=1,...,n $$ where $\textbf{x}\in \mathbb{C}^{n}$ is the optimization varaible, $x_i$ is the $i$-th ...
4
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1answer
148 views

Algorithm to minimally connect line segments in Euclidean plane

Suppose you have finitely many line segments in the Euclidean plane. How do you "connect them to form one chain of line segments of minimal length?" More formally and generally, what I'm looking for ...
7
votes
1answer
169 views

A polytope with a bound on the sum of any $k$ variables

Let $2\le k\le n-1$ and define the polytope $$P_k(n) = \lbrace (x_1,\ldots,x_n) \in \mathbb{R}^n : -1\le x_{i_1}+\cdots +x_{i_k} \le 1 \text{ for all } 1\le i_1\lt\cdots\lt i_k\le n\rbrace.$$ There ...
2
votes
1answer
89 views

Standard names and methods for this type of fitting minimization

In material science research, we have come across the following type of problem. Given a m by n matrix A, a m vector b, and error tolerance $\varepsilon$, we want to do this minimization $$\eqalign{ ...
7
votes
2answers
190 views

Are sums of 0-1 Pareto efficient vectors Pareto efficient?

Does there exist $m,n\ge1$, an $m \times n$ matrix $A$, and a vector $x \in \mathbb{R}^n$ such that: The entries of $A$ are $\in \{0, 1\}$. For all pairs of columns $u, v$ of $A$ the entries of $u - ...
0
votes
2answers
92 views

Inner Product of Given Sum Positive Sequence

Let $$A = \Big\{(a_1,a_2,\dots)\ \Big|\ a_i\ge 0, \sum_{i=1}^\infty a_i=1\Big\},$$ $$v(x)=\sup\left(\bigg\{\sum_{i=1}^\infty a_ib_i\ \bigg|\ (a_i)_{i=1}^\infty,\, (b_i)_{i=1}^\infty \in ...
2
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1answer
130 views

books on very large scale linear optimization

Recently in my material science research, I have encountered problems of very large scale linear optimization. I read the introductory book "Introduction to Linear Optimization (Athena Scientific ...
0
votes
1answer
199 views

Convert linear programming problem into its standard form [closed]

all, I met a question that, the cost function of the linear programming problem is a function with absolute value. Here is the problem: min 3x1+|6x2+3| st. |x1+4|+|2x2|<=3 How can I deal with ...
0
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1answer
138 views

Linear programming with exponentially many constraints and variables [closed]

From class, I learnt that problems like traveller salesman have a Linear programming representation with exponentially many constraints. Using method of separation, this problem is solved rather ...
1
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2answers
123 views

investigating positivity/negativity of a function [closed]

I'm investigating if and how the positivity or negativity of a multivariable function can be proved. Consider $y_{1},y_{2},y_{3}\in\mathbb{R}$ and the following function ...
0
votes
1answer
53 views

Generalized assignment problem with no integrality gap

Suppose I am solving the generalized assignment problem, so that I am given matrices $U$ and $W$ and a vector $c$ (all three of which have, say, positive entries), and I want to solve ...
1
vote
1answer
72 views

ILP for minimum edge coloring problem

We know that for a Graph G=(V,E) ,minimum edge coloring is a coloring of E, i.e., a partition of E into disjoint sets E1,E2...,Ek such that, for 1<=i<=k, no two edges in Ei share a common ...
2
votes
1answer
155 views

Multiplicative gradient descent?

The normal gradient descent is additive: $w_{t+1}=w_t-\lambda_t\nabla f(w_t)$, but is there a multiplicative gradient descent that looks something like $w_{t+1}=w_t[-\lambda_t\nabla f(w_t)]$? I know ...
6
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1answer
166 views

Speed up Linear programming

I have a linear programming problem like this: minimize $c^t X$ under the constraint that $AX \ge b$. I will need to solve this linear programming problem online many times. I need it to be as fast ...
0
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0answers
26 views

Find relationships between events

I have a set of Events $(E_i)_i$ which have a probability $(P_i)_i$. I am able to write each event as a sum of distinct events that form a partition of the space. My goal is to find all the ...
2
votes
1answer
74 views

Find base of kernel with as many 0 as possible

I have a 400x132 rectangular matrix with only 0 and 1. I am looking for the linear combinations of the columns of the matrix that sum to 0. For example C1 + C2 - C3 = 0. I want to find the linear ...
2
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2answers
112 views

Boundedness of ratio of linear functions

Consider the function \begin{eqnarray} f(x_1,x_2,\cdots, x_n) = \frac{\sum_{i}^{n}a_ix_i}{\sum_{i}^{n}b_ix_i}, \end{eqnarray} over the set $S = \{x := (x_1,x_2,\cdots, x_n):-1 \leq x_i \leq 1,\; ...
0
votes
0answers
67 views

polynomial 0,1 integer programming

IS there a mathematical optimization branch that explicitly tries to optimize this (type) problem? $$\eqalign{ & \min \cr & \sum\limits_{i = 1}^N {(J*s[i] + {J_1}*s[i]*s[i + 1] + ...
0
votes
1answer
82 views

Solution of infinite dimension linear system

Suppose that ${a_n}$ and $b_n$ is decreasing sequence such that $a_0=A$, $lim_{n->\infty}a_n=0$ and $b_0=B$, $lim_{n->\infty}b_n=0$. For fix n, we can construct n dimension linear equation ...
2
votes
2answers
249 views

convex polytope integer points

is there a simple proof for the following lemma: An unbounded convex polytope (defined by linear constraints) has either zero integer points or infinite many integer points.
1
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0answers
124 views

Reduce a Combinatorial problem

It is given n sets with k vectors. (k is element-wise positive or zero) Choose one vector of each set so that the biggest element of the sum of the chosen vectors is minimal. What i also know but is ...
0
votes
2answers
109 views

Approximate solution to large mixed integer programming problem

What are the available approaches to find an approximate solution to a large mixed integer programming problem? I ran my problem in the Gurobi MIP solver. It can find a feasible solution in ...
1
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1answer
118 views

a closed form lower bound solution for linear programming

Given a linear objective function and a system of linear constraints, is there any known closed form lower bounds for it? to clearly express the problem assume that $$ z(\mathbf{a,B,c})=\mathop {\inf} ...
2
votes
1answer
218 views

Name search for special Linear Integer Program

I am looking for a name for the following question in literature! (and if you know it, then it would be great) I couldn't find it and due to wide audience here, presumably you know more. Thank you ...
2
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1answer
147 views

Optimization problem whose cardinality never exceeds 7 for some reason

I am working on a problem in which I have a collection of $n$ points, $x_1,\dots,x_n$, in the plane, as well as a positive definite matrix $\Sigma$ and another point $\mu$ in the plane. I am trying ...
0
votes
1answer
35 views

Large scale least squares of non symmetric and non square problems

Given a system like $b=Ax$ with an non symmetric and non square $A$ I would like to solve it having many elements in $x$ (lets say $10^7$). There is a large amount of algorithms for symmetric ...
1
vote
1answer
52 views

Heuristic for choosing n-vectors from n-sets

my given problem is: choose n-vectors from n-sets (one vector from each set) so that the biggest element in the sum of the chosen vectors is minimal. Unfortunately the problem is NP-hard. So I'm ...
1
vote
1answer
139 views

Calculate the discrete set of points B which are in the convex hull of the set of points A

This problem is likely best described with the following picture: Given the discrete set of points $A$ (shown in blue), I wish to calculate the discrete set of points that are contained within the ...
2
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2answers
106 views

sensitivity analysis in conic optimization

I have a conic optimization of the form: $\min_x \langle c, x \rangle$, s.t. $Ax = b$, $x \in K$. Where $x \in \mathbb{R}^{n}$, $A$ is an $m \times n$ matrix, $b \in \mathbb{R}^m$, $K$ is a self ...
2
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0answers
64 views

Algorithms to find the solutions of a homogenous matrix equations for non-commutative rings

In one paper from 1980 I found a note that there are no known algorithms for solving homogenous matrix equations $x \cdot M = 0$ for matrices which elements belong to a non-commutative ring. (The ...
1
vote
2answers
54 views

Linear Programm with matrix [closed]

Is there a name for problems like this min norm(Cx) Ax = b where C is a matrix and norm is the maximum norm. This is kind of like a linear Programm. Could this be rewritten as linear programm? Or Any ...
0
votes
0answers
80 views

Inverse problem with a rank-1 update

I hope you can help me out with this. I have to find the solution x to an inverse system $$ x=A^{-1}b $$ This inverse problem is basically a least square problem with a rank-1 update. $$ ...
3
votes
1answer
122 views

submatrix of a given size with maximum frobenius norm

Let $I\subset \{1,2,\ldots,n\}$, and let $|I|$ denote its cardinality. Now given a Hermitian matrix $\mathbf{A}\in\mathbf{C}^{n\times n}$. I am interested in finding the subset $I$ that maximizes the ...
1
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0answers
61 views

integrality of a linear program — binary equality constaints

Consider the following linear program: $\left\{ \begin{array}{l} \underset{x}{max} \;\;c^Tx\\ [I, \;B]x = \mathbf{1}\\ x\geq 0 \end{array} \right.$ where $c$ is a vector ...
1
vote
1answer
152 views

optimization of inverse matrix with constraint on matrix elements

everyone! I have this optimization problem with constraint. $D$ and $T$ are symmetric matrices, where T is known and D is the unknown parameter. $x$ and $v$ are two known p-dimensional vectors. The ...
22
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2answers
858 views

An Interesting Optimization Problem

You are given n non-negative integers $a_1, a_2 ,, a_n$. In a single operation, you take any two integers out of these integers and replace them with a new integer having value equal to difference ...
4
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2answers
133 views

combinatorial and linear duality

Let $S$ be a finite set, and let $W$ be a nonempty set of subsets of $S$; we will identify every subset of $S$ with its characteristic function, a 0-1 vector in $\mathbb R^S$. The combinatorial dual ...
2
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1answer
60 views

Integer point in a non-empty polytope

I have a high-dimensional, non-empty polytope $Ax\geq b$ sitting inside the cube ($0\leq x_i \leq 1$). Is there any general theory or technique to show that this polytope contains an integer point, ...
1
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0answers
62 views

Are there any known bounds on the value of solutions of linear integer programming?

Given a linear objective function and a system of linear constraints; are there any known bounds on the values of (positive) integral solutions in terms of the coefficient matrix of the constraints? ...
1
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1answer
596 views

Maximizing linear objective function with absolute values

This has be asked on other forums, though couldn't find authoritative answer. I have a linear program over the reals and don't want to introduce integer or binary variables. The objective function ...
2
votes
2answers
162 views

Finding the maximum of a multivariate polynomial of degree one

I need to find the global maximum of the function \begin{align} f\left(x\right) & = p_1 \max\left(\sum a_{1i} x_{1i}, \sum b_{1i} x_{1i}\right) - \sum c_{1i} x_{1i} \\ &+\ldots \\ &+ p_n ...
1
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0answers
120 views

Complexity of Nested Linear Optimization

My question is motivated by the fact, that among other ways, it is possible to restrict a variable to two discrete values, e.g. the prototypical $0$ and $1$, via an optimization constraint: ...
4
votes
2answers
190 views

Minimax theorem on a non convex domain

A minimax theorem is a theorem which states that under certain conditions on $\mathcal{X}$, $\mathcal{Y}$ and $f$: $$ \inf_{x \in \mathcal{X}}{\sup_{y \in \mathcal{Y}}{f(x,y)}} = \sup_{y \in ...
0
votes
1answer
51 views

generalization from linear programming solution [closed]

I have a series of similar linear programs that depend on an input vector $a\in A$ and whose solution is an output vector $b\in B$. I can solve them individually, but this is wasteful. I suspect that ...