Questions tagged [linear-programming]
Linear programming is the study of optimizing a linear function over a set of linear inequalities. The Simplex Method, Ellipsoid Method and Interior Point Method are popular algorithms to solve linear programs.
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Variant of orthogonal Procrustes problem
The orthogonal Procrustes problem seeks a matrix $M$ that minimizes $||AM-B||_F$ subject to $M^TM=I$, where $M$ is $d\times d$ and both $A$ and $B$ are $n\times d$. Geometrically, $M$ rotates a set of ...
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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 ...
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Continuous Linear Programming: Estimating a Solution
I have a "continuous" linear programming problem that involves maximizing a linear function over a curved convex space. In typical LP problems, the convex space is a polytope, but in this case the ...
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Algorithm for the intersection of a vector subspace with a cone of non-negative vectors
Hi,
I would like to know whether there is some more effective way of how to compute an intersection of a vector subspace of $\mathbb{R}^{n}$ with a cone of vectors with non-negative entries than the ...
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Linear programming - uniqueness of optimal solution
Is it possible to build such an objective function for a given set of constraints, so that there will be only one optimal solution?
My general problem is to get any vertex of a polytope formed by a ...
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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 ...
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Resource Constrained Routing with Refueling
What are good algorithms (resp. models) for calculating optimal or near optimal routes while taking into account fuel consumption, options for refueling and, limited tank capacity?
Especially modeling ...
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Bounding the minimal maximum norm of a solution of a linear system.
I would be grateful for pointing me out a reference to some general bound on the $\ell_{\infty}$ norm of a solution of a linear system. To be specific, suppose that we have an underdetermined linear ...
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Applications of minmax theorem(s)
Intro We suppose $X$ and $Y$ are nonempty sets and f: $X\times Y \rightarrow \mathbb{R}$. A minimax theorem is a theorem that asserts that, under certain conditions,
$$ \inf_Y \sup_X f = \sup_X \...
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Continuous Transportation Problem
Hi all, I'm trying to formulate an infinite linear program to prove optimality (via duality) for the Continuous Transportation Problem, e.g. the Kantorovich-Wasserstein distance. This is the ...
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Explicit Formula of Delsarte's Linear Programming Upper Bound for $A_q(n,3)$
The problem of giving an explicit formula for $A_q(n,d)$ is sometimes referred to as "the main problem in coding theory." The value of $A_q(n,d)$ is given by the maximum number of codewords in a q-ary ...
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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 ...
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Feasibility of linear programs
It's known that finding the intersection of n halfplanes in 2-d takes $\Omega(n\log n)$ time. Does the lower bound apply if we change the question to deciding whether the intersection is non-empty?
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On optimal dual solutions for the minimum weight perfect matching problems in the case of metric weights
Following Lovasz-Plummer (Matching theory, North-Holland 1986, Theorem 9.2.1),
the minimum weight perfect matching problem on a complete graph
$G$ with even number of vertices and weight $w:E(G)\to
\...
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What is the LP gap of vertex cover in planar graphs?
What is the LP gap of vertex cover in planar graphs?
The LP I refer to is min $\sum_{e \in E } c_e x_e \ \ $ subject to $ \ \ x_v + x_u \geq 1 \ \ \ \forall uv \in E $
$ c_e \geq 0 $ are ...
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How does one go from convexity to submodularity?
If I have a function which is convex in the hypercube, $[-1,1]^n$ then when would it imply that its restriction to $\{-1,1\}^n$ is submodular?
It would be helpful is someone can share some specific ...
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relation between solution of a linear program and its perturbation
I have a linear program over a finite set of points $(x_1, x_2,\ldots, x_m)\in\mathbb{R}^n$:
$$
\max_j c' x_j
$$
Suppose the solution of this LP is obtained at a point $x_{j_1}$, which is a vertex ...
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Homogeneous linear and quadratic inequalities
I have a bunch of vectors $b_i \in R^n$ for $i = 1,\ldots,N$ and a bunch of (indefinite) matrices $A_j$ for $j = 1,\ldots,M$. Let's consider the set $S \subset R^n$ of $x \in R^n$ vectors such that
$$...
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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) = ...
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A linear optimization problem on a graph
Let $G=(V,E)$ be a finite graph and let $f$ be any positive function defined on the vertices. Put weights on the vertices $v_{i}$, way $w_{i}$ so that $\sum_{i=1}^{n}w_{i}\leq 1$. Assume that every ...
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A polytope associated with the Hadamard Transform
In an investigation of whether or not a subset $V$ of "Hamming Space" $M_n = \mathbb{F}_2^n$ is a tile (i.e. whether $M_n$ can be written as a disjoint partition of translates of $V$) in http://arxiv....
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When is polytope compatible with network flow?
A linear program is the problem of optimizing an linear objective function within some polytope $A$ over $\mathbf R^n$. My question is motivated by the question of when a linear programming problem ...
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Connecting $2n$ points in $\mathbb R^2$ with line segments s.t. each point belongs to exactly one line segment
I'm trying to do a certain simulation related to the toric code and I'm looking for an algorithm that connects $2n$ points ($n \in \mathbb Z_+$) in $\mathbb R^2$ with line segments with the following ...
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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 \mathcal{...
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efficient way to compute the inversion of the following matrix
Hi, there
I have looked it up in the current textbook. The conventional numerical method to compute the inversion of an $n \times n$ matrix requires $O(n^3)$. However, for the following special ...
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Set Cover:Greedy vs LP
Hi
Both, the greedy and the LP approach for Set Cover give a O(log n) approximation. Is there some inherent difference on the two approximation approaches?
thanks
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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 $\...
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When is a triangular matrix totally unimodular?
I have a {0,1}, invertible, triangular matrix, that I would like to show is totally unimodular. Are there any known results on the total unimodularity of classes of triangular matrices?
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Under what conditions does an Integer Programming problem run in polynomial time?
Given $AX\leq B$ where $A\in\Bbb Z^{m\times n}$,$B\in\Bbb Z^m$ finding $X\in\Bbb Z^n$ where $m\geq n$ is the integer programming problem. If $A$ is totally unimodular then the problem is solvable in ...
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Solving for Hamiltonian path with constraints on allowable routes through vertices
Suppose you have a complete graph with N vertexes, with a distinguished vertex $n=1$ ("start"), and you wish to find a route traveling exactly once through each vertex so that the distance along the ...
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solving multiple linear programming problems with the same set of constraints
Hi,
I need to solve a set of linear programs of the form:
Problem $i$: $\quad \max c_i \cdot x$ s.t. $ A x \leq b$.
The $c_i$'s are different vectors so each problem has a different objective ...
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Find the minimum distance between two convex hulls
We work over $\mathbb{R}^N$. Let $\mathbf{P}_1$ denote the hyperplane constructed using $N$ points, each of which is on a different axis (there are $N$ axes). We denote by $\mathbf{P}_2$ the convex ...
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Basic result in semi-infinite linear programming
Consider a standard linear program of the form $$\textrm{minimize}_x~~~~ c^Tx~~~~ s.t. \\ Ax = b \\ x \geq 0$$ with $x\in \mathbb{R}^n$ and $A \in \mathbb{R}^{m \times n}$. It is well known that, if ...
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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 ...
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Simplified knapsack problem
There is a problem that I can not solve.
Given a set of items (each item has some integer weight) we have to fill bag with some number of copies of these items, with the only restriction that the ...
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Symmetry of the integer gap
Are there results that bound the asymmetry of the duality gap of an integer program? That is to say, if the difference between the LP solution and the IP (primal) solution is $a$, is there a function ...
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Reference: Packing under translation is in NP
I am looking for a reference for a result that I am aware of.
Let me describe the result.
Given a polygon $C$ and polygons $p_1,\ldots,p_n$, it can be decided in NP
time, if $p_1,\ldots,p_n$ can be ...
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Minimum number of rectangles in a polygon
Given a polygon and dimension $d$, find a minimum partition of rectangles that has either of its dimensions equal to $d$.
Example:
Consider the following diagram:
I want to cover maximum shaded ...
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How to implement linear constraints that include several absolute values
Dear all,
I am trying to implement a linear constraint that includes several absolute values in the form: Abs(A) + Abs(B) + Abs(C) + Abs(D) + ... = 1
Since the minimization problem includes quite a ...
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How to find which subset of bitfields xor to another bitfield?
I have a somewhat coding-oriented problem. I have a bunch of bitfields and would like to calculate what subset of them to xor together to achieve a certain other bitfield, or if there isn't a way to ...
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Existence of Nonnegative Solutions of Linear Systems of Equations and Inequalities with particular constraints
Suppose we have an $n \times m$ nonnegative matrix $A$, where each row sums to $1$. I wonder whether there exists an $m \times n$ nonnegative matrix $X$ that satisfies the following constraints:
...
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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 ...
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Equivalent method for maximum likelihood estimation of covariance parameters
My goal is to estimate the parameters of a covariance matrix $\Omega$, by maximizing the following log-likelihood function:
$$\log L(\vec\tau, \rho, \sigma \mid W, X) = -m\ln(\left | \Omega \right |) ...
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$\ell^1$-norm minimization duality
I am looking for an explicit description and discussion of the dual of the $\ell^1$-norm minimization problem $\lVert A x\rVert_1\to\min$, where $A$ is a matrix, and $x$ belongs to the $n$-simplex $\...
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Using Linear Programming as an iterative procedure
Suppose, we have a linear program and an optimal solution to it. Suppose now, we get a new constraint. We want to obtain an optimal solution to the given linear program extended by that new constraint....
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Maximizing supermodular functions
I have a real supermodular objective function which I want to maximize with constraint. The constraint is on the size, like |A|=k .
I am wondering if anyone can give me more information about a ...
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Is it possible to use linear programming to solve this problem?
I am trying to write software to minimize pricing for cell phone subscription services, ie: choose the optimum plan for each customer in a large group.
Could someone comment on whether this is ...
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Detection of Redundant Constraints
Suppose I pose the following query to a constraint logic programming
system:
?- Y <= 6 - X, Y <= (- 4) + 4 * X, Y <= 4 + X / 3.
Are there systems that would recognize the last inequality as
...
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Existence of nonnegative solutions to an underdetermined system of linear equations
Similar questions have been asked elsewhere, but I think this is sufficiently different to warrant a new post. I have a particular matrix $A$ and would like to know when the system $Ax = 0$ has at ...
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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.