The linear-programming tag has no wiki summary.

**1**

vote

**2**answers

149 views

### Levenberg-Marquadt near the minima for non-zero-residual problems

I'm using the LM algorithm to do gradient descent in a model fitting context. I'm minimizing:
$$
c(x) = \sum ( f_i(x) - y_i )^2
$$
I'm noticing that after a few steps when I'm close to the minima, I ...

**0**

votes

**1**answer

69 views

### Is it possible to represent non-linear ranking type constraints as equivalent linear constraints?

I have formulated a linear program with binary indicator variables $z_i(a)$ which is equal to $1$ if the $i^{th}$ document is of rank $a$ and $0$ otherwise.
The other variables in the linear ...

**0**

votes

**0**answers

91 views

### Gauss-Newton for quotient functions

I'm optimizing a function of the form
$$
\sum \frac{ \|\mathbf{f_i}(x)\|^2 }{ g_i(x)^2 + h_i(x)^2 }
$$
where $x$ is a real vector, $\mathbf{f}(x)$ is a real vector, and $g(x)$ is a scalar. My first ...

**1**

vote

**1**answer

257 views

### Results for minimizing the norm w.r.t a unitary matrix

Suppose $x \in \mathbb{R}^n$, $B,U \in \mathbb{R}^n\times\mathbb{R}^n$ and $U$ a unitary matrix. Define $g_{U}(x) = || BUx||$ where $||.||$ is some norm or norm-ish function on $\mathbb{R}^n$ (not ...

**-1**

votes

**1**answer

2k views

### If then condition on mixed linear integer programming [closed]

Hi all. Let $a$ and $b$ be two real variables such that $0 \le a \le a_{max}$ and $0 \le b \le b_{max}$. I must write the following if-then-else condition with linear inequalities:
if $a < ...

**0**

votes

**0**answers

179 views

### A linear program related question

Dear all, recently, I encountered the following problem. It is closely related to the order of growth for UMD constants of all $n$-dimensional Banach lattice.
Let $\alpha^k \in (\alpha_1^k, ...

**0**

votes

**0**answers

71 views

### Computing maximum point for minimal function of a family of linear functions

Let $x \in S^n $ where $S^n = ${$ [x_1,x_2,...,x_{n+1}]\in \mathbb{R}^{n+1} \mid x \ge 0 , \sum x_i = 1 $} and let $f_i : I^n \to \mathbb{R}$ be a finite $m$-sized family of LINEAR functions such ...

**0**

votes

**1**answer

105 views

### Cascading minimization problems

Hi all. Suppose I have a linear programming problem on the vector variable $x$ that has many solutions and let $U$ be the set of these solutions. Suppose I have a second LP problem on $y \in U$. ...

**0**

votes

**2**answers

535 views

### linear programming with OR restrictions

Hi all. I have a linear program with the restriction that every variable can be zero or greater than or equal to a positive constant. That is:
minimize: $w^Tx$
subject to: $Ax=b$, $Cx \le d$ and for ...

**0**

votes

**2**answers

460 views

### Find both maximum and minimum values in linear programming problem

Hi all. I have a linear programming problem where I need to find both maximum and minimum values of the objective function. The optimal points are not relevant.
Is there an efficient way to do so?

**1**

vote

**2**answers

108 views

### LP/QP with not-so-constant linear constaints

I have an otherwise standard LP or PSD QP problem as below:
$\min\limits_x {c}' x$ subject to $Ax\leq b$
or
$\min\limits_x \frac{1}{2}{x}' Qx + {c}' x$ subject to $Ax\leq b$
the only exception ...

**0**

votes

**0**answers

186 views

### LP relaxation for ILP\IP (integer linear programming)

I am familiar with LP relaxation for ILP (or IP). Assume we concern with integer minimization problem, which we formalize using ILP; we then relax the ILP into LP and we say that the LP provides a ...

**1**

vote

**1**answer

269 views

### Solving a system of linear inequalities

Consider the following system of inequalities:
$Ax=b$;
$x\geq 0$;
A is a $m\times n$ (non-square) and sparse matrix in which some part of entries are rational. How this system can be solved without ...

**0**

votes

**1**answer

130 views

### SDP Algorithms/ maximally complementary solutions

Hello,
I was wondering if there are algorithms for (linear) Semidefinite Programs (SDP) out there, that converge towards a maximally complementary solution, even if strict complementary does not hold.
...

**0**

votes

**1**answer

187 views

### $\ell_o$ Minimization (Minimizing the support of a vector)

I have been looking into the problem
$\min: \|x \|_0$ subject to$: Ax=b$. $\|x \|_0$ is not a linear function and can't be solved as a linear (or integer) program in its current form. Most of my time ...

**2**

votes

**1**answer

866 views

### sum of maxima vs the maximum of the sum

Consider the following integer program
$$
\begin{align}
\max &\sum\nolimits_{i}\sum\nolimits_{j} U_i(j)\cdot x_{i,j}\\
\text{subject to}& \sum_{i}x_{i,j}\cdot f\left(i,j\right)\leqslant ...

**1**

vote

**2**answers

189 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 ...

**2**

votes

**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}\| = ...

**1**

vote

**2**answers

272 views

### constructing a curve dividing two sets of points

Lets assume I have two sets of points, each characterized as being "A" or "B", respectively, that are in a Euclidean plane. Theoretically these two sets are samplings from a space that has ...

**2**

votes

**3**answers

635 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

**0**answers

154 views

### Consistency of a system of linear equations

I have a system of linear equations in form of $AX=b$ where $A_{m\times n}$, $X_{n\times 1}$ and $b_{m\times 1}$. Coefficient matrix $A$ is quite sparse. However, using a practical LP solver like ...

**1**

vote

**0**answers

242 views

### Totally Uni-modular Matrices

A matrix is totally uni-modular if the determinant of any (square) sub-matrix is {+1, 0, -1}. My question is, "Is there a way to transform(linear or non) a general matrix into a totally uni-modular ...

**3**

votes

**1**answer

263 views

### Grading a non-graded poset as squeezed as possible

Here is a curiosity question (motivated by the recent revamp of ranked-poset routines in Sage).
Let $P$ be a finite poset. We look for a family $\left(a_p\right)_{p\in P}$ of real numbers summing up ...

**10**

votes

**1**answer

263 views

### Network flows with capacities on pairs of edges

Take a standard network flow problem: a directed graph with nonnegative capacities on each edge, a source $s$, a sink $t$. We all know how to find the maximum flow from $s$ to $t$.
Now add edge-pair ...

**0**

votes

**1**answer

122 views

### Continuity of Lexicographic Minimum Solution of a parametrized LP problem

Given a parametrized LP problem
find x, that minimizes F*x
such that Ax <=Bt+D
where t is a parameter.
And suppose C(t) is a set of all optimal solutions of LP with parameter t.
Let x_L(t) be ...

**2**

votes

**1**answer

375 views

### Algorithm for satisfiability of inequalities.

I am looking for an algorithm for checking the satisfiability (with natural values) of a set of inequalities made of variables and natural numbers, for example: $u < v, u \leq z, 3 \leq v$.
In ...

**1**

vote

**1**answer

175 views

### Covering max flow arcs by arc disjoint paths

Let $(N,A,s,t,u)$ be a network with node set $N$, arc set $A$, source $s\in N$, sink $t\in N$ and capacity vector $u\in\{1,2,\ldots,T\}^A$, and let $x=(x_a)_{a\in A}$ be a maximum $(s,t)$-flow. Is it ...

**0**

votes

**1**answer

182 views

### Is the Simplex Method still polynomial when all inequalities are through the origin?

Hello,
I want to solve a linear program using the simplex method, and I know that all my inequalities will pass through the origin (therefore, either my initial solution of (0, ... , 0) is optimal, ...

**1**

vote

**2**answers

414 views

### Sherali-Adams relaxation

I am trying to find a book or a paper, which explains, how and why the Sherali-Adams relaxation method works. The original paper (1990) is difficult for me to understand. I need a more basic ...

**4**

votes

**1**answer

221 views

### Checking if one polytope is contained in another

Hi,
I have two sets of inequalities, say, $Ax \leq 0$ and $Bx \leq 0$. I would like to know if they both define the same polytope. Or, even, whether one is contained in the other.
At the moment I am ...

**2**

votes

**1**answer

106 views

### Design constraint systems over the reals

This question is inspired by the discussion at this problem.
Suppose I have a design consisting of a finite point set $U$ of size $|U|=m_{\emptyset}$ and a family of $n$ subsets (sometimes called ...

**2**

votes

**2**answers

639 views

### how to model a linear program with step-like cost function in the objective

I have a large linear program with the following details.
d1 to di are the variables, where di is an integer. The constraints are a series of inequalities of the form
d1 < d3 < d7 < d23 ...

**6**

votes

**2**answers

989 views

### How do you tell if a system of linear inequalities has a solution?

A naive solution would be to optimize a dummy variable via linear programming and see if a result is returned. I imagine there must be a more direct way.

**3**

votes

**0**answers

768 views

### 0,1 solution to system of linear integer equations.

I have the following problem:
$A x = b$
where $A, b$ - $m \times n$-maxtrix and $m$-vector of nonnegative intgers (respectivelly).
$x \in \{0,1\}^n $ - vector of binary variables, which need to be ...

**2**

votes

**0**answers

173 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 ...

**7**

votes

**1**answer

268 views

### Does the Hirsch conjecture hold for $n < 2d$?

The Hirsch conjecture asserts that the graph (i.e. $1$-skeleton) of a $d$-dimensional convex polytope with $n$ facets has diameter at most $n - d$.
After being open for decades, Francisco Santos has ...

**2**

votes

**2**answers

1k views

### Solving a system of equations/inequalities that have trigonometric functions on the left-hand side

Is there any known (symbolic) method that solves a system of equations/inequalities that have trigonometric functions on the left-hand side of the system?
Ex) Find $x,y,\theta \in \mathbb{R}$ that ...

**4**

votes

**1**answer

873 views

### Closest 3D rotation matrix in the Frobenius norm sense

Given a 3 by 3 matrix $M$ I would like to find the rotation matrix $R$ minimizing the Frobenius norm:
\begin{equation}
\|R-M\|_F
\end{equation}
Is there a closed form solution for $R$, or is it ...

**1**

vote

**1**answer

182 views

### Conditions for differentiability of minima and minimizers of linear functionals?

Let $B$ be a (real) Banach space and $C$ be a compact convex subset of $B$.
For every continuous linear functional $F$ on $B$, define
$V(F)=min_{c\epsilon C} F(c)$ and
$S(F)= { \lbrace c \epsilon C ...

**3**

votes

**1**answer

363 views

### 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 ...

**0**

votes

**1**answer

335 views

### Minimum distance between two data sets

Suppose we have two sets of data, $X$ and $Y$, each of which contains
$10$ positive numbers. Now let us order the data sets $X=\left\{ x_{1},\cdots,x_{10}\right\}$,
$x_{1}\ge\cdots\ge x_{10}>0$ and ...

**1**

vote

**0**answers

656 views

### How to solve simple bilinear equations under extra linear constraints

Hello,
This is the full version of a question I asked earlier. I am trying to understand whether finding a solution to the following bilinear system is computationally hard or easy:
$\lambda_i^T ...

**1**

vote

**1**answer

487 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), ...

**0**

votes

**0**answers

109 views

### sparsest cut always has solution

Hi!
How to prove that sparsest cut always has an optimal solution which is the cut for some vertex-subset.
Looks like it's should be a kind of fundamental theorem for sparsest cut. But I didn't ...

**1**

vote

**1**answer

220 views

### Approximate Set Cover Problem by Rounding

Here is the simple algorithm for approximating set cover problem using rounding:
Algorithm 14.1 (Set cover via LP-rounding)
Find an optimal solution to the LP-relaxation.
Pick all sets ...

**1**

vote

**1**answer

98 views

### Are there intuitive/classically algorithmic analogues to Semidefinite programs on networks?

Many network optimization algorithms, including shortest path, push-relabel, augmenting path, etc, actually have an interpretation in terms of linear programming.
A famous application of semidefinite ...

**1**

vote

**1**answer

380 views

### Need help to find an efficient algorithm for the following problem!

Consider $x$ an n-dimensional vector with $x_i$ is integer in the range $[0 \dots k], k\in N$.
Given $A_{n\times n}$ is the covariance matrix of $x$.
$u$ is a given n-dimensional vector of real ...

**0**

votes

**1**answer

232 views

### Lovasz theta function - uses

Lovasz theta function bounds the Shannon capacity of graphs. What are some other uses of the function - especially in asymptotic coding theory and optimization problems?

**3**

votes

**1**answer

268 views

### Partially optimal solutions in integer linear programming

Linear programs with a totally unimodular system matrix are known to have an optimal integer point. They are therefore solvable via relaxing the integer constraints to intervals.
An other interesting ...

**4**

votes

**2**answers

512 views

### 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 ...