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0
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2answers
617 views

Efficient algorithm finding 'a' solution of system of linear inequalities

I'm working on rational number field $\mathbb{Q}$. Is there an efficient algorithm finding a solution of system of linear inequalities? In many computer algebra systems like Sage or Maple, there ...
1
vote
2answers
128 views

complexity of finding optimal matchings of given fixed size

It is known, that maximal matchings (i.e. matchings with the maximal number of edges) and optimal matchings (i.e. matchings for which the sum of edge weights is optimal) can be calculated in ...
1
vote
0answers
702 views

Robust optimization in matlab using fmincon [closed]

I am trying to implement the following optimization (from this paper) in Matlab using fmincon: $\min_\omega\omega'\Sigma\omega$ subject to $\min_Ur_p \geq r_0$ where $\Sigma$ is a positive definite ...
0
votes
1answer
504 views

Find edge weights that fit given node weights

Let $G = (V,E)$ be a connected simple graph (unweighted, undirected, no selfloops) on $n$ nodes. Let $\mathbf{d} := (d_1, d_2, ..., d_n) \in \mathbb{R}_{>0}^n$ be a vector of arbitrary given node ...
1
vote
1answer
986 views

Schur complement and negative definite matrices

Hello, My question regards to the Schur complement lemma. Consider the matrix $M=\left( \begin{array}{cc} A & B\\\ B^T & C \end{array}\right) $. According to the lemma $M\geq0$ iff $C>0$ ...
10
votes
2answers
822 views

Is the tensor product of polyhedra a polyhedron?

Conventions: A polytope in a finite-dimensional $\mathbb R$-vector space $V$ is defined to be a convex hull of finitely many points in $V$. A polyhedron in a finite-dimensional $\mathbb R$-vector ...
1
vote
0answers
102 views

Matrix Minimax problem

I have the equation $\Sigma_k(M_k{p_k})V=EV$, where the $M_k$ are n*n real Hermitian matrices, $V$ is a n*n eigenvector matrix, $E$ a dim-n energy eigenvector and the $p_k$ scalar parameters. The ...
3
votes
1answer
232 views

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 ...
0
votes
1answer
728 views

Finding linearly independent columns of a large sparse rectangular matrix

I have a problem that necessitates solving a large non-negative least-squares problem. My matrix A is large, sparse, highly rectangular (num rows >> num cols) and nearly binary. However, A is not ...
3
votes
2answers
379 views

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 ...
5
votes
2answers
315 views

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 ...
1
vote
2answers
532 views

Nonstandard Hessian approximations in Gauss-Newton

The Gauss-Newton algorithm optimizes functions $$ E(x) = \sum f(x)^2 $$ by approximating f as (locally) linear, in which case the Hessian of $E$ is approximated as $$ H = 2 \sum {J_f}^T J_f $$ Now ...
1
vote
2answers
161 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
1answer
87 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
0answers
93 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
1answer
290 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
1answer
3k 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
0answers
180 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
0answers
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
1answer
107 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
2answers
604 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
2answers
472 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
2answers
112 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
0answers
201 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
1answer
280 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
1answer
137 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
1answer
235 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
1answer
1k 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
2answers
190 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
2answers
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
2answers
290 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
3answers
741 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
0answers
161 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
0answers
250 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
1answer
267 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
1answer
275 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
1answer
128 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
1answer
403 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
1answer
178 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
1answer
193 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, ...
2
votes
2answers
474 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
1answer
226 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
1answer
107 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
2answers
737 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 ...
7
votes
2answers
1k 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
0answers
869 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 ...
3
votes
0answers
186 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
1answer
276 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
2answers
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
1answer
986 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 ...