The tag has no usage guidance.

learn more… | top users | synonyms (1)

2
votes
0answers
265 views

Recovering a piecewise affine function

Lets say I have an piecewise affine convex function $f(x_1,x_2)$, on which the following operations are possible: Computing $f(x_1,x_2)$. Computing a subgradient to $f$ at $(x_1,x_2)$ Computing all ...
2
votes
2answers
477 views

Sorting a binary matrix diagonal in polynomial time while preserving rows

Is there a polynomial time solution to sort an arbitrary binary square matrix in polynomial time by rows so that the diagonal contains a 1 if any row contains a 1 in that column? For example given ...
0
votes
1answer
874 views

For Ax = b, x and b unknown vectors, how do I solve the x that maximizes min(b_i)?

Given a matrix $A$, each element $A_{i,j} \geq 0$, find the vector $\vec x$ that maximizes the minimum element in $\vec b$ ($\vec b = A \vec x$). Note that this is not a linear equation system as I ...
2
votes
2answers
920 views

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 ...
4
votes
1answer
234 views

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 ...
4
votes
2answers
1k views

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 ...
1
vote
3answers
2k views

How to solve Linear Programming problem with tighter Integer Programming constraints

I want to learn a bit about Linear Programming. After some research, I decided to solve the Cutting Stock problem as an example to learn. After doing some more research, I feel like I finally ...
4
votes
1answer
3k views

Proving that a binary matrix is totally unimodular

I'm working on a set of problems for which I can formulate binary integer programs. When I solve the linear relaxations of these problems, I always get integer solutions. I would like to prove that ...
7
votes
3answers
3k views

Solving a system of linear inequalities — what is the dimension of the solution set?

It is well known how to solve a system of linear equations $A{\bf x} = {\bf b}$, but how do we solve a system of linear inequalities $A{\bf x} \leq {\bf b}$? For the applications I have in mind the ...
4
votes
2answers
3k views

Existence/Uniqueness of Nonnegative Solutions of Linear Systems of Equations

Suppose we have an $m$x$n$ matrix $A$, with $m\lt n$, and an $m$x$1$ vector $b$. Are there existence and uniqueness conditions characterizing nonnegative solutions of the system of linear equations ...
1
vote
1answer
469 views

When is a triangular matrix totally unimodular?

I have an {0,1}, invertible, triangular matrix, that I would like to show to be totally unimodular. Are there any known results on the total unimodularity of classes of triangular matrices?
5
votes
1answer
247 views

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?
1
vote
0answers
3k views

A system of linear equations with linear constraints

Mathematical problem. Suppose we have $2n$ indeterminates $x_1,\dots,x_n$ and $y_1,\dots,y_n$ (which are denoted by $q$ with indices and called abundances below) and $m$ subsets $P_1,\dots,P_m$ of ...
2
votes
0answers
536 views

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 ...
2
votes
3answers
499 views

A simple infinite dimensional optimization problem

I'd be grateful for a reference for the following result, which I believe to be true, and should be well-known. Let the continuous functions $f_0,f_1,\cdots,f_n: [0,1]\rightarrow [0,\infty)$ be ...
23
votes
5answers
4k views

How to find a closest integer point to intersection of two lines?

Hello. Here's a question that originates from StackOverflow (and the SO crowd isn't really qualified to solve it). We're given two lines on the plane, each of them has at least two integer points ...
1
vote
0answers
1k views

Covariance matrix formula interpretation - what am I missing?

I'm reading a paper that outlines the calculation of a covariance matrix like the following: $C=\displaystyle\sum^{N_b}_{i=1}\vec{x}_i\vec{x}_i^T$ What is the order of this matrix? My interpretation ...
1
vote
4answers
2k views

Linear programming piecewise linear objective

I am fairly new at linear programming/optimization and am currently working on implementing a linear program that is stated like this: max $\sum_{i=1}^{k}{p(\vec \alpha \cdot \vec c_i)}$ $s.t. $ ...
10
votes
1answer
1k views

Sum of difference moduli vs. sum of modulus differences

This is a failed attempt of mine at creating a contest problem; the failure is in the fact that I wasn't able to solve it myself. Let $x_1$, $x_2$, ..., $x_n$ be $n$ reals. For any integer $k$, ...
11
votes
3answers
686 views

Deciding membership in a convex hull

Problem: Given points $u,v_1,\dots,v_n\in\mathbb{R}^m$, decide if $u$ is contained in the convex hull of $v_1,\dots,v_n.$ This can be done efficiently by linear programming (time polynomial in ...