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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LP or IP necessary? Network Flow Problem with no cycle-condition (unimodularity?) [on hold]

I need your help with a optimization problem. Recap: Normal mincost flow networks optimization problems have a constraint matrix which is total unimodular. This is a nice feature since a linear ...
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2answers
502 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 ...
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1answer
459 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 ...
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6answers
5k views

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

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, specified by equations ($a x + b y = c$) whose ...
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36 views

Separation on discrete set

Consider the set $L = \prod_{i=1}^n\{1,0\}$, i.e. L consists of the element of n-tuples whose entries are 0 or 1. Also we can regard $L$ as a subset of $R^n$. Define linear functions $f(x)= a_1x_1+ ...
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14 views

Finding orthogonal basis with constraint

Is there any fast algorithm that output an orthogonal basis $e_i,i\leq n$ of $R^n$ with $e_i\in V_i$? Where $V_i,i\leq n$ are given linear subspaces of $R^n$. And is there any condition on $V_i,i\leq ...
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0answers
35 views

Existence of probability distribution satisfying upper/lower bounds on events

Suppose we have a finite sample space $S$ and some events $A_1, \dots, A_k \subseteq S$. We would like to put a probability distribution on $S$ so that no element has probability greater than a ...
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2answers
396 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 ...
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0answers
65 views

Existence of Nonnegative Solutions of Linear Systems of Equations and Inequalities with particular constraints

Suppose we have an n by m nonnegative matrix A, where each row sums to 1. I wonder whether there exists an m by n nonnegative matrix X that satisfies the following constraints: each row of X sums to ...
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1answer
60 views

Minimum cover for sets in which each element appears in exactly 2 sets?

Is there an algorithm for finding minimal covers of a set of sets in which each element of the universe appears in exactly 2 sets? I realize that LP relaxation approximates this to within a factor of ...
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642 views

Infinite Linear Programming

I'm trying to prove optimality for a continuous linear program. That is, I have a linear program with an uncountable number of variables and constraints. I'm not sure how to demonstrate feasibility ...
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1answer
44 views

Perturbation of Linear Programs

Consider the linear program, \begin{align} & \max c^Tx \\ & \mbox{such that }Ax \leq b \\ & \mbox{ and } x \geq 0 \end{align} I want to study the sensitivity of the optimal $x^*$ ...
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60 views

Optimization with vectors

I am trying to solve the following optimization problem as a small part of a research project, and I do not know if there exists closed form solutions. My linear algebra is very rusty and I am looking ...
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1answer
192 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 ...
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47 views

About identifying a few diagrams

Please have a look at these beautiful seminar slides, https://math.berkeley.edu/~bernd/coimbra1.pdf Can someone kindly identify the algebraic description of the spectrahedron that is drawn on slide ...
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132 views

Closed-form solution of a linear programming question

Among all the probability matrices \begin{equation*} P = \left(\begin{array}{cccc} p_{00} & p_{01} & \ldots & p_{0,J-1} \\ p_{10} & p_{11} & \ldots & p_{1,J-1} \\ \vdots & ...
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1answer
113 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 ...
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1answer
109 views

Convert general optimization problem to LP problem

I am trying to convert the following problem into a linear programming problem: There are $M\times N$ matrix $T$ of real numbers between 0 and 1 and $N\times 1$ vector $w$ of real numbers between 0 ...
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1answer
100 views

Is the linear production game a convex game?

In cooperative game theory, the linear production game (LPG) is defined by letting the characteristic function have the form of a linear programming problem. Does anyone know if the LPG is a convex ...
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28 views

Maximisation of a discrete linear function

I am trying to maximise the function $$ Q=\sum_i{\alpha _{i}x_{i}} $$ subject to the constraint $$ W<=\sum_i{\alpha _{i}w_{i}x_{i}} $$ By changing $\alpha _{i}$ subject to $ 0<=\alpha ...
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26 views

Equivalence between multiclass SVMs, power diagrams, and constrained $k$-means

Apologies in advance for the long post: Suppose we have a collection of points $\mathbf{p}_1,\dots,\mathbf{p}_n$ in $\mathbb{R}^d$, and we consider the following three ways of partitioning these ...
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Circumference of Convex Shapes

Here is a puzzle I found in Mitteilungen der DMV (roughly, "Letters of the German Society of Mathematicians"), issue 19/2011. It was posed by Alfred Schreiber in "Wie man Hasen fangt" (How to catch ...
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1answer
63 views

Efficiently Generating the Convex Hulls of Two Polytopes and Counting Faces

Suppose you have two polytopes $P_1, P_2 \in \Bbb{R}^n$ given by $$ P_1 = \lbrace x: A_1 x \le b_1\rbrace$$ $$ P_2 = \lbrace x: A_2 x \le b_2\rbrace $$ I wish to find their convex hull, that is a ...
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31 views

Linear Program for Single Source Shortest Paths Tree

This question originates in quick, however wrong, idea to calculate a shortest paths tree in the presence of negative cycles. The essential motivation was that a linear program would determine binary ...
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111 views

Formulating shortest path as submodular minimization

I'm curious about the general question of whether any combinatorial optimization problem with polynomial time solution can necessarily be reformulated as minimizing a submodular function. The answer ...
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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 ...
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19 views

Is there a standard technique for overdetermined homogeneous integer programming?

Given $M\in\Bbb Z^{n\times n}$ of $\mathsf{rank}(M)=r\leq n$ consider $MX=\mathsf0_n$ where $X\in\Bbb Z^{n\times 1}$ holds. We also have a $\mathsf{rank}(N)=m\leq n$ matrix $N\in\Bbb R^{m\times n}$ ...
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1answer
117 views

Algorithm that solves every Mixed Integer Linear Program (to optimality)?

Given a Mixed Integer Linear Program with rational coefficients (both for the objective functions and all constraints), is it always possible to solve it algorithmically? I know that you usually ...
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0answers
32 views

Pcross-like, nonogram-like in near-linear time [closed]

I have a problem with a puzzle game like pcross in which I have a nxn square: At any index of rows and columns I have an integer that say the maximum numbers of points that I can place in that ...
4
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1answer
152 views

Constrained optimization (QCLP) over $x$ with the constraint $x = Az$

I have a problem that looks very much like a (norm-constrained) linear program, but with an extra constraint that is unusual for me. The problem is, given a matrix $A$ and a vector $w$, $$ \min_{x ...
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1answer
85 views

Complexity of Deciding Feasibility of a system of linear inequalities over restricted variables

I am working out an interesting problem and would like some help with this particular sub problem: Suppose we have a matrix $ M =\left\lbrace a_{ij}\right\rbrace $ of size $n\times m$ where $ ...
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1answer
53 views

When to use non-negative-least square and least-square [closed]

What are the typical case we need to use Non-negative least squares NNLS $$ ||Ax - B||^2 $$ instead of least-square $$ Ax-B$$ (or vice versa)? And is there any drawback in applying them on large ...
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1answer
86 views

Better alternative to solve quadratic programming for large matrices

I have the following problem. Let's say we have $x_{jk}$ it is an expression value of gene $j$ in a sample $k$. It is the average of expression levels across the cell types $s_{ij}$, weighted by ...
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66 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, ...
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2answers
274 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 $E_1, E_2, \dots, E_k$ such that, for $1 \leq i \leq k$, no two edges in ...
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70 views

Is there a space in which the $\vec a$ in $\sin(a_1\cdot x)+\sin(a_2\cdot x)$ is linear?

Suppose one has equations of the form $\sin(a_1\cdot x_i)+\sin(a_2\cdot x_i)=y_i$ for $i = 1, \dots, n$ (there are also amplitudes and phase shifts, but let's ignore these for now). I want to solve ...
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0answers
113 views

Testing if a point is inside a convex polytope formed by halfspaces in n-dimension

Assume we have a convex polytope that is formed by the intersection of $k$-halfspaces in $\mathbb{R}^{n}$. $$ a_{0,0}x^{n-1} + {a}_{0,1}x^{n-2} + ... a_{0,n-1} \leq 0 $$ $$ a_{1,0}x^{n-1} + ...
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1answer
59 views

Introducton books for ‎$\frak{E}_p(I)$

Are there any good books different from abstract harmonic analysis by hewitt to study ‎$\frak{E}_p(I)$. where ‎$\frak{E}_p(I)$ is: ‎Let $I$ be an arbitrary index set‎. ‎For each $i\in I$ let $H_i$ ...
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0answers
47 views

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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1answer
71 views

approximate diameter of polytopes in high dimensions

I just came across the following problem: Let us consider the unit corner of the n-cube $$ \Delta^n = \left\{(t_1,\cdots,t_n)\in\mathbb{R}^n\mid\sum_{i = 1}^{n}{t_i} \leq 1 \mbox{ and } t_i \ge 0 ...
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0answers
82 views

Listing all Lattice Points in a Box

Let $B := [-1,1]^n$ be an $n$-dimensional box. Moreover, let $v_1,\ldots,v_n \in \mathbb{R}^n$ form a basis of $\mathbb{R}^n$, where the entries of the $v_i$ are explicitly irrational. We can assume ...
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2answers
123 views

Has anyone developed a technique to generate a polytope given (possibly redundant) inequality constraints? [closed]

I've found a few papers that deal with removing redundant inequality constraints for linear programs, but I'm just trying to find the vertices for a feasible region, given a set of inequality ...
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67 views

Finding all feasible solutions

Let $u$ be a $n_{max} \times m$ matrix. Let $z$ be a $n_{max} \times s_{max} \times n_{max}$ cube. Let $w$ be a $n_{max} \times 1$ vector. All the three matrices can have values from the set $\{ 0, ...
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59 views

Finding optimal linear transformation for intersection of convex polytopes

I previously posted this on MathSE and am now trying here. I have the following situation, as shown in the following diagram: $W=\{w_i\}_{i=1..|W|}$ is a set of vertices (show in diagram in ...
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51 views

The column generation technique on a Train Unit Assignment Problem [Linear Programming]

I am doing an assignment where I need to implement a mathematical model that I can't wrap my head around. For the technique of column generation, one would need to my understanding, a master problem ...
3
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1answer
330 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 ...
3
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1answer
368 views

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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1answer
115 views

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 ...
4
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1answer
126 views

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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47 views

Finding a movement taking out of a convex set

There is a convex set $S$ as the hull of M points in an D-dimensional Euclidean space and a point $\vec P$ in the set. Then, there is a set of vectors $\vec W$ taking the form $\vec W=\sum_{i=1}^N ...