The linear-programming tag has no wiki summary.

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votes

**1**answer

98 views

### 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 ...

**7**

votes

**1**answer

158 views

### A polytope with a bound on the sum of any $k$ variables

Let $2\le k\le n-1$ and define the polytope
$$P_k(n) = \lbrace (x_1,\ldots,x_n) \in \mathbb{R}^n :
-1\le x_{i_1}+\cdots +x_{i_k} \le 1 \text{ for all } 1\le i_1\lt\cdots\lt i_k\le n\rbrace.$$
There ...

**1**

vote

**1**answer

50 views

### An optimization problem in complex space

Consider the following optimization problem
$$
\min \| \textbf{Ax-B}\|
$$
$$
s.t.|x_i|=1,i=1,...,n
$$
where $\textbf{x}\in \mathbb{C}^{n}$ is the optimization varaible, $x_i$ is the $i$-th ...

**1**

vote

**1**answer

91 views

### Speed up Linear programming

I have a linear programming problem like this:
minimize $c^t X$
under the constraint that $AX \ge b$.
I will need to solve this linear programming problem online many times. I need it to be as fast ...

**2**

votes

**1**answer

190 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
...

**0**

votes

**1**answer

477 views

### eigen-decomposition solution? is it unique?

Assume an N*N covariance matrix (Q) which is a positive definite matrix. The decoder X is assumed to be N*s, where s<=N. X is calculated to be s eigenvectors corresponding to s minimum eigenvalues. ...

**2**

votes

**1**answer

98 views

### optimization of inverse matrix with constraint on matrix elements

everyone! I have this optimization problem with constraint.
D and T are symmetric matrice, where T is known and D is the unknown parameter.
x and v are two known p-dimensional vectors.
The objective ...

**2**

votes

**1**answer

86 views

### Standard names and methods for this type of fitting minimization

In material science research, we have come across the following type of problem.
Given a m by n matrix A, a m vector b, and error tolerance $\varepsilon$, we want to do this minimization
$$\eqalign{
...

**2**

votes

**1**answer

121 views

### books on very large scale linear optimization

Recently in my material science research, I have encountered problems of very large scale linear optimization. I read the introductory book "Introduction to Linear Optimization (Athena Scientific ...

**7**

votes

**2**answers

187 views

### Are sums of 0-1 Pareto efficient vectors Pareto efficient?

Does there exist $m,n\ge1$, an $m \times n$ matrix $A$, and a vector $x \in \mathbb{R}^n$ such that:
The entries of $A$ are $\in \{0, 1\}$.
For all pairs of columns $u, v$ of $A$ the entries of $u - ...

**-1**

votes

**2**answers

85 views

### Inner Product of Given Sum Positive Sequence

Let $$A = \Big\{(a_1,a_2,\dots)\ \Big|\ a_i\ge 0, \sum_{i=1}^\infty a_i=1\Big\},$$ $$v(x)=\sup\left(\bigg\{\sum_{i=1}^\infty a_ib_i\ \bigg|\ (a_i)_{i=1}^\infty,\, (b_i)_{i=1}^\infty \in ...

**11**

votes

**3**answers

635 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 ...

**1**

vote

**1**answer

49 views

### Heuristic for choosing n-vectors from n-sets

my given problem is:
choose n-vectors from n-sets (one vector from each set) so that the biggest element in the sum of the chosen vectors is minimal. Unfortunately the problem is NP-hard. So I'm ...

**0**

votes

**1**answer

77 views

### Convert linear programming problem into its standard form [closed]

all,
I met a question that, the cost function of the linear programming problem is a function with absolute value. Here is the problem:
min 3x1+|6x2+3|
st.
|x1+4|+|2x2|<=3
How can I deal with ...

**1**

vote

**2**answers

121 views

### investigating positivity/negativity of a function [closed]

I'm investigating if and how the positivity or negativity of a multivariable function can be proved. Consider $y_{1},y_{2},y_{3}\in\mathbb{R}$ and the following function
...

**0**

votes

**1**answer

102 views

### Linear programming with exponentially many constraints and variables [closed]

From class, I learnt that problems like traveller salesman have a Linear programming representation with exponentially many constraints. Using method of separation, this problem is solved rather ...

**1**

vote

**1**answer

59 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 E1,E2...,Ek such that, for 1<=i<=k, no two edges in Ei share a common ...

**3**

votes

**2**answers

3k views

### Linear program to maximize the minimum absolute value of linear functions ?

I'd like to compute
$\max_{x,t} t$ such that $\forall i$, $t < a_i + |x - b_i|$.
where $a_i,\ldots, a_n$ and $b_1,\ldots,b_n$ are fixed and $x \in [0,1]$.
Can this be solved with a linear ...

**0**

votes

**1**answer

46 views

### Generalized assignment problem with no integrality gap

Suppose I am solving the generalized assignment problem, so that I
am given matrices $U$ and $W$ and a vector $c$ (all three of which
have, say, positive entries), and I want to solve
...

**2**

votes

**1**answer

129 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 ...

**0**

votes

**0**answers

26 views

### Find relationships between events

I have a set of Events $(E_i)_i$ which have a probability $(P_i)_i$.
I am able to write each event as a sum of distinct events that form a partition of the space.
My goal is to find all the ...

**2**

votes

**1**answer

73 views

### Find base of kernel with as many 0 as possible

I have a 400x132 rectangular matrix with only 0 and 1.
I am looking for the linear combinations of the columns of the matrix that sum to 0.
For example C1 + C2 - C3 = 0.
I want to find the linear ...

**2**

votes

**2**answers

108 views

### Boundedness of ratio of linear functions

Consider the function
\begin{eqnarray}
f(x_1,x_2,\cdots, x_n) = \frac{\sum_{i}^{n}a_ix_i}{\sum_{i}^{n}b_ix_i},
\end{eqnarray}
over the set $S = \{x := (x_1,x_2,\cdots, x_n):-1 \leq x_i \leq 1,\; ...

**0**

votes

**0**answers

64 views

### polynomial 0,1 integer programming

IS there a mathematical optimization branch that explicitly tries to optimize this (type) problem?
$$\eqalign{
& \min \cr
& \sum\limits_{i = 1}^N {(J*s[i] + {J_1}*s[i]*s[i + 1] + ...

**0**

votes

**1**answer

78 views

### Solution of infinite dimension linear system

Suppose that ${a_n}$ and $b_n$ is decreasing sequence such that $a_0=A$, $lim_{n->\infty}a_n=0$ and $b_0=B$, $lim_{n->\infty}b_n=0$.
For fix n,
we can construct n dimension linear equation ...

**1**

vote

**1**answer

103 views

### a closed form lower bound solution for linear programming

Given a linear objective function and a system of linear constraints, is there any known closed form lower bounds for it?
to clearly express the problem assume that
$$
z(\mathbf{a,B,c})=\mathop {\inf} ...

**2**

votes

**1**answer

147 views

### Optimization problem whose cardinality never exceeds 7 for some reason

I am working on a problem in which I have a collection of $n$ points, $x_1,\dots,x_n$, in the plane, as well as a positive definite matrix $\Sigma$ and another point $\mu$ in the plane. I am trying ...

**4**

votes

**1**answer

837 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 ...

**2**

votes

**2**answers

239 views

### 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.

**1**

vote

**0**answers

122 views

### Reduce a Combinatorial problem

It is given n sets with k vectors. (k is element-wise positive or zero)
Choose one vector of each set so that the biggest element of the sum of the chosen vectors is minimal.
What i also know but is ...

**0**

votes

**2**answers

92 views

### Approximate solution to large mixed integer programming problem

What are the available approaches to find an approximate solution to a large mixed integer programming problem?
I ran my problem in the Gurobi MIP solver.
It can find a feasible solution in ...

**0**

votes

**1**answer

174 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 ...

**1**

vote

**2**answers

449 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 ...

**0**

votes

**1**answer

35 views

### Large scale least squares of non symmetric and non square problems

Given a system like $b=Ax$ with an non symmetric and non square $A$ I would like to solve it having many elements in $x$ (lets say $10^7$).
There is a large amount of algorithms for symmetric ...

**1**

vote

**1**answer

135 views

### Calculate the discrete set of points B which are in the convex hull of the set of points A

This problem is likely best described with the following picture:
Given the discrete set of points $A$ (shown in blue), I wish to calculate the discrete set of points that are contained within the ...

**2**

votes

**2**answers

103 views

### sensitivity analysis in conic optimization

I have a conic optimization of the form:
$\min_x \langle c, x \rangle$, s.t. $Ax = b$, $x \in K$.
Where $x \in \mathbb{R}^{n}$, $A$ is an $m \times n$ matrix, $b \in \mathbb{R}^m$, $K$ is a self ...

**2**

votes

**0**answers

62 views

### Algorithms to find the solutions of a homogenous matrix equations for non-commutative rings

In one paper from 1980 I found a note that there are no known algorithms for solving
homogenous matrix equations $x \cdot M = 0$ for matrices which elements belong to a non-commutative ring.
(The ...

**1**

vote

**2**answers

51 views

### Linear Programm with matrix [closed]

Is there a name for problems like this
min norm(Cx)
Ax = b
where C is a matrix and norm is the maximum norm.
This is kind of like a linear Programm. Could this be rewritten as linear programm? Or Any ...

**0**

votes

**0**answers

74 views

### Inverse problem with a rank-1 update

I hope you can help me out with this. I have to find the solution x to an inverse system
$$
x=A^{-1}b
$$
This inverse problem is basically a least square problem with a rank-1 update.
$$
...

**3**

votes

**1**answer

118 views

### 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 ...

**2**

votes

**4**answers

366 views

### Efficient algorithm for finding the minima of a piecewise linear function

Consider real numbers $a_i$ and $b_i$ for $i=1\dots n$ and define a function by
$f(x) = \max_i ( a_i + b_i x )$
We desire to find $\min_x f(x)$. Obviously this occurs at an intersection of two ...

**1**

vote

**0**answers

57 views

### integrality of a linear program — binary equality constaints

Consider the following linear program:
$\left\{
\begin{array}{l}
\underset{x}{max} \;\;c^Tx\\
[I, \;B]x = \mathbf{1}\\
x\geq 0
\end{array}
\right.$
where $c$ is a vector ...

**22**

votes

**2**answers

842 views

### An Interesting Optimization Problem

You are given n non-negative integers $a_1, a_2 ,, a_n$. In a single operation, you take any two integers out of these integers and replace them with a new integer having value equal to difference ...

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**0**answers

48 views

### Maximize minimum optimization using linear integer programming [closed]

I am trying to solve a maximize minimum optimization. I have four different items that each of them has 10 values of Rates and for each value it has a corresponding weight. Then I have a free table ...

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votes

**2**answers

163 views

### 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 ...

**4**

votes

**2**answers

130 views

### 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 ...

**2**

votes

**1**answer

58 views

### Integer point in a non-empty polytope

I have a high-dimensional, non-empty polytope $Ax\geq b$ sitting inside the cube ($0\leq x_i \leq 1$). Is there any general theory or technique to show that this polytope contains an integer point, ...

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vote

**0**answers

62 views

### Are there any known bounds on the value of solutions of linear integer programming?

Given a linear objective function and a system of linear constraints; are there any known bounds on the values of (positive) integral solutions in terms of the coefficient matrix of the constraints?
...

**0**

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**0**answers

47 views

### Multi-objective set-cover optimisation problem

I'm looking for an algorithm to solve the following multi-objective set-cover problem.
We start with a 'universe' (set) of items $\mathcal{U}$, along with a partitioning $P = \{p_0,\ldots,p_m\}$ ...

**1**

vote

**2**answers

384 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 ...