Nonlinear objectives, nonlinear constraints, non-convex objective, non-convex feasible region.

**4**

votes

**2**answers

130 views

### Convexity of a (non-symmetric) function of matrices

Let $f : H_{n\times n} (\mathbb{C}) \rightarrow \mathbb{R}$ be the function on Hermitian, positive semidefinite matrices $f(A) = \frac{M_i (A)}{\det(A)}$ where $M_i(A)$ is the determinant of the the ...

**4**

votes

**1**answer

89 views

### Analysis of first-order methods for constrained convex optimization with approximate oracles

In many first-order optimization methods an oracle is needed whose action enforces the constraint/regularizations. For example, in projected gradient descent, conditional gradient method, and proximal ...

**2**

votes

**1**answer

121 views

### Optimization over symmetric polynomials

Consider the following constraint satisfaction problem: Let $\alpha_1 , \ldots, \alpha_k \in \mathbb{R}$ be given as well as an error parameter $\epsilon$. Find $p_1, \ldots, p_n$ such that
(i) $0 ...

**5**

votes

**0**answers

174 views

### Characterizing matrices with rank constraint

Given matrix $M\in\Bbb\{0,1\}^{n\times n}$, is there a nice method to characterize $$\mathscr{D}[M]=\{Q\in\Bbb\{0,1\}^{n\times n}:\mathsf{rank}(M-Q)= \mathsf{rank}(Q),\quad M-Q\in\Bbb\{0,1\}^{n\times ...

**6**

votes

**1**answer

478 views

### Bound on the sum of arguments

Problem: Show that for all real $s,t,u$ and all complex $z$ with $|z|<1$ one has
$$(*)\qquad \arg\frac{1-zf(s-u)}{1-zf(s+u)}
+\arg\frac{1-zf(t+u)}{1-zf(t-u)}<\pi,
$$
where $f$ is the ...

**1**

vote

**0**answers

69 views

### Likelihood convexification

I am doing constrained vector optimization using a non-convex non-linear likelihood function. My problem is of the following form:
$$\begin{align*}\hat Q &= \underset{\vec Q}{\arg\min} -\log ...

**2**

votes

**0**answers

82 views

### How to solve the following generalized quadratic programming problem [closed]

I want to solve a generalized form of a quadratic programming problem
$$\min_x \left(\sqrt{x^TPx}+\sqrt{x^TQx}\right)^2+c^Tx$$,
$$\textrm{ s.t. } Ax\le b.$$ Here, $P$ and $Q$ are both positive ...

**0**

votes

**0**answers

68 views

### Specific optimization problem solution procedures

Is there a standard procedure to solve following two optimization problems?
$$\mathsf{Problem\mbox{ }I}:\mbox{ }\min_{A\in\{0,1\}^{n\times n}:rk(A)=r}\mbox{ }\max_{R,S\in\Bbb R^{n\times ...

**4**

votes

**2**answers

244 views

### Convexity of a function of matrices

Let $A$ be an $n\times n$ positive-definite matrix. Let $0<\lambda _1 \leq \lambda_2 \leq \lambda _3 \ldots \leq \lambda _n$ be the eigenvalues of $A$. Let $n\geq k\geq 1$. Is the function $f(A) = ...

**1**

vote

**0**answers

61 views

### modern exposition of exact ground state of classical XY model or Ising model

What is the state of art technique in solving exact ground state of Heisenberg model, meaning minimization of the H terms (hamiltonian) provided infinite spin space?
...

**5**

votes

**0**answers

234 views

### Find subset of collection of sets whose intersection has minimum average value

Let $a_1,\ldots,a_n>0$, and let $S_1,\ldots,S_d\subset\{1,\ldots,n\}$ (all non-empty).
For any $I\subseteq\{1,\ldots,d\}$, define $S(I)=\bigcap_{i\in I} S_i$.
Given some $1\leq s < d$, consider ...

**1**

vote

**0**answers

50 views

### Optimization of a multilinear function over a product of hypersimplices

Let $P = \Delta_1 \times \cdots \times \Delta_N$ be the Cartesian product of $N$ hypersimplices. Let $f : P \to \mathbb{R}$ be a multilinear function of $N$ variables, ie $x_i \mapsto f(x_1, \ldots, ...

**0**

votes

**0**answers

32 views

### Non-coherent estimation problem

I have the following signals
$$\left[\begin{array}{c} y_{mn} \\ y_{nm}\end{array}\right] =\left[\begin{array}{c} x_{n} \\ x_{m}\end{array}\right]h_{nm} +\left[\begin{array}{c} e_{mn} \\ ...

**2**

votes

**0**answers

155 views

### Solution of a linearly constrained quadratic programming problem [closed]

What is the solution of the following optimization problem:
\begin{align}
&\min{\mathbf{p}^\mathrm{T} \mathbf{B} \mathbf{p}}\\
&\text{subject to}: \mathbf{0}\leq{\mathbf{p}}\leq \mathbf{1}.
...

**2**

votes

**0**answers

59 views

### Sequence transformations that are entropy invariant

Consider a collection of increasing positive integers $\{a_i\}_{i=1}^m$ and the distribution $p_i=\frac{a_i}{\sum_{i=1}^ma_i}$. Define entropy of $\mathcal{A}=\{a_i\}_{i=1}^m$
by ...

**5**

votes

**1**answer

199 views

### Finding sparsest solution of a linear system

I want to find the solution with most zero-components for the following problem:
$Ax=b$ for $A\in \mathbb{R}^{k\times n}, b \in \mathbb{R}^{k},k<n$, where $x$ is real and has no additional ...

**1**

vote

**0**answers

42 views

### Limiting Entropy of deterministic sequences - 2

Consider a collection of increasing positive integers $\{a_i\}_{i=1}^m$ and the distribution $p_i=\frac{a_i}{\sum_{i=1}^ma_i}$. Given $\{a_i\}_{i=1}^m$, let $\mathcal{P}_a$ be limiting distribution ...

**1**

vote

**1**answer

106 views

### Limiting Entropy of deterministic sequences - 1

Consider a collection of increasing positive integers $\{a_i\}_{i=1}^m$.
Consider distribution $p_i=\frac{a_i}{\sum_{i=1}^ma_i}$. Given $\{a_i\}_{i=1}^m$, let $\mathcal{P}_{a,m}$ be distribution at ...

**1**

vote

**1**answer

83 views

### Entropy difference dominance of sequences

Consider a collection of positive integers $\{a_i\}_{i=1}^m$ and the distribution $p_i=\frac{a_i}{\sum_{i=1}^ma_i}$.
Similarly for the collection $\{a_i\}_{i=1}^{m+1}$ form the distribution ...

**1**

vote

**1**answer

56 views

### Entropy dominance of certain restricted sequenes

Say you have positive $\{a_i\}_{i=1}^n$ and you have $p_i=\frac{a_i}{\sum_{i=1}^na_i}$, then assume you have a $C$ such that $C<2a_n\ll\sum_{i=1}^na_i$ (that is $C$ is not very large), then define ...

**2**

votes

**1**answer

73 views

### Entropy dominance

Let $0<a<b<c$ be distinct positive reals.
Define four different probability distributions:
$$\mathcal{P}_{ab}:P_{a,ab}=\frac{a}{a+b}=1-P_{b,ab}$$
...

**1**

vote

**1**answer

71 views

### Maximizing a certain concave function over a non-convex set

I have been working on a problem which involves maximizing a concave function over a non convex constraint set. The problem is the following $$max. \frac{1}{2}x^TBx\\ s.t.\ x_i(1-x_i)=0,\ \ ...

**1**

vote

**1**answer

84 views

### Smooth unit vector field on a tetrahedron to interpolate vertex constraints

For a tetrahedron $T\subset \mathbb{R}^3$ with vertices $r_i\in \mathbb{R}^3$ , $i=1,\ldots,4$, and unit vectors $u_i\in \mathbb{S}^2$ at each vertex $i=1,\ldots,4$
consider the (energy) functional
...

**11**

votes

**2**answers

605 views

### Conjecture on maximum of symmetric combinatoric function

A curious symmetric function crossed my way in some quantum mechanics calculations, and I'm interested its maximum value (for which I do have a conjecture).
(The question was first asked at math.SE, ...

**0**

votes

**1**answer

62 views

### Finding maximum of a function with unfixed number of variables

Can anybody solve this:
For a constant positive integer $n\geq6$
find $k$ and positive integers $a_{1},a_{2},...,a_{k}$
that maximize the expression
...

**1**

vote

**1**answer

93 views

### Nonlinear system of equations whereas most of the equations are linear. How to minimise operation?

Let us say we have a n * n system of equations like KU=F where K is a n*n matrix and U and F are n*1 vectors. K and F are defined and the final goal is to find U values.
K is a sparse banded matrix ...

**-3**

votes

**1**answer

86 views

### Convert constraint to do convex optimization or use Lagrange multiplier method [closed]

$w_1, w_2, w_3 ... w_n$ are the weights I need to find
I have the following constraint:
$|w_1| + |w_2| + .. |w_n| <= 5$
That is the sum of the absolute values of the weights has to be less than ...

**4**

votes

**2**answers

315 views

### Convex Sets and Nearest Neighbors

For a set $S \subseteq \mathbb{R}^n$ and a point $x \in \mathbb{R}^n$, let $c_S(x)$ be the point $s \in S$ that minimizes $\|x-s\|$ if such a point exists and is uniquely determined. It is known that ...

**2**

votes

**0**answers

96 views

### Containing a “fuzzy” ellipsoid within an ordinary ellipsoid

Consider the ellipsoid described by the inequality $(x - x_c)^T P^{-1} (x - x_c) \leq 1$, where the vector $x_c \in \mathbb{R}^n$ denotes the center of the ellipsoid and the symmetric positive ...

**0**

votes

**0**answers

29 views

### Optimization problem involving an entrywise function

Let $X$ a $n\times p$ real-valued matrix and $Y$ a $p\times q$ real-valued matrix. Let $\phi:\mathbb{R} \to \mathbb{R}$ a function. What is the appropriate way to deal with the following optimization ...

**7**

votes

**2**answers

453 views

### How to solve such an optimization problem

I encounter the following optimization problem, but I can't solve it.
Given $N$ variables satisfying $0 \leq x_1 \leq x_2 \leq x_3 \leq ... \leq x_N \leq 1$ and an integer $K$ no large than $N$, find ...

**1**

vote

**1**answer

562 views

### Levenberg's original article “A method for the solution of certain problems in least squares”

Does there exist any digital copy of the original article (or a transcript) K. Levenberg, A method for the solution of certain problems in least-squares, Quart. Appl. Math. 2 (1944): 164-168?
It is ...

**2**

votes

**2**answers

593 views

### How to fit the parameters of differential equations with known data?

I have the following data from chemical kinetics research to fit the parameters of ordinary differential equations:
$$
\left[
\begin{array}{ccccccc}
\text{No.}& t & y_1(t)&y_2(t) & ...

**1**

vote

**0**answers

41 views

### Changing a nonlinear equality constraint into some conic inequality plus rank constraint

If we have a constraint optimization problem in which one of our constraint is $\prod\limits_{k = 1}^N {\left( {x - {a_k}} \right) = 0} $ . How could this nonlinear equality condition be changed into ...

**0**

votes

**0**answers

58 views

### Finding gradient of an optimization

I am trying to find the gradient of the following optimization problem and then add to objective, but I got some trouble in computing. Could you please help me?
Assume that we have an optimization ...

**5**

votes

**1**answer

191 views

### optimization problem, any solution?

The objective is as follows:
$\min_{\mathbf{F}} a Tr(\mathbf{F} \mathbf{F}^H) - Re\{\mathbf{b}\mathbf{F}^H \mathbf{C} \mathbf{F} \mathbf{d}\}$
$s.t.\ \ \ Tr(\Sigma \mathbf{F} \mathbf{F}^H)<p$
...

**0**

votes

**0**answers

54 views

### Solution of a nonlinear system of two equations

Given the matrix $A_{M,N}$ with $N\gt M$, the vector $y$, I have to find the vectors $x$ and $u$, satisfying the following equations:
$$D(x)x=A^Tu$$
$$y=Ax$$
where: $$D(x) = \left| \begin{array}{ccc}
...

**0**

votes

**0**answers

44 views

### A Optimization problem using co-ordinates of joint numerical range.

Let $\mathbf{A}_1,\dots,\mathbf{A}_L$ be $N\times N$ hermitian matrices. Define the mapping from the $N-$dimensional unit sphere to $\mathbb{R}^L$ as
\begin{align}
...

**0**

votes

**2**answers

184 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 ...

**2**

votes

**3**answers

375 views

### Solving a quadratic matrix equation with non-squared matrix

I was trying to solve the problem of finding the value of a non-squared matrix $T$ ($n \times m$) which solves
$$ T^T T = X$$
where $X$ is a symmetric and positive semidefinite $m \times m$ matrix, ...

**6**

votes

**1**answer

351 views

### Finding a point maximizing the minimal distance to a set of points

Given a set of of $N$ points $\{\mathbf x_i \in \mathcal{S}^d\}_{i = 1, \ldots, N}$, where $\mathcal{S}$ is a set of possible values, how can I find the point $\mathbf x^*$ that maximizes the minimum ...

**1**

vote

**2**answers

60 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 ...

**3**

votes

**2**answers

162 views

### QR-Decomposition of matrix valued function

Suppose I have a matrix valued function
$$
F:\mathbb{R}\rightarrow\mathbb{R}^{m\times n},\qquad F(x)=\tilde Q\tilde R+xu_1v_1^T+xu_2v_2^T
$$
where $\tilde Q\in\mathbb{R}^{m\times m}$ is orthogonal, ...

**2**

votes

**1**answer

241 views

### How to minimize $-\sum p_b \ln{p_b}$?

Consider multisets of the form $A = \{a_1,\dots,a_n\}$ of integers. Let $q = P(a_i = a_j)$ when $i$ and $j$ are chosen independently and uniformly from $\{1,\dots, n\}$. Let $B$ be the set of ...

**4**

votes

**0**answers

155 views

### Optimization problem involving Multivariate Normal

I use $\phi(t)$ to describe the standard normal distribution density and $\Phi(t)$ as the normal distribution CDF and would like to prove that for all
$n\geq3$, the function:
...

**2**

votes

**5**answers

271 views

### Distance between two sets

Let $A, B$ be two convex and closed subsets of $\mathbb{R}^n$. We would like to the minimum distance between these two sets. i.e., we want to find a solution for the following problem.
$$ \min ...

**0**

votes

**0**answers

82 views

### Complexity of turning a d-degree polynomial to 2-degree polynomial

For a very simple example,
$(1+x)^4=x^4+4x^3+6x^2+4x+1$ is a 4 degree polynomial, and I want to change it to a 2-degree polynomial by add more variables, for this example, we can simply let $y=x^2$, ...

**2**

votes

**2**answers

205 views

### How to minimize the Bregman divergence on a convex hull spanned from a set of vectors?

everyone.
It has been well known that the following minimization problem of a Bregman divergence with linear inequality
can be solved by successively projecting the current point to each constraint ...

**6**

votes

**0**answers

64 views

### Bounding volume of cell in complement of zero set

I am given an integer polynomial $f \in \mathbb{Z}[X_1, \ldots, X_n]$ of bounded degree and bounded coefficient size. The polynomial's zero set partitions $\mathbb{R}^n$ into cells. What I am looking ...

**5**

votes

**2**answers

341 views

### Can we decompose a polynomial into difference of convex polynomials?

Given a multivariate polynomial $p(x_1, ..., x_n)$ on $\mathbb{R}^n$, can we always decompose it into the difference of two convex polynomials? i.e., is there a pair of convex polynomials $f$ and $g$, ...