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

**5**

votes

**1**answer

134 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 ...

**6**

votes

**0**answers

59 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 ...

**4**

votes

**0**answers

40 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 ...

**4**

votes

**0**answers

144 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:
...

**3**

votes

**0**answers

74 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 ...

**2**

votes

**0**answers

42 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 ...

**2**

votes

**0**answers

82 views

### Techniques for proving that a set of constraints over the integers are inconsistent

I have a problem which boils down to showing that a set of constraints has no solutions. A simplified version of this constraint system would be the following system:
$$
\left\{
\begin{array}{l}
...

**2**

votes

**0**answers

199 views

### Subtour Elimination in Travelling Salesman Problem using MTZ

I am trying to formulation a problem similar to a Traveling Salesman with Time Window constraints.
To eliminate subtours, I need to use some constraint similar to a generalization of MTZ constraints ...

**2**

votes

**0**answers

178 views

### An intuition for three different types of subgradients (proximal, regular, limiting)

I'm having a bit of difficulty getting my head around the different types of subgradients we're currently covering in a nonsmooth optimisation class I'm taking.
These subgradients are (assume $x \in$ ...

**2**

votes

**0**answers

144 views

### Quadratic optimization with parameter in constraint

Disclaimer: I posted the same question on math.stackexchange. However, the FAQ suggests to post research-level questions in this forum.
Question: Given a function $q: \mathbb R^{N\times N}\mapsto ...

**1**

vote

**0**answers

23 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, ...

**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

**0**answers

34 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 ...

**1**

vote

**0**answers

64 views

### Estimation of part of parameters from an ODE

Suppose, we have an ODE
$$ \frac{dy}{dt}= f(t,y;p',a)$$
or alternatively
$$ \frac{dy}{dt}= f(t,y;p)$$
where the set of all parameters $p = (p',a)$. We only need to estimate part of parameter set ...

**1**

vote

**0**answers

133 views

### Constructing an $\epsilon$-net for a Lipschitz subspace of $L^2$

Let $X$ be a subset of $L^2([0,1])$ which contains only Lipschitz function.
Also, the member of $X$ are uniformly bounded
$$
|x(t)| < M, \text{ for all $x \in X$ and $t \in [0,1]$}.
$$
Let $F: X ...

**1**

vote

**0**answers

128 views

### Recovering a partition from spectral properties of the graph Laplacian

Let $G$ be a weighted graph with vertices $V$. Let $W$ be its real-valued, non-negative, $|V|\times|V|$ adjacency/affinity matrix. Let $L = \mathrm{diag}(W\mathbf1)-W$ be the (unnormalized) graph ...

**1**

vote

**0**answers

390 views

### Solving a system of complex non-linear equations

I have a set of five equations which can be described as follows:
$m_{i}=\frac{k_{1}}{(x+a)^{i}} + \frac{k_{2}}{(b+d)^{i}}+ \frac{k_{3}}{c^{i}}$
for i=1 to 5 where
$$\eqalign{
...

**1**

vote

**0**answers

225 views

### Multiobjective semidefinite programming

Let $C$ be size $n \times n^{2}$.
Let $B$ be size $2^{g(n)} \times n^{2}$ where $g(n) > n$.
There is only one $\mathcal{1}$ per row of $C$ and remaining entries of $C$ are $\mathcal{0}$.
$B$ is ...

**0**

votes

**0**answers

20 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} \\ ...

**0**

votes

**0**answers

42 views

### Best s-term approximation and unit balls in weak $\ell^p$ norm

In the book "A Mathematical Introduction to Compressive Sensing" by Foucart and Rauhut there is the following asymptotic estimate at page 332, equation (11.1):
$$\sup_{\mathbf{x}\in B^N_{r,\infty}} ...

**0**

votes

**0**answers

31 views

### How can be a conservative field constraint be efficiently implemented in a continuous optimization problem?

Suppose we have the following continuous optimization problem:
$$
\underset{x}{\mathrm{minimize}}f\left(x\right)
$$
subject to
$$
\exists X:\nabla X=Jac\left(X\right)=x
$$
where $f$ is a function ...

**0**

votes

**0**answers

25 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 ...

**0**

votes

**0**answers

39 views

### Convergence of Coordinate Descent / Alternating directions

My question regards this method
http://en.wikipedia.org/wiki/Coordinate_descent,
where at each step a function $f$ is minimized along one coordinate axis (or block of coordinates).
Assume that $f: ...

**0**

votes

**0**answers

66 views

### Maximizing the “uniformity” of a probability measure, with constraints, via path length minimization

Background
I want to find a probability measure for a continuous random variable, subject to moment constraints, that is maximally "uniform", as defined below:
Definition: Maximally Uniform ...

**0**

votes

**0**answers

39 views

### minimizing concave function

I am interested in using the algorithm of Harold Benson described in his 1991 paper: "A Branch and Bound-Outer Approximation Algorithm for Concave Minimization over a Convex Set". In the paper, he ...

**0**

votes

**0**answers

21 views

### Recursively calculate Tikhonov regularizer in b-spline objective function

I'm trying to write a program to calculate cubic b-spline based on set of inputs. But I can't figure out how to calculate value of Tikhonov regularizer.
My b-spline function is this:
I have ...

**0**

votes

**0**answers

49 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 ...

**0**

votes

**0**answers

51 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

38 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

**0**answers

77 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 $y=x^2$, ...

**0**

votes

**0**answers

112 views

### No Strong Duality In Spite of Slater's Condition

I was reading some course notes here.
On Page 8, it says:
Note that strong duality holds here (Slater's condition), but the
optimal value of the last problem is not necessarily the optimal
...

**0**

votes

**0**answers

51 views

### What is the best way to optimize this matrix equation

What is the best way to optimize this Procrustes like formulation:
$\min\quad\|AX-B\|^2_{\rm F} + \|X^Tc\|^2,$
s.t. $X^TX = I$
Here A and B are $n \times p$ matrices and $c$ is a $p \times 1$ ...

**0**

votes

**0**answers

103 views

### Modifying a QP to incorporate more constraints

Consider the following problem:
$$\min \sum_{i=1}^n (Y_i - Z^{(i)})^2 \\
\text{subjected to}~ \epsilon_k^{\top}(X_j-X_k) \leq Z^{(j)}-Z^{(k)} ~ \forall k,j = 1 \ldots n. $$
where $\epsilon_1, ...

**0**

votes

**0**answers

69 views

### Big eigenvalues of a special stochastic matrix

Given a matrix $M$ of size $n\times n,$ we write its different eigenvalues by $x_1,x_2,\ldots,x_m$ with $m\leq n$ such that $|x_1|>|x_2|>|x_3|>\cdots|x_m|,$ and call $x_2\doteq ...

**0**

votes

**0**answers

57 views

### functional maximization

Define a functional space of functions of the form $F(t)=p_1 exp^{-\mu_1(\delta-t)}+p'_1 (1-exp^{-\mu_1(\delta-t)}))$. $p_1,p'_1,\delta,\mu$ are parameters in [0,1] and trivially, variation of these ...

**0**

votes

**0**answers

54 views

### Minimizing inside a spherical uncertainty region

I am trying to figure out how to solve:
$\min_U r_{p}$
where $r_{p}=\alpha^\intercal\omega$ and $U$ is a sphere centered at $\alpha$ with radius equal to $\chi|\alpha|$ . ( $\omega$ is a vector or ...

**0**

votes

**0**answers

118 views

### Question on non-linear parametric mixed integer program

I am trying to solve a mixed integer minimization problem, where there are a number of parameters, and there are products of parameters with variables appearing in the objective function. I assume ...