0
votes
1answer
64 views
solve non-convex quadratic constrained quadratic programming
$\min_{\beta}\beta^{T} A \beta$
$s.t. \ \beta^{T} C \beta=1\ and\ \beta\geqslant 0$
Here $A,C\in \mathbb{R}^{M\times M}$, $\beta \in \mathbb{R}^{M}$
I saw in one paper saying t …
0
votes
0answers
57 views
Optimal instance of quadratically constrained program
Consider the following optimization problem. Let $n, m \in \mathbb N$ and $0 < p_1 \leq \ldots \leq p_n ~ (p_i \in \mathbb R)$ be constant. The feasible region is described by a …
0
votes
1answer
68 views
Can one always Decide whether a Systems of Nonlinear Equations with Bilinear terms is Feasible?
I have come to a point in my PhD research were i need to prove that a particular decision procedure is decidable or not. And if i can solve the sub-problem described below, i shall …
0
votes
1answer
126 views
Can you maximize the spectral norm of a matrix in a semidefinite program?
Consider the following optimization problem: Maximize $||X||$, subject to $X$ being Hermitian (or symmetric, if you prefer) and a bunch of semidefinite constraints on $X$. I want t …
1
vote
1answer
342 views
linear objective function, non-linear constraints involving square-root of variables
i am trying to solve a general linear objective function with non-linear constraints. Can someone help me solve this.
Here is an example of one problem i am trying to solve,
min …
1
vote
2answers
347 views
maximizing multivariate polynomial
Consider $J = \sum_{i=0}^{N}y_{i-1}x_{i}y_{i+1}$ where $+$ and $-$ in the indices are mod $N+1$. Let $x_{i} = 1 - y_{i} \in {0,1}$. What are some of the tools useful and relaxation …
1
vote
2answers
163 views
what method can I employ to solve this optimization problem which involves \min?
The optimization problem is:
maximize $$\min(\sum\limits_{i=1}^N \log\left(a_{1,i}+\frac{b_{1,i}}{c_{1,i}+d_{1,i}x_i}\right),\sum\limits_{i=1}^N \log\left(a_{2,i}+\frac{b_{2,i}}{c …
0
votes
0answers
95 views
Non-linear optimzation with multipe objectives and multiple inequality constraints
I posted an earlier version of this question on math.stackexchange almost a week ago but have not had any replies. I'm recasting the problem in light of new understanding. I'd like …
2
votes
2answers
752 views
Solving a system of equations/inequalities that have trigonometric functions on the left-hand side
Is there any known (symbolic) method that solves a system of equations/inequalities that have trigonometric functions on the left-hand side of the system?
Ex) Find $x,y,\theta \i …
2
votes
1answer
197 views
An algorithm for checking if a nonlinear function f is always positive
Is there an algorithm to check if a given (possibly nonlinear) function f is always positive?
The idea that I currently have is to find the roots of the function (using newton-rap …
1
vote
1answer
214 views
A positive semidefinite programming problem
Dear all,
I've got a SDP problem as follows:
$\min_{{\bf H}\succeq0}\quad trace({\bf H}) - {\bf a}^{\top}{\bf H}{\bf b}$,
where ${\bf a}$ and ${\bf b}$ are two constant vectors. …
0
votes
0answers
67 views
lyapunov exponent [closed]
% Lyapunov exponent of Lorenz equation
clc
clear all
% ---------- Lyapunov Exponents ---------- %
n = 3; % number of state variables consist of : theta1, d/(dt)*theta1
…
1
vote
0answers
154 views
Solving a system of complex non-linear equations
I have a set of five equations which can be described as follows:
$m_{i}=\frac{k_{1}}{(x+a)^{i}} + \frac{k_{2}}{(b+d)^{i}}+ \frac{k_{3}}{c^{i}}$
for i=1 to 5 where
$$\eqalign{
k …
0
votes
0answers
123 views
LP relaxation for Integer Programming, where the input vector belongs to {-1,1}
lets say we have the following optimization problem:
min max $|Ax|$ .
s.t. $Hx \leq h$ .
and $x \in {-1,1}$
This is minimax problem that can be cast into an Integer Linear Pr …
1
vote
0answers
193 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 $\mathc …

