1
vote
0answers
78 views

Complexity of Nested Linear Optimization

My question is motivated by the fact, that among other ways, it is possible to restrict a variable to two discrete values, e.g. the prototypical $0$ and $1$, via an optimization constraint: ...
2
votes
0answers
68 views

Maximum Principle with Banach Control Space

This is a problem that seems very natural to me, but I couldn't find any formal statement in the literature for some time now. I am basically considering an autonomous optimal control problem in ...
2
votes
1answer
196 views

More than controlability: Speed of controllability!

Consider the continuous linear time-invariant system $$ \begin{array}{l} \dot{\mathbf{x}}(t) = A \mathbf{x}(t) + B \mathbf{u}(t)\\ \mathbf{y}(t) = C \mathbf{x}(t) + D \mathbf{u}(t) ...
2
votes
0answers
185 views

Incremental minimum spanning tree

Given a connected graph $G=(V,E)$ with a weight function $w:E\to\mathbb{R}$ and a subset $E_0\subseteq E$ such that the subgraph $(V,E_0)$ is connected, I am looking for a sequence $E_0\subseteq ...
2
votes
1answer
79 views

Maximal probability of “infinitely often” over MDP

Let us consider a Markov Decision Process (MDP) with a Borel state space $X$. Often, the optimization problems over MDP involve optimization of some objectives dependent on the reward function $$ ...
2
votes
1answer
214 views

Generalized unique nearest point problem for a compact, convex set in a strictly convex Banach space.

If $X$ is a Real Banach space with strictly convex norm, it is known that for any non-empty compact, convex set $K$ and point $x_0\notin K$, there exists a unique point $z_0\in K$ minimizing the ...
5
votes
5answers
1k views

Application of polynomials with non-negative coefficients

Question 1: Are there any deeper applications (in any field of mathematics) of polynomials (with possibly more than one variable) over the real numbers whose coefficients are non-negative? So far I ...
2
votes
1answer
725 views

solving multiple linear programming problems with the same set of constraints

Hi, I need to solve a set of linear programs of the form: Problem $i$: $\quad \max c_i \cdot x$ s.t. $ A x \leq b$. The $c_i$'s are different vectors so each problem has a different objective ...
7
votes
6answers
1k views

How do I approach Optimal Control?

Other than learning basic calculus, I don't really have an advanced background. I was curious to learn about Optimal Control (the theory that involves, bang-bang, Potryagin's Maximum Principle etc.) ...
20
votes
2answers
1k views

Functions whose gradient-descent paths are geodesics

Let $f(x,y)$ define a surface $S$ in $\mathbb{R}^3$ with a unique local minimum at $b \in S$. Suppose gradient descent from any start point $a \in S$ follows a geodesic on $S$ from $a$ to $b$. (Q1.) ...
8
votes
1answer
2k views

Universal definition of Fourier transform [closed]

Is there a category theoretic definition for the Fourier transform using only its universality properties? I am not looking for the most general definition -- one that works only in some special ...
3
votes
1answer
417 views

methods for interpolating a function, holomorphic in the upper halfplane

Let $n,k\colon\mathbb{R}\to\mathbb{R}$ be real functions such that function $N$ given by $N(x)=n(x)-ik(x)$ is a holomorphic function in the upper half-plane. Also I know some additional properties of ...
2
votes
0answers
154 views

modification of singlestart in global optimization

When minimizing a nonconvex function $f : \Omega \rightarrow \mathbb{R}$ that may have multiple minima, there are some very simple strategies to improve the odds of finding the global minimum point. ...