# Tagged Questions

**-1**

votes

**0**answers

26 views

### Finding the source for minimizer of a functional for all $C^2$-curve $x(t_0)=x_0$ and $x(t_1)=x_1$

I am trying to find where this problem comes from and its corresponding proof for my students, but I cannot find the source anywhere. If anyone can find the source of this, or has any ideas where I ...

**1**

vote

**0**answers

103 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:
...

**1**

vote

**0**answers

70 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

**1**answer

200 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

**0**answers

208 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

**1**answer

83 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

**1**answer

225 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

**5**answers

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

**1**answer

763 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

**6**answers

2k 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

**2**answers

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

**1**answer

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

**1**answer

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

**0**answers

156 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. ...