**0**

votes

**1**answer

74 views

### Generalized assignment problem with no integrality gap

Suppose I am solving the generalized assignment problem, so that I
am given matrices $U$ and $W$ and a vector $c$ (all three of which
have, say, positive entries), and I want to solve
...

**0**

votes

**1**answer

209 views

### A problem about a matrix norm on $\mathfrak{su}(4)$

Given a fixed $B \in \mathfrak{su}(4)$ is it possible to solve for $F$:
$\sigma^{\text{max}}\left(\frac{A}{F(A)} + B \right) = 1$, $\forall A \in \mathfrak{su}(4)$. A theorem in ...

**3**

votes

**1**answer

52 views

### Kálmán filter with delayed (outdated) information

We have a linear system with observation as follows:
$x(t+1)=Ax(t)+Bu(t)+w(t)$
$y(t)=Cx(t)+z(t)$
for given information $y(0\sim t)$, we can construct the dynamics of $\hat{x}(t)$ using the Kálmán ...

**2**

votes

**0**answers

144 views

### First Variation of Dyson Series/Magnus Expansion

Given the matrix differential equation $\frac{dU_t}{dt}=A_t U_t$ there are at least two ways to write a formal solution. Both the Dyson series: $U_t = \mathcal{T} e^{\int_{0}^{t} A_t dt}$ and the ...

**4**

votes

**1**answer

76 views

### What are the upper bound and stability conditions for the following simple linear system?

Consider the following linear system
$$\dot{x}=\sum\limits_{i=1}^{m}{{{\alpha }_{i}}}\left( t \right)\cdot {{A}_{i}}\cdot x \quad (1)
$$
where, $x\in {{\mathbb{R}}^{n}}$ represents the state vector, ...

**0**

votes

**1**answer

90 views

### equation for geodesics of a right invairant Finsler metric on $SU(n)$ which are parallel to a linear affine distribution

I am looking for an equation analogous to the Euler-Poincare equations for a right invariant Finlser metric except I want the geodesics which are parallel to a linear affine distribution on $SU(n)$. ...

**7**

votes

**2**answers

441 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 ...

**2**

votes

**0**answers

35 views

### Linear control systems

Are there some algorithms to compute the error bound of the difference between the original system and the balance system using the Balance truncation method?

**0**

votes

**0**answers

59 views

### Representation of piecewise functions using variational inequalities

I need some help about how to represent piecewise smooth functions defined over N subintervals by using variational inequalities. From a paper I'm analyzing I get:
"If we can find a function ...

**1**

vote

**1**answer

190 views

### Are there some algorithms to solve the diagonal matrix $X$ to the following matrix equation?

Suppose $X$ is an unknown $m \times m$ diagonal matrix. Given a scalar $0<c<1$, and a matrix $A$ of $m \times m$ size whose entries $0<A_{i,j}<1$. Are there some algorithms to find the ...

**2**

votes

**2**answers

279 views

### Solving a matrix equation $X=c \cdot AXA' +I$ with a diagonal corrections

I am now struggling to solve the matrix $X \in R^{n \times n}$ in the following equation:
$X=c \cdot AXA' - diag(c \cdot AXA')+ I$,
where
(1) $A \in R^{n \times n}$ is a given matrix whose element ...

**1**

vote

**1**answer

97 views

### A certain instance of the Set Covering problem

Is there any useful structure associated with the following instance of the Set Covering problem?
Let $G$ be a weighted graph and let $\mathcal{P}$ denote the set of all shortest paths between all ...

**0**

votes

**0**answers

43 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}
...

**7**

votes

**2**answers

175 views

### Relativistic Control Theory

I am looking for literature that combines General relativity and control theory.
So far I found a video lecture on "Integrability meets Control Theory: Harmonic maps in GR", other than that not so ...

**0**

votes

**2**answers

147 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 ...

**1**

vote

**0**answers

26 views

### Minimal rectangular confidence regions

For a given multivariate pdf $f$ (mainly the gaussian one) I'm looking to compute a minimal rectangular confidence region for a given level $\alpha$. For example, I would like to solve problems of the ...

**4**

votes

**1**answer

171 views

### Rank 1 Approximation of Elementwise Inverse Matrix

I'm wondering whether there is a good way to solve the following optimisation problem.
Given a strictly positive quadratic matrix $A$, find two diagonal matrices $D_1$ and $D_2$ so that
$$ \| D_1 A ...

**1**

vote

**1**answer

167 views

### System of quadratic complex equations

I want to solve this system of N non-linear equations without using a numerical method:
$x_{k}^{2}= \alpha_{k }+ \sum\limits_{m=1}^{N} (\beta_{km} x_{m} + \psi_{km} x_{m}^{*})$
With
$\left| ...

**2**

votes

**1**answer

150 views

### Optimization problem whose cardinality never exceeds 7 for some reason

I am working on a problem in which I have a collection of $n$ points, $x_1,\dots,x_n$, in the plane, as well as a positive definite matrix $\Sigma$ and another point $\mu$ in the plane. I am trying ...

**14**

votes

**3**answers

920 views

### “Entropy” proof of Brunn-Minkowski Inequality?

I read in an information theory textbook the Brunn-Minkowski inequality follows from the Entropy Power inequality.
The first one says that if $A,B$ are convex polygons in $\mathbb{R}^d$, then
$$ ...

**1**

vote

**1**answer

49 views

### How to find all possible solution in the problem of simplex mesthod in maple? [closed]

I have an object to maximize and some constraints in Maple, but Maple just give me only one solution. How can I get more than one solution, i.e. I would like to know all possible solution for the ...

**8**

votes

**0**answers

260 views

### Hasse-Weil Bound and Chebyshev Inequality

I was reading about the Hasse-Weil bound for the number of points in on a curve over the finite field $\mathbb{F}_q$.
$$ \big| |C(\mathbb{F}_q)| - (q+1) \big| \leq 2g \sqrt{q} $$
However, this ...

**1**

vote

**0**answers

48 views

### Special case of Forced Harmonic Oscillator

$$ \frac{d^2l}{dt^2} + c \frac{dl}{dt} +k= F_0\sqrt{1-l^2}$$
Either a closed form or something like given initial conditions, the max value of $l$. For small $l$, this boils down to simple step ...

**3**

votes

**1**answer

116 views

### A problem related to routing in a graph

I have come across a new problem - I want to know whether this problem is similar to some existing problem or not.
The new problem is this. There is a tourist who has a having the following ...

**2**

votes

**0**answers

102 views

### Quickly checking an inequality on a convex region

I previously posted this question to math.sx at: http://math.stackexchange.com/questions/748015/quickly-checking-if-an-inequality-holds-on-a-convex-region but I'm thinking that MO may be more ...

**0**

votes

**0**answers

65 views

### Weak convergence of 4-th degrees

Good day!
We have an equation $y'+Ay=Bu$ where $y=\{\theta,\varphi\}$, $A, B$ are nonlinear operators.
$u \in L^\infty(\Gamma)$, $\theta, \varphi \in W = \{y \in L^2(0,T;V) : y'\in L^2(0,T;V')\}$, ...

**3**

votes

**1**answer

76 views

### Counting extrema on a simplex

Let $p(x_{1},x_{2},\ldots,x_{n})=\sum_{i,j=1}^{n}{a_{ij}x_{i}x_{j}}$ be a homogenous multivariate polynomial of degree $2$.
I would like to know how many extrema $p$ has on the standard simplex
...

**1**

vote

**0**answers

180 views

### An optimization problem on the sphere

Let $S$ be a sphere centered at origin in $\Bbb R^{2n}$ of radius $\sqrt{2n}$. Let $D$ be a diagonal matrix. Let $U$ be an orthogonal matrix. Let $r\in\Bbb Z_+$ be a fixed integer.
Let vector ...

**2**

votes

**2**answers

106 views

### Find the optimal set of subsets

Consider a set of $N$ individuals and let their distance be given by $R$, a $N\times N$ matrix. In that, $R(1,2)$ is the distance between individual 1 and 2. Now lets say that I want to separate the ...

**5**

votes

**1**answer

140 views

### Are there any known results on numerical ranges of rank-one positive semi-definite matrices?

In my problem, I came across numerical ranges of rank-one positive semidefinite matrices. Through Toeplitz-Hausdorff theorem and some other extensions, I know if there are at most three matrices, then ...

**2**

votes

**1**answer

190 views

### derivative of sum of singular values

can someone point me to the direction how to calculate the derivatives of a sum of singular values of a matrix?
I am trying to minimize
$$\min_A \parallel A \parallel_*+ \cdots $$ where $\parallel A ...

**1**

vote

**1**answer

948 views

### Maximizing linear objective function with absolute values

This has be asked on other forums, though couldn't
find authoritative answer.
I have a linear program over the reals and don't
want to introduce integer or binary variables.
The objective function ...

**2**

votes

**2**answers

207 views

### Finding the maximum of a multivariate polynomial of degree one

I need to find the global maximum of the function
\begin{align}
f\left(x\right) & = p_1 \max\left(\sum a_{1i} x_{1i}, \sum b_{1i} x_{1i}\right) - \sum c_{1i} x_{1i} \\
&+\ldots \\
&+ p_n ...

**1**

vote

**0**answers

234 views

### Incoherence of the row/column span

Due to V.Chandrasekaran., et al (p.11) : In general for any $k$-dimensional subspace of $A_{n×n}$ we have that:
$$\sqrt{(k/n)} \leq incoherence(A)\leq 1$$
where the lower bound is achieved (for ...

**1**

vote

**0**answers

133 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:
...

**4**

votes

**2**answers

217 views

### Minimax theorem on a non convex domain

A minimax theorem is a theorem which states that under certain conditions on $\mathcal{X}$, $\mathcal{Y}$ and $f$:
$$ \inf_{x \in \mathcal{X}}{\sup_{y \in \mathcal{Y}}{f(x,y)}} = \sup_{y \in ...

**0**

votes

**1**answer

57 views

### generalization from linear programming solution [closed]

I have a series of similar linear programs that depend on an input vector $a\in A$ and whose solution is an output vector $b\in B$. I can solve them individually, but this is wasteful. I suspect that ...

**0**

votes

**1**answer

117 views

### Eigenvalues of a given parametrized matrix.

Let $\mathbf{A}$ and $\mathbf{B}$ be two complex rank-one $N\times N$ positive semi-definite matrices. Let the matrix $\mathbf{C}$ be defined as
\begin{align}
...

**0**

votes

**2**answers

101 views

### Union of linear inequalities cover whole space?

We have $n$ variables $a_0,a_1,\ldots,a_n$ such that $a_i\geq a_{i+1}$.
There are $k$ sets of linear inequality constraints on the $a_i$.
I need to check that any choice of $a_i$ satisfies at least ...

**1**

vote

**0**answers

144 views

### How to solve such an optimization problem efficiently？

Given a symmetric positive semi-definite matrix $\mathbf Y$ and a convex set $\mathcal M$ which is a subset of all symmetric positive semi-definite matrices (consider a simple case of $\mathcal M$： a ...

**2**

votes

**0**answers

139 views

### An optimization in Markov Chain

We are given two correlated random variables $V$ and $X$ supported over a finite alphabets $\mathcal{V}$ and $\mathcal{X}$. Suppose the marginal $P_V$ and conditional distribution $P_{X|V}$ are ...

**0**

votes

**1**answer

283 views

### Supremum in a Markov chain model

A Markov chain $X$ with finite state space $\{1,2,\cdots,N\}$ is defined on a probability space $(\Omega, P, \mathcal{F})$ equiped with filtration $\{\mathcal{F}_t\}$. And we assume that we can reach ...

**1**

vote

**0**answers

117 views

### Maximizing an integral over a convex region

Let $C$ denote a compact, convex region in the plane containing the origin with unit area, and let $f$ be a probability distribution on $C$. Let $f^\ast$ denote the distribution that maximizes the ...

**3**

votes

**2**answers

541 views

### Moreau-Yosida regularization in Banach spaces

For a seminar I am working on a Moreau-Yosida regularization in Banach spaces.
The regularization is defined by
$$f_\lambda(x) := \inf \left \{ \frac{\|x-y\|^2}{2\lambda} +f(y) : y \in X \right \}, ...

**1**

vote

**0**answers

43 views

### Discrete Optimal Control and Monotone Policies

Let $x = (x_1,x_2) \in \mathbb{N}^2$ be the state, $u$ be the control, and the dynamics be given by $x^{(k+1)} = f(x^{(k)}, u^{(k)}, w^{(k)})$ where $w^{(k)}$ is an IID noise source. For some stage ...

**0**

votes

**1**answer

115 views

### Kalman filter with long term bias

I was reading about the Kalman filter and I do not understand how it should be used when our measurements have a long term offset like GPS location updates do.
As I understand, the Kalman filter ...

**2**

votes

**0**answers

35 views

### Continuity of minimizer of a function with respect to another variable

Suppose the real function $f(w,X)=wg(X)+h(X)$ ($g$ and $h$ are other functions) is differentiable with respect to scalar $w$ and vector $X \in \mathbf{R}^m$ everywhere and $f$ is bounded below. What ...

**2**

votes

**2**answers

276 views

### Why eigenvectors optimize this orthogonally constrained nonlinear minimization problem?

Given a $p \times p$ positive definite matrix $\Sigma$, why eigenvectors of $\Sigma$, stacked as columns of a matrix $R \equiv [r_1 \, r_2 \, \ldots \, r_p]$, optimize the following orthogonally ...

**6**

votes

**3**answers

507 views

### Optimization problem on trace of rotated positive definite matrices

Given two $n \times n$ symmetric positive definite matrices $A$ and $B$, I am interested in solving the following optimization problem over $n \times n$ unitary matrices $R$:
$$
\mathrm{arg}\max_R ...

**1**

vote

**0**answers

100 views

### Forcing a set of complex points to be closed under conjugation

I am a PhD student and I have to address the optimization of a real scalar function of complex variables $f(z_1,z_2,\ldots,z_n)$. The function is real valued in my case because each complex $z_i$ ...