**3**

votes

**0**answers

117 views

### This function looks quasiconvex, can't understand why

Suppose that $\mathbf{C}$ is a given matrix with non-negative entries in $\mathbb{R}^{m\times n}$ and $d$ is a given scalar, and let $g(\mathbf{y})$ be defined by $$g(\mathbf{y}):=\max_{\mathbf{x}\in\...

**2**

votes

**0**answers

99 views

### Copositivity under tensor products

Is there any symmetric real matrix $A$ such that $A^{\otimes n}$ is copositive for all positive integers $n$, but such that A is neither positive semidefinite nor has just non-negative entries?
...

**0**

votes

**1**answer

173 views

### Sufficient and necessary condition for BIBO stability

I am looking for a reference for the proof of the next claim:
"BIBO—bounded input bounded output—stability.
We claim that a necessary and sufficient condition for a system described
by a linear, ...

**0**

votes

**0**answers

85 views

### numerical solver for stochastic optimal control problems

can any one recommend numerical solver (c/c++ library preferred) for stochastic optimal control problems? For deterministic optimal control I found something like that: http://abs-5.me.washington.edu/...

**2**

votes

**0**answers

99 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 ...

**0**

votes

**1**answer

363 views

### Linear programming with exponentially many constraints and variables [closed]

From class, I learnt that problems like traveller salesman have a Linear programming representation with exponentially many constraints. Using method of separation, this problem is solved rather ...

**9**

votes

**4**answers

541 views

### The distribution of the shortest path through $n$ points

In the big picture, I'd like to know: if I sample $n$ points uniformly at random in the unit square, what is the probability that the shortest path that visits each one of them is very small?
More ...

**1**

vote

**2**answers

158 views

### Combinatorial optimization problem involving infinite spin system

In material science research, I am developing an algorithm to solve an infinite combinatorial optimization problem which I believe is the most natural problem when the system size goes to infinity.
...

**1**

vote

**0**answers

138 views

### lower bound for difference between max cut and min cut

Let $G=(V,E)$ be a graph on $n$ vertices with edge weights $w=(w_e)_{e\in E}$. Let $M^+$ and $M^-$ be the maximum and the minimum cut values, i.e.
$$M^+=\max\limits_{(U_1,U_2)}\left\{\sum_{e=\{u,v\}\...

**0**

votes

**0**answers

29 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 ...

**3**

votes

**1**answer

134 views

### A difficult combinatorial optimization problem

Let $\mathcal{J}$ be a closed, bounded, compact, convex set in $\mathbb{R}^L$.
(Notations: vector $\mathbf{x}$ is denoted in bold letters and its $i^{th}$ co-ordinate is denoted as $x_i$. $\mid\...

**2**

votes

**4**answers

951 views

### Algorithm to find the “optimal” path in a given graph

Assume that $G=(V,E)$ is an undirected connected graph and that $H: V \to \mathbb R$ is a function that assign at each vertex $v \in V$ its height $H(v)$. Think of the pair $(G,H)$ as an energy ...

**0**

votes

**1**answer

95 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
$$\text{...

**0**

votes

**1**answer

244 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 http://arxiv.org/abs/...

**3**

votes

**1**answer

54 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

212 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 ...

**7**

votes

**2**answers

152 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

106 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

464 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

42 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?

**1**

vote

**2**answers

426 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

352 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

105 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

49 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}
\mathcal{S}=\{\left(\mathbf{u}^H\...

**7**

votes

**2**answers

218 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

279 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

31 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

218 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

173 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| x_{k}-...

**2**

votes

**1**answer

152 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 ...

**17**

votes

**3**answers

1k 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
$$ m(...

**1**

vote

**1**answer

57 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

320 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

55 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

129 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

106 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

66 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

93 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

183 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 $v\in\...

**2**

votes

**2**answers

122 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

163 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

290 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

2k 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 ...

**1**

vote

**1**answer

192 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
...

**2**

votes

**2**answers

330 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

395 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

183 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:
$$\max(\...

**4**

votes

**2**answers

307 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 \mathcal{...

**0**

votes

**1**answer

61 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

134 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}
\mathbf{C}=\left(\mathbf{I}*\frac{1}{\...