**10**

votes

**2**answers

434 views

### Optimal inspection path on a sphere

Suppose you would like to "inspect" every point of a unit-radius
sphere $S \subset \mathbb{R}^3$ by walking along a path $\gamma$
on $S$, but you can only see a distance $d$ from where you stand.
...

**0**

votes

**0**answers

250 views

### A tricky optimization problem over matrices

Hi
I have the following problem whose solution has lured me for some months now....
All matrices are complex $N\times N$.
Let $A$ be a positive definite matrix with all eigenvalues strictly smaller ...

**1**

vote

**0**answers

93 views

### null controllability of linear wave equation

Consider the linear wave equation :
$$z_{tt}=\Delta z + k(x) z + h(t) , \; in \; \Omega\times (0,T)$$
Are there sufficient conditions on the functions $k(x)$ and $h(t)$ for which $(z,z_t)$ vanish ...

**2**

votes

**0**answers

334 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

**0**answers

91 views

### A Conjecture related to minimization of product of determinants over permutations

Hi
I have the following problem (and a conjecture which holds in Matlab).
Given an $N\times N$ matrix $H$, represent it by its $2N\times 2N$ real-valued representation (which I will also denote by ...

**2**

votes

**0**answers

161 views

### Quadratic optimization with parameter in constraint

Disclaimer: I posted the same question on math.stackexchange. However, the FAQ suggests to post research-level questions in this forum.
Question: Given a function $q: \mathbb R^{N\times N}\mapsto ...

**1**

vote

**0**answers

58 views

### strong stability for the wave equation

Consider the $n-$dimensional wave equation
$$z_{tt}=\Delta z + k(x) z - \epsilon {1}_\omega z_t, \; in \; \Omega\times (0,T)$$
where $\omega\subset \Omega.$ Can I have $z(t) \to 0,$ as $t\to+\infty$ ...

**1**

vote

**0**answers

107 views

### Compactness of the set of solutions to an ODE

I am interested in optimal control problems with state constraints in the form of
ordinary differential equations given by
$\dot{x} = f(x,p), \quad t \in [0,T], \quad x(0) = x_{0}, \quad p \in K$,
...

**0**

votes

**1**answer

73 views

### Representation of all pass transfer functions/inner functions as Blaschke product.

What is the proof for: 'An all pass transfer function/inner function can be represented by a Blaschke Product' ?

**1**

vote

**1**answer

133 views

### Control a linear system to the kernal space of the output matrix.

Consider the following controllable and observable linear system
$$\dot x=Ax+Bu, y=Cx,$$
where $x\in \mathbb{R}^n, u\in \mathbb{R}^m, y\in \mathbb{R}^p$.
The observability of $(A,C)$ ...

**2**

votes

**0**answers

77 views

### Approximating solutions to minima of the discrete Lagrangian

I have been stuck on this problem for a week and I'm not sure whether or not it is hard or I'm just missing something obvious.
General gist of the problem
I have a variational problem on a ...

**1**

vote

**2**answers

165 views

### What is the dual of an semidefinitely representable (SDR) cone?

The Question
Let $V\simeq \mathbb{R}^r$ be an $r$-dimensional vector space with the usual Euclidean inner product.
Let $\mathcal K\subset V$ be a cone defined as
$$
\mathcal K=\Big\{x\in ...

**3**

votes

**0**answers

106 views

### Multiple Number Partitioning / “Multiprocessor Scheduling”

Consider the well-known Number Partitioning / "Multiprocessor Scheduling Problem": You want to partition a set $S$ of objects (jobs) $i$ with weights $w_i$ (process time) into subsets $S_k$ (e.g. ...

**2**

votes

**1**answer

88 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
$$
...

**4**

votes

**0**answers

81 views

### Sufficiency of stationary policy for negative stochastic dynamic programming

Consider a Markov Decision Process with Borel state space $X$ and Borel action space $U$, like the one defined in the book "Stochastic Optimal Control: Discrete-time case" by Bertsekas and Shreve. All ...

**0**

votes

**1**answer

95 views

### Avoiding epsilon in mixed integer linear and quadratically constrained programs

I would like to represent the following constraint as MILP constraint where $x \in [a, b]$ with fixed $a, b \in \mathbb{R}$ and $y \in \lbrace 0, 1 \rbrace$.
$(x = 0 \wedge y = 1) \vee (x \neq 0 ...

**3**

votes

**1**answer

678 views

### Symplectic block-diagonalization of a real symmetric Hamiltonian matrix

Given a $2n\times 2n$ real, symmetric, Hamiltonian matrix $W$ (anticommutes with the symplectic metric), is there an orthogonal, symplectic matrix $R$ such that $R^\top WR$ is block-diagonal?
Being ...

**6**

votes

**1**answer

250 views

### Generalization of the equilateral triangle?

I consider points in the two-dimensional plane.
An equilateral triangle is a set of three points in the plane which are equidistant.
Suppose now I have $n$ points $x_1,...,x_n$. What is the ...

**1**

vote

**1**answer

352 views

### for what arguments the function reaches maximum?

Hi,
What is the maximum of the following function?:
$f(x_i,w_i)=\frac { \sum w_i}{ \sum \frac {w_i}{x_i} } - \frac{ 1 - \prod \left ( 1 - w_{i}\right )}{ 1 - \prod \left ( 1 - \frac{w_{i}}{ ...

**3**

votes

**1**answer

203 views

### Optimal Control

Consider the optimal control problem with an optimal trajectory $x^*(t)$ and an initial point $(x_1^0,x_2^0)$
\begin{equation}
\begin{split}
\dot{x}=A x + Bu
\\\
J=\int^\infty_0(x_2^2+\epsilon u^2)dt
...

**4**

votes

**2**answers

235 views

### Riemannian metric on a space of “not-quite-smooth” (hyper)surfaces?

Apologies if the title's a bit vague; I'll try to explain everything below, and please let me know if I should clarify anything.
I've been looking for a while at variational problems on polytopes. ...

**2**

votes

**1**answer

156 views

### Upper bound concerning Snell envelope

Consider, on a filtred probability space $ \left (\Omega, \mathcal F, \mathbb F , \mathbb P \right )$ where $ \mathbb F = \left(\mathcal F_ t \right )_ {t\geq 0}$ is filtration satisfying the usuual ...

**7**

votes

**1**answer

312 views

### Probability density that minimizes the sample range

Let $\mathcal{F}$ denote the set of all "concave probability distributions" on the unit interval, that is, all functions $f:[0,1]\to \mathbb{R}$ such that $f$ is concave, $f(x)\geq 0$ for all $x\in ...

**3**

votes

**1**answer

879 views

### Difference between 'generalized gradient' and 'subgradient' ?

Hi, I am wondering what the difference between 'generalized gradient' and 'subgradient' of a (potentially non-differentiable) convex function 'f' is.
The generalized gradient I am interested in is ...

**2**

votes

**1**answer

67 views

### (A)periodicity and (In)dependence on the boundary condition for optimization problem related to ODE

The question is pair to MO117505 and translates some problem on error-correction codes to similar problem about differential operators. (See also If “force” is periodic does it imply “velocity” is ...

**3**

votes

**2**answers

432 views

### Minimum eigenvalue of a Affine Combination of two Hermitian matrices

Consider two $N \times N$ hermitian indefinite matrices $A_1$ and $A_2$. Consider their affine combination
\begin{align}
M(t)=(1-t)A_1+tA_2
\end{align}
I am interested in the minimum eigenvalue of ...

**0**

votes

**0**answers

99 views

### maximum of the sum of polynomials

Hi
I have $n$ polynomials, each one is positive over a certain range and the maximum value each can attain is 1. Also each polynomial has atmost one peak(maximum). Is there some way that I can show ...

**3**

votes

**1**answer

245 views

### If “force” is periodic does it imply “velocity” is periodic ? (or decoding tail-bited conv. codes)

I'll try to translate certain problem about convolutional codes to more common language of ODE, hope my translation is correct, but welcome to criticize.
Consider two given functions periodic ...

**1**

vote

**1**answer

75 views

### Numerical optimisation for multivariate Gaussians

Hi,
I want to calculate
$
f_{\mathbf x}(x_1,\ldots,x_k)\, =
\frac{1}{(2\pi)^{k/2}|\boldsymbol\Sigma|^{1/2}}
\exp\left(-\frac{1}{2}({\mathbf x}-{\boldsymbol\mu})^T{\boldsymbol\Sigma}^{-1}({\mathbf ...

**6**

votes

**0**answers

148 views

### Numerical linear algebra: how to compute $B^TC^{−1}B$ efficiently

Hi,
my question is similar to this one. I have to compute $B^TC^{−1}B$, where $C$ is a strictly positive definite $n\times n$ matrix and $B$ is $n\times m$.
The matrix $C$ is huge ($n$ up to a ...

**2**

votes

**1**answer

130 views

### Rayleight Ritz Ratio and smallest eigenvalue for a set of given matrices

I am familiar with Rayleigh Ritz Ratio for hermitian matrices. Let $A_1$ be a given $N \times N$ hermitian matrix. Then the smallest eigenvalue of $A_1$ is given by
\begin{align}
...

**2**

votes

**1**answer

255 views

### An optimization problem, non complete bipartite graph and hungarian algorithm

I have two tables at my disposal, one work dataset and one reference dataset. Each dataset has got two columns, lets say these are fields A and B. I would like the rows in reference dataset with the ...

**5**

votes

**1**answer

335 views

### Solve equation with matrix variable

I want to solve a matrix $\Omega$ from a equation $\sum_k (\Omega + \Theta_k)^{-1} = Q$. The $Q$ and $\Theta, \forall k=1...K$ are known, and are positive definite matrices. $\Omega$ also has to be ...

**0**

votes

**1**answer

318 views

### Is unconstrained integer convex optimization problem NP-hard?

Does anyone know a reference to the answer if unconstrained integer convex optimization problem (i.e. $\min_{x\in \mathbb{Z}^N} F(x)$, $F$ is convex and $N$ is NOT fixed) is NP-hard?
Thank you in ...

**4**

votes

**1**answer

1k views

### Choice of Lipschitz constant for proximal gradient optimization

I'm trying to use proximal gradient methods (Forward-Backwards Splitting and FISTA) to minimize a function
$f(B) = \frac{1}{2}|| XB - Y||_F^2 + \frac{\gamma}{2}||B C^T||_F^2$, where $X \in ...

**6**

votes

**1**answer

359 views

### An S-lemma for polynomials of degree 4 in three variables

Might the following be true:
Let $p,q\in\mathbb{R}[x,y,z]$ be homogeneous polynomials, with $\deg(p)\leq 4$ and $\deg(q)= 2$. Suppose $q(x,y,z)>0$ for some $x,y,z\in\mathbb{R}$. Then the ...

**5**

votes

**2**answers

291 views

### Simultaneous maximization of two Generalized Rayleigh Ritz Ratios

Consider hermitian positive semi-definite matrices $A_1$ and $A_2$. Consider also positive definite matrices $B_1$ and $B_2$. I want to maximize the minimum of the two Generalized Rayleigh Ritz ratios ...

**0**

votes

**0**answers

152 views

### Stochastic optimal control with no diffusion

Classical stochastic optimal control problem is to minimize functional
$$
J(u) = \mathbf E \int_0^T f(t,x_t,u_t)dt,
\tag{1}
$$
subject to SDE
$$
dx_t = b(t,x_t,u_t)dt + \sigma(t,x_t,u_t)dW_t, \quad ...

**1**

vote

**1**answer

415 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 to know if this can ...

**2**

votes

**0**answers

156 views

### Honeycomb-type properties of the Delaunay triangulation and Voronoi diagram

Suppose I'd like to distribute a set of points $P=\lbrace p_1 ,\dots, p_n \rbrace$ in the unit square $S=[0,1]\times[0,1]$ to minimize a weighted sum of two things:
1) The average distance between a ...

**5**

votes

**2**answers

325 views

### relation between solution of a linear program and its perturbation

I have a linear program over a finite set of points $(x_1, x_2,\ldots, x_m)\in\mathbb{R}^n$:
$$
\max_j c' x_j
$$
Suppose the solution of this LP is obtained at a point $x_{j_1}$, which is a vertex ...

**1**

vote

**2**answers

1k views

### When do maximum and expectation commute?

Hi, I'm looking for conditions on $G(t,x)$ such that
$$
\sup\limits_{t\in [0,1]}E[G(t,X)]=E[\sup\limits_{t\in [0,1]}G(t,X)]
$$
where $X$ is a random variable (it's easy to see that $\sup\limits_{t\in ...

**2**

votes

**2**answers

104 views

### Worst-case nearest-neighbor distances between regions

Suppose that $S_1,\dots,S_n$ is a collection of disjoint shapes in the plane, and let $\mathcal{X}$ denote the set of all $n$-tuples of points $\lbrace x_1,\dots,x_n\rbrace$ such that $x_i\in S_i$ for ...

**0**

votes

**0**answers

101 views

### Reference Request (semidefinite relaxation)

Considering the semidefinite relaxation technique where a quadratic program is relaxed by the full-rank semidefinite programming. This is, $x^TQx$ now reads as Tr$(XQ)$ without any rank constraint in ...

**2**

votes

**1**answer

209 views

### Best constant in a convex polynomial inequality.

Let $\phi(x)$ be a convex polynomial of degree $m$ at least two. Note that for $x,q \in \mathbb{R}$
$$\phi(x) + \phi(q) - 2\phi(\frac{x+q}{2}) =
...

**6**

votes

**4**answers

817 views

### solving Lyapunov-like equation

The following matrix equation might be a Lyapunov-like equation, but it seems hard for me to develop a simpler way to solve it. From the computation effort, I need some help for solving the special ...

**5**

votes

**2**answers

542 views

### Gandhi's quote formalized [closed]

Hello,
I hope this question is appropriate for Mathoverflow. Gandhi said, "Be the change that you wish to see in the world". I don't understand anything in Game/optimization theory (I don't know ...

**0**

votes

**1**answer

163 views

### (probably simple) optimization question

Suppose you have a concave function defined over a non-polyhedral convex cone and you are interested in the infimum. What would be standard approaches to tackle the question? (The cone is actually PSD ...

**1**

vote

**2**answers

113 views

### LP/QP with not-so-constant linear constaints

I have an otherwise standard LP or PSD QP problem as below:
$\min\limits_x {c}' x$ subject to $Ax\leq b$
or
$\min\limits_x \frac{1}{2}{x}' Qx + {c}' x$ subject to $Ax\leq b$
the only exception ...

**2**

votes

**1**answer

176 views

### A Function with Exactly $k$ Minima in a Bounded Space

Is it possible to have a function with the following properties?
(i) The function maps a bounded $n$-dimensional space $\mathcal{X}$ (say $\left[0,1\right]^n$) onto a bounded interval $\mathcal{Y}$ ...