**0**

votes

**3**answers

989 views

### Solving a non-convex quadratically constrained quadratic program

I have the following quadratic optimization problem: $\min_{\vec{x}} |\vec{x}|^2$ subject to $\vec{x}^T G_j \vec{x} \geq 1$, $j = 1 \ldots m$, where the $G_j$ are positive semidefinite. $|\vec{x}|$ is ...

**7**

votes

**2**answers

352 views

### More general form of inequality?

I have proved a simple Lemma that I need for a larger result, and I was wondering whether it is actually another more famous result in disguise.
The lemma says that for any set of vectors in ...

**3**

votes

**0**answers

151 views

### stochastic control / geometric mean

Consider the following problem:
Given $\Omega$ and $U$ two symmetric definite positive matrices, choose a matrix $K$ to minimize the expectation $x' \Omega x + x'K'UKx$ when $x$ follows the invariant ...

**2**

votes

**1**answer

144 views

### Maximizing positive definite quadratic using the eigendecompoisition

Consider the problem:
$\textrm{max}\;\; x^T Q x$
subject to $||x||_\infty \leq 1$, where $Q$ is a positive definite matrix.
I believe this problem is NP-hard (although I have only found hardness ...

**1**

vote

**1**answer

373 views

### conjugate function for matrix mixed norm

I am familiar with the conjugate function of the vector norm, which uses the concept of dual norm and is defined as follows:
...

**1**

vote

**0**answers

230 views

### Matrix conditions under which spectral radius is smaller than 1?

Hello everyone,
I would like to find out which conditions are necessary so that the spectral radius $\rho(M)<1$ where $M$ represents the following matrix:
$M = \left( \begin{array}{ccc}
W & 0 ...

**8**

votes

**5**answers

3k views

### Is that true all the convex optimization problems can be solved in polynomial time using interior-point algorithms

Just a new guy in optimization. Is that true all the convex optimization problems can be solved in polynomial time using interior-point algorithms?

**2**

votes

**1**answer

241 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 ...

**1**

vote

**1**answer

295 views

### Projection onto a quadratic cone?

Consider a constraint of the form
$$ f(x) := x^T A x = 0 $$
where $A \in \mathbb{R}^n$ is symmetric but may be singular and indefinite. The constraint set $C$ is a (nonconvex) cone, since for any ...

**2**

votes

**1**answer

396 views

### faces of a polytope

Let $a_1,a_2,..,a_n\in\mathbb{R}^m$, $n>m$ and the points are in general position meaning, no hyperplane contains more than $m$ points. Define a polyhedron $$P=\{x\in\mathbb{R}^m:a_1'x\leq0, ...

**1**

vote

**1**answer

154 views

### optimization related to sdp

I have the dual solution of an sdp problem and strong duality hold in this case, I have the dual feasible solutions . From the Dual feasible solutions can i get the primal feasible solution?

**6**

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 ...

**8**

votes

**1**answer

208 views

### Algorithm for matching in the power set lattice

Suppose that we have two probability distributions, $f$ and $g$ on the subsets of a finite set $X$, i.e. $f, g: P(X) \to [0,1]$, with
$$
\sum_{A \subseteq X} f(A) = \sum_{A \subseteq X} g(A) = 1.
$$
...

**2**

votes

**1**answer

1k views

### Sufficient conditions for gradient descent convergence

I have an unconstrained optimisation problem with convex objective function $f(x)$. Suppose I have access only to some function of the gradient $\hat{\nabla}= g(\nabla f)$, and I take gradient steps ...

**3**

votes

**2**answers

757 views

### Computational complexity of unconstrained convex optimisation

What is known about the relationship between unconstrained convex optimisation and computational complexity? For example, for which optimisation problems and which gradient descent algorithms is one ...

**5**

votes

**0**answers

126 views

### Minmax problem for polygons

Let $\text{Pol}_n$ be the set of all convex polygons on a plane with $n$ vertices. For $P\in \text{Pol}_n$ denote by $\text{Tr}(P)$ the set of all triangles which vertices are some vertices of $P$. I ...

**2**

votes

**1**answer

149 views

### Relations between a set of inner products of vectors

Suppose we have n normalized vectors on an arbitrarily large Hilbert space $|A_1\rangle,\dots,|A_n\rangle$, $\langle A_i|A_i\rangle=1$ for every i. And there're $\frac{n(n-1)}{2}$ inner products ...

**7**

votes

**2**answers

336 views

### Entropy conjecture for distributions over $\mathbb{Z}_n$

Suppose we have two independent random variables $X$ (with distribution $p_X$) and $Y$ (with distribution $p_Y$) which take values in the cyclic group $\mathbb{Z}_n$. Let $Z = X +Y$, where the ...

**3**

votes

**1**answer

278 views

### Stronger bound for a modified Lyapunov Equation

In regard to the stability analysis and control properties of the linear system $\dot{x}=Ax$.
Consider the solution $P$ of the continuous Lyapunov equation $AP+PA^T+Q=0$, where $A,Q,P
\in
...

**2**

votes

**1**answer

208 views

### Nearest trio of neighbours for non-intersecting ellipses

Hi,
I'm working on a problem which is to find the closest trio of neighbours for a set of arbitrarily placed non-intersecting ellipses. As a new user I'm not allowed to include image tags but I've ...

**2**

votes

**4**answers

933 views

### Fractals as solution to optimization problem?

What's the scientific reason for fractals being present in nature at such a large scale? Is it perhaps the solution of an optimization problem? For example, would the fractal based shape of certain ...

**3**

votes

**1**answer

400 views

### What is the minimum of the Frobenius norm in the intersection of positive semidefinite cones?

For scalar variables $x$, we have a simple solution for the following problem.
\begin{eqnarray}
\min_x&&\alpha(x-a)^2+\beta(x-b)^2 \\\
\mathrm{s.t. }&&x\leq a\\\
...

**3**

votes

**1**answer

193 views

### Integral of a quadratic on a polygon (variations of discrete surfaces)

This question is pretty simple to state: given two linear functions on a polygon, I'm looking for a formula for the integral of their product which depends only on the values at the (unlabelled) edges ...

**2**

votes

**3**answers

614 views

### An Optimization problem

The following unusual optimization problem came up and I don't know where to begin:
Maximize over the real variables $x_1, \dots, x_n$ the sum
$$
S = \sum_{r = 1}^n \frac{1}{x_1 + \dots + x_r}
$$
...

**4**

votes

**2**answers

277 views

### Optimal control problem with control derivative.

I faced to a bit weird control problem, that is minimize cost functional
\begin{equation}
J(u) = \int_0^Tg(t,x(t),u(t),\dot u(t))dt
\end{equation}
subject to
\begin{equation}
\dot x(t) = ...

**1**

vote

**0**answers

166 views

### Finding a curve of some approximate arc length (with uniform or zero curvature) with a specified distance to a set of points in 3-space

Imagine I define a set of $N$ points in 3-space, $P$, and I would like to define a straight-line or curve, $C$, with uniform or zero curvature, that has some desired distance, $M$, to each of these ...

**2**

votes

**1**answer

193 views

### Is the following function convex-\cap? How to maximize it?

This question got no answer or comments on Math Stackexchange:
http://math.stackexchange.com/questions/104114/is-the-following-function-convex-cap
Let $p=(p_1,\ldots,p_n)$ be a given nondegenerate ...

**4**

votes

**0**answers

89 views

### Applications of k-medians with moment constraints

Suppose I have a collection of points $p_1,\dots,p_N$ in the plane. In the Euclidean $k$-medians (or $k$-means) problems, our objective is to distribute a set of $k$ points $x_1,\dots,x_k$ in the ...

**3**

votes

**1**answer

373 views

### Solving for Hamiltonian path with constraints on allowable routes through vertices

Suppose you have a complete graph with N vertexes, with a distinguished vertex $n=1$ ("start"), and you wish to find a route traveling exactly once through each vertex so that the distance along the ...

**2**

votes

**1**answer

242 views

### Optimization of a Specific Polynomial

I have a polynomial:
$$f(x_1 \dots x_n) = \prod_{i=1}^n (c_ix_i + 1) - \frac{1}{2}c_0\sum_{i=1}^nx_i^2$$
Given some values for $c_0 \dots c_n$, I'd like to choose the maximizing values for $x_1 ...

**3**

votes

**2**answers

238 views

### Analogue of PSD matrices for permanents?

Let's begin with a few observations. Suppose we consider the set of $N\times N$ matrices and consider the matrices with positive determinant. There are several connected components in this set; let ...

**0**

votes

**0**answers

146 views

### Conic fitting with pseudoinverse technique

I am trying to fit points of an ellipse to my model using pseudoinverse technique described in this paper (it's in section 4.1). I'm sure that my understanding is wrong, please, could you give me ...

**1**

vote

**1**answer

284 views

### A positive semidefinite programming problem

Dear all,
I've got a SDP problem as follows:
$\min_{{\bf H}\succeq0}\quad trace({\bf H}) - {\bf a}^{\top}{\bf H}{\bf b}$,
where ${\bf a}$ and ${\bf b}$ are two constant vectors. May somebody tell ...

**4**

votes

**2**answers

228 views

### Lagrangian duality

Suppose we have a primal problem
$
\min_x f(x), s.t. h_i(x)=0,
$
where $h_i$ are all affine, and $f$ is convex.
Then its Lagrangian is
$\min_x \max_{z_i} f(x) + \sum_i z_i h_i(x)$
and the dual ...

**1**

vote

**1**answer

192 views

### Proving a variational problem has no solutions

Consider the following integral
$ \int_{0}^{\frac{\pi}{2}} \left( \sqrt{y(x)^2 + y'(x)^2} \left( \ln \left( \frac{\sin(x)}{1 -\cos(x)} \right) + \frac{\pi}{2} \right) + \frac{\pi}{2} y'(x) + 1 ...

**3**

votes

**0**answers

224 views

### Maximise $L^q$ norm of a vector, for fixed $L^1$ and fixed $L^p$ norms [closed]

Consider a vector $x \in \mathbb R_+^n$ and $p,q \in \mathbb R$ such that
$1 < p < q$
We fix $\sum \limits_{i=1}^{n}|x_i| = 1$ and $ \left(\sum \limits_{i=1}^{n}|x_i|^p \right)^\frac{1}{p} = ...

**1**

vote

**1**answer

260 views

### Minimizing ellipsoid over intersection of ellipsoids

Let's say I want to minimize a quadratic form $\sum_{j=1}^n c_jx_j^2$ (all $c_j$ are positive constants), which corresponds to an $n$ dimensional ellipsoid, over the outer part of the intersection of ...

**1**

vote

**0**answers

346 views

### Partial feedback linearization (Control theory)

Greetings,
I'm trying to understand a theorem about partial feedback linearization from a paper "On the largest feedback linearizable subsystem" by R.Marino (you can find it here: ...

**1**

vote

**1**answer

98 views

### Are there intuitive/classically algorithmic analogues to Semidefinite programs on networks?

Many network optimization algorithms, including shortest path, push-relabel, augmenting path, etc, actually have an interpretation in terms of linear programming.
A famous application of semidefinite ...

**2**

votes

**0**answers

81 views

### Minimum time planar paths under a bound on magnitude of acceleration

On a plane, given initial position (x1,y1), initial velocity (u1,v1), final position (x2,y2), and final velocity (u2,v2), compute the solution to x''= cos(z), y''=sin(z) that has these endpoint ...

**1**

vote

**2**answers

166 views

### Bound on expression from probability distributions

I came across this issue while trying to combine multiple probability distributions into a single distribution which approximates them all simultaneously. This boils down to maximizing this expression
...

**0**

votes

**1**answer

117 views

### Conditions under which a given scheme converges

I'm sorry in advance for how long this question is. Suppose I have a continuous function $f:\mathbb{R}^n \rightarrow \Delta_{n-1}$, where we think of the simplex $\Delta_{n-1}$ as the set
...

**2**

votes

**1**answer

682 views

### Projection exists => Uniformly convex?

Hello,
I know that: Let X be a uniformly convex Banach-Space, $a\in X$ and $C\subset X$ closed and convex, then there is a unique $b\in C$ with $\left\Vert a-b\right\Vert=\inf_{x\in C}\left\Vert a-x ...

**1**

vote

**1**answer

163 views

### Conditions ensuring extrema are twice continuously differentiable?

For a functional $J[y]=\int_{a}^{b}F(t,y,y')dt$, are there any conditions that ensure extrema over the class of piecewise continuously differentiable functions are all in $C^2[a,b]$?

**4**

votes

**1**answer

498 views

### An optimization problem involving sum of binomial coefficients upto some value

I would like to minimize $f(s, n, \epsilon)$ with respect to $s$ where
$$f(s,n,\epsilon) = \left( 1 + \frac{n}{2^s} \right)\frac{1}{s} \sum_{k=0}^{\lfloor s\epsilon \rfloor} {s \choose k}~.$$
Note ...

**2**

votes

**1**answer

421 views

### minimizing functions over simple matrix inequalities

I'm wondering if anything is known about minimizing convex, not necessarily linear functions subject to "simple" matrix equalities. To be precise, consider the following example:
$min \Sigma x_i ln ...

**4**

votes

**0**answers

163 views

### Is it possible to solve the argument maximization problem $\arg\max_x \langle x,l \rangle −f_1(x)−f_2(x)$ via convex duality?

I am attempting to solve the argument maximization problem
$$\arg\sup_x \{ \langle x,l \rangle − f_1(x)−f_2(x) \} \ \ \ \ \ \ \ \ \ \ (1)$$
where the functions $f_1$ and $f_2$ are concave but ...

**4**

votes

**3**answers

535 views

### Algorithm for the intersection of a vector subspace with a cone of non-negative vectors

Hi,
I would like to know whether there is some more effective way of how to compute an intersection of a vector subspace of $\mathbb{R}^{n}$ with a cone of vectors with non-negative entries than the ...

**2**

votes

**2**answers

815 views

### How to use DFT to solve this minimization problem?

This is a problem when I'm reading a paper.
Equation:
$min\{\sum_p(S_p-I_p)^2+\beta((\partial_xS_p-h_p)^2+(\partial_yS_p-v_p)^2) \} $
where $S,I,h,v$ are all $M*N$ matrices and p stands for every ...

**10**

votes

**1**answer

532 views

### Complexity of a weirdo two-dimensional sorting problem

Please forgive me if this is easy for some reason.
Suppose given $S$, a set of $n^2$ points in $\mathbb{R}^2$.
I want to choose a bijective map $f$ from $S$ to the set of lattice points in $\lbrace ...