**0**

votes

**0**answers

29 views

### Applications of systems with multiple time

A dynamical system with multiple time is an action of a group $\mathbb{Z}^d$ or $\mathbb{R}^d$ on a metric space.
I'm intrested in informative examples and applications of such systems. I know about ...

**0**

votes

**0**answers

25 views

### Connection between maximal regularity and optimal control

I would like to know the connection between maximal regularity and optimal control of some equations. I do not find any related topic on internet. Anyone can help me for this question ?

**1**

vote

**2**answers

75 views

### Orthogonal Procrustes problem with Absolute Values

Given a non-negative matrix $T$, how to find a orthogonal matrix $O$ minimising
$$ \left\lVert \, |O| - T \right\lVert_F,$$
where $\lVert \cdot \lVert_F$ denotes the Frobenius norm, and $| \cdot |$ ...

**0**

votes

**1**answer

364 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 ...

**4**

votes

**0**answers

194 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 ...

**1**

vote

**0**answers

12 views

### Deterministic global solution to find the Optimal-knot placements for continuous piecewise linear functions to fit nonlinear data

I have been searching lately for a deterministic global technique to linearize a nonlinear function with continuous piecewise linear regions.
I've a univariate nonlinear function y=f(x). where f(x) ...

**2**

votes

**0**answers

45 views

### Is there a name for this variant of the MST and the TSP?

Suppose I am given a weighted graph $G$ that contains a "start vertex" $v_0$, and my goal is to construct a set of paths that all originate at $v_0$ and touch all of the vertices of $G$, with as ...

**3**

votes

**1**answer

367 views

### A min-max formula for depth of the origin in a convex set

Depth is defined as the distance to the boundary of a set, i.e., $\operatorname{depth}(x, C) = \operatorname{dist}(x, \mathbb{R}^n \backslash C)$.
Let $C$ be a convex set that contains the origin. I ...

**0**

votes

**0**answers

63 views

### Hessian of composite function

Given a (globally, but not necessarily locally) surjective smooth map: $V:\mathbb{R}^n \rightarrow SU(4)$ (with $n >> 4$) and the function $J_{G}: SU(4) \rightarrow \mathbb{R}$ defined by:
...

**2**

votes

**0**answers

44 views

### Are singular critical points isolated for control systems on comapct semi-simple Lie groups

Given a control system on $SU(n)$ (or any other compact, semi-simple Lie group I suspect) of the form:
$\frac{d U_t}{dt} = (A + w(t)B)U_t$
where $A,B \in \mathfrak{su}(n)$ generate the algebra (to ...

**0**

votes

**0**answers

23 views

### solution of an infinite horizon optimization problem

Give the following formulation:
$\min_{\{x_s(t):\forall s,t\}} \sum_{s \in \mathcal{S}} \mathbf{1}\left(\lim_{T\rightarrow \infty} \frac{1}{T} \sum_{t=1}^T \frac{y_s(t)}{x_s(t)}\leq 1\right)$
$s.t. ...

**0**

votes

**1**answer

52 views

### Solving a nonlinear optimisation problem

I have the following nonlinear optimisation problem arising in my model.
$$\min \sum_{k=0}^{N-1} (\tau-t_k)^+\quad \text{ s.t. } {\mathbf{x}^\top\mathbf{w}\le W,\ \mathbf{x}\ge0}, t_k=t_{k-1}+x_k ...

**1**

vote

**2**answers

168 views

### The term for problems “like” Brachistocrone?

Is there a commonly-accepted umbrella term for infinite-dimensional calculus problems where the goal is to compute an optimal geometric path between a pair of points? Three examples of this would be ...

**11**

votes

**2**answers

4k views

### “You can't push a rope”

"You can't push a rope" is a wisdom saying that some engineering teachers pass along to their students. Since I'm not an engineer, I can only guess at what they mean, but it sounds to me like code ...

**2**

votes

**0**answers

85 views

### Solve non-linear Optimization Problem [closed]

I have to find $x$ that minimizes: $$ \sum_{k}(x^H\textbf A_kx - b_k)^2$$ where $A_k$ are 4 x 4 positive definite matrices ($A_1, A_2,...A_k$), $x$ is 4 x 1 vector and $b_k$ are scalars ...

**8**

votes

**2**answers

215 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 ...

**1**

vote

**0**answers

158 views

### A path optimisation problem

Consider a graph of $n$ nodes randomly located in $[0,1]^2$. Each node moves following a path randomly chosen from the set of all possible paths. Regard nodes as attackers. A policeman seeks an ...

**3**

votes

**1**answer

117 views

### Singular curves of affine distributions on a Lie group

Are there any results about the rigidity of singular curves of rank 1 affine distributions on a connected compact Lie group?
Specifically the case of a right invariant affine distribution: $D_{U} = ...

**2**

votes

**0**answers

65 views

### Learning rule for recurrent neural network with flexible time steps

Summary: I want to train a recurrent network to output some answers, but the recurrent network is allowed to re-iterate through itself a flexible number of times for each input-output pair.
Why this ...

**0**

votes

**0**answers

24 views

### Duality for Generalization of standard Convex

in accordance to the previous question about KKT condition for generalization to standard convex, here I look for the dual problem to the generalized convex problem. the clear questions are :
is it ...

**0**

votes

**2**answers

271 views

### Mediated envy-free and efficient cake cutting with n=2?

Is there an algorithm in literature to compute an efficient (pareto optimal) and envy-free cake cutting when there are only $n=2$ players and a mediator?

**2**

votes

**0**answers

46 views

### Attainability of Global Optima In Optimal Control

Given a manifold $M$ and a set of smooth functions of one real variable $\mathcal{A}$ and a 'control system' type first order differential equation:
$\frac{d x(t)}{dt} = F(x,u)$
one can consider the ...

**1**

vote

**0**answers

71 views

### A (non-convex) minimization quadratic programming problem with d constraints

Minimize $0<\omega_{dd}<2$ subject to
$$\sum_{j=1}^{d}(\omega_{dj} - \omega_{ij})^{2} \geq 4, i=0,1,...,d-1,$$
where $-2<\omega_{ij}<2$ is known for $0 \leq i \leq d-1$ and $1 \leq j \leq ...

**1**

vote

**1**answer

186 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
...

**1**

vote

**0**answers

91 views

### For of a special case of $Ax>=b$, are there always integer solutions?

The input consists of two integers $n\geq 2$ and $K\geq 2$, and a vector of positive integers $b$ of size $n$. We assume that $\sum_i b_i$ is a multiple of $K$.
The output is a matrix $A(n\times n)$ ...

**1**

vote

**0**answers

101 views

### Proximal mapping of composition with linear operator

Let $A$ be an orthogonal matrix. Then the proximal mapping $prox_{f \circ A}(x)$ can be evaluated efficiently by
$$
(I + \partial (f \circ A))^{-1}(x) = prox_{f \circ A}(x) = A^T prox_{f}(A x),
$$
as ...

**2**

votes

**1**answer

151 views

### Can the nonlinear matrix equation $Bx=p+sgn(x)$ have an explicit solution?

Given $n > 0$, $0 \leq i \leq n$ is an integer, $D = diag(d_1, \dots, d_n)$ is positive definite, $e_i$ is the $i$th column of a $n \times n$ identity matrix, $u \in R^n$ such that $B = D + u * ...

**4**

votes

**2**answers

89 views

### Questions concerning convergence rate of Iterated Projections

Assume for simplicity $C_1,C_2,...,C_n\subset \mathbb{R}^m$ to be closed and convex subsets with $\underset{i=1}{\overset{n}{\bigcap{}}}C_i\neq\emptyset$.
Let $x^0\in\mathbb{R}^n$ and define the ...

**2**

votes

**0**answers

51 views

### Singularities of the Quantum propagator (baby version)

Given $a,b \in \mathfrak{su}(4)$ which are taken to generate the whole algebra, consider the following map $V:\mathbb{R}^{2} \rightarrow SU(4)$:
$V : (w_1, w_{2}) \mapsto e^{(a+w_2 b)} e^{(a+w_1 b)}$
...

**1**

vote

**0**answers

66 views

### Fréchet differentiability of functional defined by a integral [closed]

I want to prove that if the functional $I: \mathcal{C}^1[t_0,t_f] \rightarrow \mathbb{R}$ defined by
$$
I(x) = \int_{t_0}^{t_f} F(x, \dot{x},t)\,dt
$$
is Fréchet differentiable if $F$ is ...

**7**

votes

**2**answers

142 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

### Constrained optimal control problem

I am trying to solve an optimization problem which is probably reminiscent of optimal control theory but all of this is not exactly my field of expertize and I am a little bit lost in translation. If ...

**0**

votes

**0**answers

55 views

### Law of motion when initial condition is perturbed

We know how to find the law of motion (Ito process) of the value function:
$$V_t(x)=E\Big{[}\int^{T}_te^{-r (s-t)}f(s,X_s)ds+e^{-r (T-t)}g(T, X_{T})|\mathcal{F}_t\Big{]}$$
such that
...

**2**

votes

**0**answers

70 views

### About optimizing a convex function on a hypercube

Given a real valued convex function $g$ on $[-1,1]^n$, let $f$ be the restriction of it on the hypercube $\{-1,1\}^n$. I want to find a vertex on the hypercube $\{-1,1\}^n$ on which either (1) $f$ ...

**5**

votes

**2**answers

122 views

### The use of modules in control theory

So far I have seen the use of vector spaces in control theory and other notions from linear algebra; So I wonder if there's a use of this abstraction of modules over rings in control theory? any ...

**3**

votes

**1**answer

41 views

### Parameter uncertainties in LQR

I have a question about LQR.
I apply optimal controller by solving Ricatti equation based on normal plant. Suppose that I have one or few parameter variations in the plant that changes some values in ...

**3**

votes

**2**answers

121 views

### Level sets on $SU(4)$

Given $G \in SU(4)$, what are the level sets of the function $F:SU(n)\rightarrow \mathbb{R}$ defined by $F(V) = |tr(G^{\dagger}V)|^2$?
Can they be written only in terms of abstract linear maps, not ...

**2**

votes

**1**answer

307 views

### Linear and Isometric Automorphism Groups of the PSD Cone

Let $S_+$ be the cone of psd matrices ($n\times n$ real symmetric positive semidefinite matrices). This cone is a metric space induced from the inner product $\langle A,B\rangle = tr (AB)=tr(BA)$.
...

**2**

votes

**1**answer

204 views

### Simultaneous integral equation on $SU(n)$

Consider a smooth curve $U_s:[0,T] \rightarrow SU(4)$ which solves:
$\frac{d U_s}{ds} = (a + w(s)b)U_s$
for some given $a,b \in \mathfrak{su}(4)$ (which generate $\mathfrak{su}(n)$) and a smooth ...

**18**

votes

**4**answers

1k views

### Fairest way to choose gifts

Suppose that a parent brings home from a trip $2n$ gifts of roughly
equal value for his/her two children. The children get to choose one
at a time which gifts they want. What is the fairest way to do ...

**0**

votes

**1**answer

155 views

### Existence of a Lie algebra element orthogonal to the adjoint orbit of another element

Consider a compact, semi-simple, connected Lie group $G$ and its Lie algebra $\mathfrak{g}$. Denote the Killing form by $K$.
Given a single $A \in \mathfrak{g}$ when (i.e. which groups and which $A$) ...

**35**

votes

**1**answer

2k views

### Optimization problem arising from the study of zeta zeros

Motivation: The following problem arose in [1] while studying the vertical distribution of the zeros of the Riemann zeta-function. At the time, my collaborators and I were unable to solve it and I ...

**1**

vote

**2**answers

361 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 ...

**0**

votes

**0**answers

38 views

### Continuous time dynamic programming: Quadratic guess for value function

In a control problem like so:
$$J = min \int_0^{t_f} Qx^2 + Ru^2 dt $$
$$\dot{x} = Ax + Bu$$
$$x(0) = x_0$$
The regular Linear Quadratic Regulator is attained by asssuming that the optimal value ...

**10**

votes

**2**answers

235 views

### A generalization of Chebyshev polynomials

What is the monic polynomial $p(x)$ of degree $n$ which minimizes $\max_{x \in [-1,1]} |p(x)|$? The answer is the Chebyshev polynomial, and its largest value on $[-1,1]$ is $1/2^{n-1}$.
Now suppose ...

**3**

votes

**1**answer

232 views

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

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 ...

**3**

votes

**1**answer

232 views

### Maximum distance of points in intersection of balls

let $B_\delta(p):=\{x\in\mathbb{R}^d:||x-p||_2\leq \delta\}$ be a $d$-dimensional closed ball.
Now I do not have one ball, but four:
$B_{r_1}(p)$, $B_{r_2}(p)$, $B_{s_1}(q)$ and $B_{s_2}(q)$. ...

**0**

votes

**0**answers

47 views

### Nonlinear optimization problem with inequality constraints

Consider a real valued function $g(x_i)=\frac{1}{a_1+ \frac{a_2}{x_i}}, \forall i=\{1,2,3,...,n\}$.
The objective function $H$ is
$H=\sum_{i=1}^{n}\frac {1}{g(x_i)-a_3x_i}$
The optimization ...

**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 ...

**1**

vote

**1**answer

31 views

### Finding an unfrustrated set of local linear constraints with given minimal value

Let $ \{F_{i}\} $ be a finite set of linear functionals on a convex compact subset $B\subset\mathbb{R}^{n}$ such that each $F_i$ is $k$-local (acts on $k\ll n$ variables only).
Assume ...