Tagged Questions

1
vote
1answer
15 views

Nonlinearly constrained optimization (quadratic)

Hi all -- what would be good methods (and/or software packages) to try for solving a problem minimizing a quadratic function $f(x) = \sum_{i=1}^N{(x_i - y_i)^2}$, where some constr …
1
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1answer
54 views

Proving that a constructed curve solves an optimization problem

Caveat up-front: I'm not a mathematician, so please excuse any stupidity/ignorance that follows. First, let me explain what I'm trying to do: I want to choose a function that maxim …
16
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0answers
422 views
+250

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 t …
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0answers
41 views

Maximizing the time we reach to a threshold in a series of numbers [closed]

Hello everyone, I have a problem and I really don't know what kind of mathematical method should I apply to solve or model my problem. I would be thankful If anyone can give me so …
0
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1answer
120 views

Constrained Optimization: Matrix Inverse in Objective/Constraints?

Made a crucial mistake in the problem formulation; please delete.
4
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1answer
168 views

An optimization involving (random) graphs

Suppose we have a graph on $n$ nodes. We would like to assign to each node either a $+1$ or a $-1$. Call this a configuration $\sigma \in \{+1,-1\}^n$. The number of $+1$s that we …
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0answers
28 views

Covering max flow arcs by arc disjoint paths

Let $(N,A,s,t,u)$ be a network with node set $N$, arc set $A$, source $s\in N$, sink $t\in N$ and capacity vector $u\in\{1,2,\ldots,T\}^A$, and let $x=(x_a)_{a\in A}$ be a maximum …
0
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0answers
56 views

Discrete optimization

I'm having troubles with searching for analytical solution of following problem. Let we work in 3-D space and have the set of points (uniform net at cube's facets): $(āˆ’1,āˆ’1+jāˆ—h,āˆ’1 …
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0answers
55 views

Lipshitz Constant of the convex extension of a submodular function

The title says it all :) Given a submodular function (take the rank function of a matroid, for a concrete example) $f:\{0,1\}^n\rightarrow \mathbb{R}$, we can extend it to a conve …
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0answers
58 views

A question regarding Danskin’s theorem

Suppose $\phi({\bf x},{\bf z})$ is a continuous function of two arguments, $\phi: {\mathbb R}^N \times Z \rightarrow {\mathbb R}$, where $Z \subset {\mathbb R}^m$ is a (non-emp …
1
vote
1answer
54 views

Solving a QCQP problem with sparse regularization

I want to solve the follong QCQP problem: $$ \mbox{Minimize}\quad\beta^TA\beta+\mu\Omega(\beta)$$ $$ \mbox{s.t.}\quad\beta^TB\beta=1 \quad\mbox{and}\quad\beta\ge0 $$ where $A$ an …
0
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1answer
50 views

Sherali-Adams relaxation

I am trying to find a book or a paper, which explains, how and why the Sherali-Adams relaxation method works. The original paper (1990) is difficult for me to understand. I need a …
2
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1answer
241 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 …
0
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0answers
48 views

How to calculate the maximum of the relative entropy of two quadratics?

Hello, everyone! Suppose that there are two Hermitian matrices $A,B$ and a unit vector $\mathbf{x}$, then how to calculate the relative entropy of the quadratic forms determined b …
1
vote
1answer
88 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: $\|\mathbf{y}\|_p^*=\max_{\mathbf{x}}\left(\mathbf{x}^ …

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