All Questions
Tagged with convex-optimization convex-polytopes
42 questions
1
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0
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29
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Integral hull of a polyhedron Q is polyhedron
Let $Q \subseteq R^n$ be a rational polyhedron and let $Q_I=Convexhull(Q \cap Z^n)$. By finite basis theorem, we have $Q=P+C$ for some rational polytope $P$ and finitely generated cone $C$ where $C=R_+...
- 21
0
votes
0
answers
69
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Degree of reflectional symmetry of (unbounded) convex polyhedra in Euclidean spaces
Let $U \subset \mathbb{R}^m$ be an open domain. I'm trying to come up with a measure of its degree of reflectional symmetry and I have a question. The post in two-part, where in PART I I introduce the ...
- 1,467
1
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0
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41
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Is there any software package to find the vertices of convex polytope where the inequality constraints are bounded by variable?
I know of this package lcon2vert that computes vertices from given inequality and equality constraints describing a bounded polyhedron. Here the bounds of constraints only accept numerical values, i.e....
0
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0
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51
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Minimizer of forward and reverse Kullback-Leibler divergence with sum constraints on marginals
Consider minimization of the Kullback Leibler divergence between two discrete distributions $p$ and $q$:
\begin{align*}
D_{KL} \left( p \parallel q \right) = \sum_i p_i \log \left( \frac{p_i}{q_i} \...
0
votes
0
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115
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Software for computing polytopes
As can be inferred from the title, I want to do some computation on the facets representation of the polytopes given the vertices. My advisor recommended me Polymake, which is indeed useful even with ...
- 1
2
votes
1
answer
159
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Conic hull of a rectangle
I have a simple question that appeared in research: For a rectangle $S :=[a_1,b_1] \times[a_2,b_2] \times \dots \times [a_n,b_n] \subset \mathbb{R}^n$. Let $p_0 = (a_1,a_2,\dots,a_n)$, and define $p_i ...
- 275
1
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0
answers
61
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Fitting a convex polytope with 𝑛 facets between two nested spheres
This is related to a research problem that is interested in approximation of spheres by convex polytopes.
Let $C_r$ and $C_R$ be two spheres in $\mathbb R^d$ of radius $r$ and $R$, respectively, where ...
0
votes
1
answer
101
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Estimation via projecting onto a convex body
Assume that $\theta$ is in a convex body $K \in \mathbb{R}^n$ and we observe $y = \theta + z$, where $z$ is a noise term (following, say, the normal distribution). Consider an estimator of $\theta$ by ...
- 773
0
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0
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118
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Weak derivative of projection onto probabilist's simplex
Let $\Delta_n:=\{x\in [0,1]^n:\boldsymbol{1}^{\top}x=1\}$ denote the probabilist's $n$-simplex and let $P:\mathbb{R}^n\rightarrow\Delta_n$ denote the (Euclidean) metric projection onto this simplex ...
- 5,405
4
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1
answer
194
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How to solve this minimax matrix optimization problem?
Recently, I want to know how well can a $\ell_1$ ball be approximated by the image of a $\ell_2$ ball under a linear transform. I formulate this problem as the following optimization problem.
\begin{...
- 550
4
votes
2
answers
415
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Selecting vertices in a convex polygon
Given $n$ vertices of a convex polygon in $\mathbb{R}^2$, selecting two points that are furthest apart is done by finding the diameter in a convex polygon. But how can one select three vertices such ...
- 51
1
vote
1
answer
337
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High-dimensional polytopes
I have two questions regarding polytopes in high dimensions, $\mathbb{R}^d$ where $d > 3$, that I could not find resources for on the web for. Suppose I have a polytope that is non-convex:
How can ...
- 43
1
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0
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323
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Decomposition of Polyhedral - An example
There is no doubt that clear examples consolidate the understanding of concepts being learnt. I am new to finding the structure and decomposition of a polyhedra. Suppose that we have the system
$$ \...
- 111
4
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0
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229
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How to find the dimension of the polar cone of a convex cone generated by some given vectors
Suppose we have access to a generating set $\{v_1, ..., v_k\}\subseteq\mathbb{R}^n$ of the convex cone $C=cone(v_1, ..., v_k)$, where $cone(\cdot)$ is the conical hull (i.e. nonnegative span) of ...
- 461
2
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1
answer
243
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Does quantifier elimination help here?
Suppose we have a quantified linear program
$$\exists z_1,\dots,z_{poly(n)}\in\mathbb R$$
$$\exists u_1,\dots,u_n\in\mathcal P\cap\mathbb R^m$$
$$\forall v_1,\dots,v_n\in\mathcal P\cap\mathbb R^m$$
$$...
- 1,826
1
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0
answers
99
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Finding a point on a convex set
Given a compact bounded convex set $\mathcal C\subseteq\mathbb R^n$ given by $t$ hyperplane inequalities I want to find a point $u\in\mathcal C$ such that for all $v\in\mathcal C$
a convex relation $...
- 1,826
5
votes
1
answer
1k
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Algorithms for projecting a point onto the convex hull spanned by a set of vectors
Given a set of vectors $V = \{ \mathbf{v}_1, \ldots, \mathbf{v}_n \} \subset \mathbb{R}^d$, I want to project a point $\mathbf{x}_0 \in \mathbb{R}^d$ onto the convex hull $\text{conv}(V)$ of the ...
- 283
0
votes
1
answer
117
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Closed form solutions for maximal subsets of convex polytopes
I'm looking for any known exact results about inscribing simple convex bodies inside a convex polytope. The most famous is the Löwner-John ellipsoid, but as far as I understood in general there is no ...
- 445
3
votes
1
answer
258
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Polygon of convex arcs
Convex polygons in the plane $R^2$ arise in linear programming where the constraints are linear. The objective linear function attains its maximum at a vertex of the feasible region(if exists).
Assume ...
- 422
4
votes
2
answers
734
views
Fast projection onto a subspace
Given an $n$-dimensional vector $\mathbf{c}\in [0,1]^n$, let $\Delta_{\mathbf{c}}$ be the set of points $\{\mathbf{x}\in [0,1]^n: \langle \mathbf{c},\mathbf{x} \rangle \le 1\}$, where $\langle \mathbf{...
- 1,677
1
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1
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266
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Relative interior of a normal cone at a face of a convex polytope?
Suppose $A$ is a nonempty convex polytope in $\mathbb{R}^n$. Suppose $F$ is a face of $A$.
Consider the normal cone of $A$ at $F$:
$C_A(F)=\{v\in\mathbb{R}^n:v\cdot x\geq v\cdot y\ \forall\ x\in ...
- 159
1
vote
0
answers
53
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Projecting two convex polyhedra onto their intersection
Suppose we are given two convex polyhedra $\mathcal{C}_1, \mathcal{C}_2 \subset \mathbb{R}^n$ with non-empty intersection $\mathcal{C}_1 \cap \mathcal{C}_2 \neq \emptyset$.
For the orthogonal ...
- 337
1
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0
answers
44
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In convex optimization we know that the optimum solution is on which hyper plane
We have a standard linear program, I mean a set of inequalities $c_i^Tx\leq b_i$ where $i\in \{1,\ldots ,k\}$ and we want to find $max\{c^Ty| y\in \{\cap \{x|c_i^Tx\leq b_i\}\}$. I put some condition ...
- 19
1
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0
answers
261
views
Prove that the following set of triples forms a convex polytope
Take $a,\,b,\,c,\,d \in \mathbb R_+$ such that $a+b+c+d=1$. Define:
\begin{equation}
x_1 = \min(a+b,\,c+d)\,,\qquad x_2 = \min(a+c,\,b+d)\,,\qquad x_3 = \min(a+d,\,b+c)\;.
\end{equation}
I would like ...
- 31
2
votes
0
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62
views
on vectors for which the intersection of their convex hull and the nonegative orthant is the unit simplex
Consider the vectors $r^1 = (0,2,-1)$, $r^2 = (-1,0,2)$, and $r^3 = (2,-1,0)$. Two properties of these vectors that interest us here are:
1) The $i$'th coordinate of $r^i$ is 0, and
2) The ...
- 745
1
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0
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384
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(Quasi) convexity of separately convex homogeneous functions
Consider a function $f:\mathbb{R}^n_{\geq 0}\rightarrow \mathbb{R}$ that is separately convex, i.e. such that $\frac{d^2f}{dx_i^2}\geq 0$ for all $i\in \{1,\dots n\}$. Assume also that $f$ is ...
- 379
0
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1
answer
201
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Recursive linear programming on a linear subset of a simplex
The problem I am working on is:
Given an $n$ dimensional vector $r \in \mathcal{R}^n$, and a convex set $G=\{\mu \in \mathcal{R}^n | \mu_i \ge 0, ~ \mu^T \mathbf{1}=1, ~ A\mu =0 \}$ where $\mathbf{1}...
3
votes
1
answer
452
views
How to find extreme points of a set related to Minkowski's Theorem?
Let $S^{n-1}$ be the unit sphere in $\mathbb{R}^n$. For $m>n$, we can define $\Lambda$ to be the set
$$\{(\lambda_1, ..., \lambda_m):\sum_{i=1}^m \lambda_i=1, \lambda_i\ge0, and \mbox{ there exist}...
- 1,350
2
votes
3
answers
2k
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Better tactics for removing redundant constraints than Linear Programming?
After reading:
Detection of Redundant Constraints
It appears that linear-programming is the most commonly known way to remove ALL redundant constraints from a system of inequalities of the form
$$ ...
- 2,689
1
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0
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168
views
Projecting on a a special polyhedron
Let $X$ be an $n$-by-$p$ matrix and consider the closed convex polyhedron
$$\mathcal P_X := \{y \in \mathbb R^n | \|X^Ty\|_\infty \le 1\}.$$
Notice that $\mathcal P_X$ is symmetric about the origin.
...
- 6,853
1
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0
answers
77
views
Projecting on a convex compact polytope with special form
Let $E$ be a large sparse $l$-by-$n$ matrix ($l$ and $n$ can be in the billions...) with coefficients in $\{-1, 0, 1\}$: the first row of $E$ is the vector $(1,0,0,\ldots,0) \in \mathbb R^n$, and ...
- 6,853
1
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0
answers
82
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Log convexity for the norm of a vector-valued function
Log convexity of various functions defined on the space of Hermitian matrices plays an important role in matrix analysis and probability theory.
Given $v \in \mathbb{C}^n$, $D$ a diagonal matrix with ...
- 31
2
votes
0
answers
214
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) $f$ ...
3
votes
2
answers
792
views
Has anyone developed a technique to generate a polytope given (possibly redundant) inequality constraints? [closed]
I've found a few papers that deal with removing redundant inequality constraints for linear programs, but I'm just trying to find the vertices for a feasible region, given a set of inequality ...
- 131
2
votes
0
answers
210
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Finding optimal linear transformation for intersection of convex polytopes
I previously posted this on MathSE and am now trying here.
I have the following situation, as shown in the following diagram:
$W=\{w_i\}_{i=1..|W|}$ is a set of vertices (show in diagram in blue) ...
- 695
4
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1
answer
3k
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Find the minimum distance between two convex hulls
We work over $\mathbb{R}^N$. Let $\mathbf{P}_1$ denote the hyperplane constructed using $N$ points, each of which is on a different axis (there are $N$ axes). We denote by $\mathbf{P}_2$ the convex ...
- 233
7
votes
1
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216
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How to prove the existence of the polytope in $\mathbb{R}^d$ with a given number of faces, minimizing the isoperimetric ratio?
This is the isoperimetric type question. We know that in $\mathbb{R}^d$, balls are the sets that minimize the isoperimetric ratio $\frac{S^{d}}{V^{d-1}}$, where $S$ is the surface area and $V$ is the ...
- 1,350
0
votes
1
answer
124
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polynomial expression for counting number of integral points of a set
Let $v_i=a_ie_i\in\mathbb R^d$ and $w_i=b_ie_i\in\mathbb R^d$ for $i=1,\dots,d$ where $e_i$'s are unit vetcors and $a_i,b_i$ are positive integers. Let $$S=conv\{0,rv_i+sw_i:i=1,\dots,d\}.$$
Can we ...
- 1,713
1
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0
answers
80
views
A version of isotone projection cones
We write $a \succeq b$, where both $a, b \in \mathbb{R}^n$, as a shorthand for $a_i \ge b_i$ for all $1 \le i \le n$. Let $C$ be a closed convex cone in the first orthant of $\mathbb{R}^n$ and denote ...
- 773
1
vote
1
answer
193
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What's the most efficient way to solve this euclidean projection on non-negative affine space constraint?
I've come across this convex optimization problem in my research where I need to project a matrix $X_0$ onto a non-negative affine space constraint and box constraints. Concretely,
$X \in \mathbb{R}^{...
- 13
4
votes
2
answers
981
views
Convex Sets and Nearest Neighbors
For a set $S \subseteq \mathbb{R}^n$ and a point $x \in \mathbb{R}^n$, let $c_S(x)$ be the point $s \in S$ that minimizes $\|x-s\|$ if such a point exists and is unique. It is known that $c(x) = s$ ...
- 177
1
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0
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126
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Convex Optimization related problem
Suppose two non-negative convex functions $f$ and $g$ be given.
We want to solve the following optimization
$$\max_{g\leq\epsilon}f.$$
Now suppose that both $f$ and $g$ can be upper-bounded by a ...
- 1,109