Questions tagged [global-optimization]

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2
votes
0answers
36 views

Does the plane clustered to minimize sum distances^2 to clusters centers ( inertia / “K-means”) produce hexagonal clusters / hexagonal lattice?

"K-means" is the most simple and famous clustering algorithm, which has numerous applications. For a given as an input number of clusters it segments set of points in R^n to that given number of ...
7
votes
2answers
169 views

Maximal distance of $2d+1$ points on a sphere

If one arranges $2d$ points on the sphere $\mathbf S^{d-1}\subset\Bbb R^d$ as the vertices of the regular octahedron, then one can achieve a minimal spherical distance of $\pi/2$ between any two ...
0
votes
1answer
126 views

Is the minimum of a constraint optimization problem differentiable in the constraint parameter?

Let $h:\mathbb R^{>0}\to \mathbb R^{\ge 0}$ be a smooth function, satisfying $h(1)=0$, and suppose that $h(x)$ is strictly increasing on $[1,\infty)$, and strictly decreasing on $(0,1]$. Let $s&...
0
votes
0answers
46 views

Find minimizer of nonnegative integral functional over a closed convex subset of $L^2$

Let $(E,\mathcal E,\lambda)$ be a $\sigma$-finite measure space and $$\lambda f:=\int f\:{\rm d}\lambda$$ for $\lambda$-integrable $f:E\to\mathbb R$; $p:E\to[0,\infty)$ be $\mathcal E$-measurable ...
0
votes
0answers
20 views

Help finding sufficient conditions for unique maximizer to constrained maximization problem

I am working on a paper, and I have run into a constrained maximization problem. I would like to find some sufficient conditions for the maximizer (particularly, p) to be unique. Given my limited ...
1
vote
0answers
35 views

Pros and cons of using integer programming alone or combined integer and global optimization?

First, I am not sure if this is the right question to ask in this forum. But I have been looking for answers for a long time and I have been also asking my university's "engineering" professors but I ...
0
votes
0answers
59 views

Compute weights (analytically or numerically) so that they minimize an integral

I have a measurable function $f:E\to[0,\infty)$, measurable weights $w_1,\ldots,w_k:E\to[0,1]$ with $\sum_{i=1}^kw_i=1$, positive probability densities $q_1,\ldots,q_k:E\to[0,\infty)$ and measurable ...
2
votes
1answer
244 views

When does $\min_x \max_yf(x,y) = \min_y \max_x f(x,y)$ hold for a real function $f(x,y)$?

Let $f(x,y)$ be a real function of the variables $x,y$ (which can be real vectors). Under what conditions do we have the following equality: $$\min_x \max_yf(x,y) = \min_y \max_x f(x,y)$$ For ...
0
votes
0answers
106 views

Compute which of a finite number of integrals is minimal

Let $(E,\mathcal E,\lambda)$ be a $\sigma$-finite measure space; $f:E\to[0,\infty)^3$ be a bounded Bochner integrable function on $(E,\mathcal E,\lambda)$ and $p:=\alpha_1f_1+\alpha_2f_2+\alpha_3f_3$ ...
1
vote
0answers
62 views

Joint optimization of the order 1 moment of a function and its Fourier transform

For the purpose of a quantum optics experiment, I come to the following problem : Let $X,P \in \mathbf{R}^2$ \begin{equation} J(\psi) = | \int_{-X}^{X} x |\psi^2(x) | dx + \int_{-P}^{P} p |Tf(\...
1
vote
0answers
61 views

Distance between value function of deterministic and stochastic control problems

Suppose that one wants to control a diffusion process $$ dX_t^u = \mu(X_t^u,u)dt + \sigma dW_t; \qquad X_0^u=x $$ in order to optimize a stochastic control problem with value function $$ V_T(u)=\...
0
votes
0answers
36 views

Minimizing along independent directions, nonlinear programming

Good afternoon, I am studying the book Nonlinear Programming: Theory and Algorithms (by Mokhtar S. Bazaraa, Hanif D. Sherali, C. M.) particularly the Theorem $7.3.5$. I'm not sure I understand this ...
0
votes
0answers
57 views

Can we numerically solve this saddle-point problem?

Let $(E,\mathcal E,\lambda)$ be a measure space; $f:E\to[0,\infty)^3$ be $\mathcal E$-measurable with $\|f\|\in\mathcal L^2(\lambda)$; $\tilde p:=\alpha_1f_1+\alpha_2f_2+\alpha_3f_3$ for some $\...
0
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0answers
53 views

Numerically solve a specific saddle-point problem

Let $(\Omega,\mathcal E,\mu)$ be a probability space, $k\in\mathbb N$, $$W:=\left\{w:E\to[0,\infty)^k:\sum_{i=1}^kw_i=1\;\mu\text{-almost surely}\right\},$$ $G$ be a finite nonempty set and $a^{(g)}:E\...
0
votes
0answers
119 views

Can we find a minimizer of this linear smooth integral functional?

Let $(E,\mathcal E,\lambda)$ be a measure space; $f:E\to[0,\infty)^3$ be $\mathcal E$-measurable with $\|f\|\in\mathcal L^2(\lambda)$; $\tilde p:=\alpha_1f_1+\alpha_2f_2+\alpha_3f_3$ for some $\...
0
votes
0answers
31 views

Minimization of a nonlinear smooth integral functional

Let $(E,\mathcal E,\lambda),(E',\mathcal E',\lambda')$ be measure spaces, $I$ be a finite nonempty set, $p,q_i$ be probability densities on $(E,\mathcal E,\lambda)$, $\mu:=p\lambda$, $\varphi_i:E'\to ...
0
votes
0answers
84 views

Numerical solution of a nonlinear saddle point problem in a Hilbert space

Let $(E,\mathcal E,\lambda),(E',\mathcal E',\lambda')$ be measure spaces, $I$ be a finite nonempty set, $p,q_i$ be positive probability densities on $(E,\mathcal E,\lambda)$ for $i\in I$, $\mu:=p\...
2
votes
0answers
127 views

Can we conclude $\sup_g\int f_1g\le\sup_g\int f_2g$ from $\int f_1\le\int f_2$ in this situation?

Disclaimer: Please bear with me, the question isn't as complicated as it looks like, but I wasn't able to find any simplification for which no counterexample comes to my find. Let $(E,\mathcal E,\...
0
votes
0answers
58 views

How to maximum L1 norm problem?

I have met a problem these days. \begin{equation} \underset{\omega}{\max} \quad \Vert \text{diag}(\mathbf{h}^H)\mathbf{G}^H\mathbf{\omega}\Vert_1 \\ s.t.\quad\mathbf{\omega}^H\mathbf{G}\mathbf{G}^H\...
0
votes
0answers
69 views

A question about multivariable calculus and optimization

Consider the function $f(x) :\mathbb{R}\rightarrow \mathbb{R}$, such that $f(x)\geqslant 0\; \forall x\in \mathbb{R}$, and has a set of extremum points at $x_{j}$. Consider the integral : $$\int_{\bar{...
0
votes
0answers
40 views

Is there a multiplier rule for this minimization problem?

Let $(E,\mathcal E)$ be a measurable space, $W\subseteq\left\{w:E\to\mathbb R\mid w\text{ is }\mathcal E\text{-measurable}\right\}$ be a Banach space, $k\in\mathbb N$ and $f:W^k\to[0,\infty)$. I'm ...
1
vote
0answers
62 views

Are those two Sum-Of-Squares approach for unconstrained polynomial optimization related?

I found 2 approaches to solve an unconstrained polynomial optimization problem using the Lasserre / SOS hierarchy: $$ \inf_{x\in\mathbb{R}^n}\quad p(x), $$ where $p$ is a polynomial of even degree ...
0
votes
1answer
60 views

Fritz-John conditions: Equality-constrained case as special case of inequality constraints

In Chapter 4 of Nonlinear Programming: Theory and Algorithms by Bazarra, Sherali, and Shetty, the following claim is made after Theorem 4.3.2 (Fritz-John necessary conditions): "Note also that these ...
0
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0answers
67 views

How can we analytically solve this max-sum-min problem?

Let $I$ be a finite set, and $A_{ij},B_{ij},x_i,y_j\ge0$. I want to find the choice of $x_i,y_j$ maximizing $$\sum_{i\in I}\sum_{j\in J}A_{ij}\min\left(x_i,B_{ij}y_j\right)\tag1$$ subject to $$\sum_{i\...
1
vote
1answer
168 views

Maximize a Lebesgue integral subject to an equality constraint

I want to maximize $$\Phi_g(w):=\sum_{i\in I}\sum_{j\in I}\int\lambda({\rm d}x)\int\lambda({\rm d}y)\left(w_i(x)p(x)q_j(y)\wedge w_j(y)p(y)q_i(x)\right)\sigma_{ij}(x,y)|g(x)-g(y)|^2$$ over all choices ...
0
votes
0answers
50 views

Optimizing Function over Configuration Space

Below, I describe a function defined on (a certain subset of) the configuration space of $n$ points on the plane and I want to know how its maximum grows as $n\to\infty$. Before describing the ...
6
votes
4answers
2k views

Prove that this expression is greater than 1/2

Let $0<x < y < 1$ be given. Prove $$4x^{2}+4y^{2}-4xy-4y+1 + \frac{4}{\pi^2}\Big[ \sin^{2}(\pi x)+ \sin^{2}(\pi y) + \sin^{2}[\pi(y-x)] \Big] \geq \frac{1}{2}$$ I have been working on this ...
10
votes
1answer
562 views

Illustrating that universal optimality is stronger than sphere packing

I'm a physicist interested in the conformal bootstrap, one version of which was recently shown to have many similarities to the problem of sphere packing. Sphere packing in $\mathbf{R}^d$ has been ...
5
votes
1answer
153 views

An effective way for the minimization of $\left\|ABA^{-1}-C\right\|$

Supposing I have complex square matrices $B_i$ and $C_i$ ($i = 1,\dots,N$) of dimension $4 \times 4$. Is there an effective algorithm for solving the following problem? $$\begin{align} A=&\...
5
votes
0answers
72 views

On a maximum of a determinant with dependent variables

Let $x_1,\ldots,x_n\in [-1,1]^n$ and define the function $$f(x_1,\ldots,x_n):= \prod_{i=1}^n\prod_{j=i}^n\left(1-\prod_{k=i}^j x_k\right).$$ This is a positive function, and actually coincides with ...
1
vote
1answer
173 views

Minimizing sum of ratio of linear functions (Sum of Linear Ratios Problem)

Given constants $c_i \in \mathbb{R}$ and $d_i \in \mathbb{R}$ and variables $x_i \in \mathbb{R}$, where $c_i > 0, d_i > 0, x_i > 0$ can we easily solve the following optimization problem: $$...
1
vote
0answers
84 views

When are quadratic integer programs “easy to solve”?

Let $N_i=\{0,1,\dots,\bar{n}_i\}$ and define $N=N_1\times \dots \times N_I$. I want to maximize $f$ on $N$. $f$ has the following form $$ f(n) = \sum_i A_i n_i -\sum_i \sum_{j\neq i} B_{ij} (n_i-n_j)^...
1
vote
1answer
117 views

Finding $P$ points among $N$ to approximate a probability density function?

Let $f$ be a probability density function (positive such that $\int_{\mathbb{R}} f(x) \mathrm{d} x = 1$) and $X_0 = \{x_n\}_{1\leq n \leq N}$ be $N$ given real points. We also fix $1 \leq P \leq N$ ...
2
votes
2answers
169 views

Looking for a very particular kind of non-convex functions

I want some examples (hopefully parametric families!) of non-convex functions which satisfy the following properties simultaneously, It should be at least twice differentiable. It should have a ...
1
vote
0answers
85 views

Minimum Preserving Transformations [closed]

If $f:X\rightarrow Y$, $g:Y\rightarrow Y$ are functions and $g$ is monotone increasing function then $$ \operatorname{argmin}_{x \in X} f(x) = \operatorname{argmin}_{x \in X} g\circ f(x) . $$ X and Y ...
0
votes
1answer
409 views

Properties of the argmin function (continuity, differentiability..) [closed]

Given vectors $x_1,\ldots,x_N \in \mathbb{R}^d$ and a function, say $\psi \colon \mathbb{R}^d \times \mathbb{R}^d \to \mathbb{R}$, one is interested in the properties of the function $$\Phi\colon (x_1,...
1
vote
2answers
328 views

Maximizing a function that is sum of gaussians

Let $\mathbf{x}_1,\dots,\mathbf{x}_n$ be given $n$ vectors in $\mathbb{R}^d$. Define the function \begin{align} \mathcal{K}(\mathbf{x},\mathbf{y})= \alpha\exp(-\frac{||\mathbf{x}-\mathbf{y}||^2}{2\...
4
votes
2answers
232 views

Optimization problem on trace with both the positive semi definite and non positive semidefinite matrix

Given two $N \times N$ symmetric matrices $A, B$, where $A$ is positive semidefinite while $B$ is not positive semidefinite. I am interested in solving unitary constrained trace maximization problem: ...
15
votes
3answers
882 views

Is this lower bound for a norm of some complex matrices true?

Let $A = [a_{ij}]_{n\times n}$ be a Hermitian matrix, such that $|a_{ij}| =1$ for $i \neq j$, and $a_{ii} = 0$ for each $i$. I am interested in a tight lower bound of $\|A\|_*:=\sum_{i=1}^n |\lambda_i(...
0
votes
2answers
1k views

Maximizing a convex function with a convex constraint

Given a convex function $f : \mathbb{R}^n \to [0,\infty)$, the objective is to find the farthest point in the level set $\left\lbrace x \in \mathbb{R}^n \mid f(x) \leq 1\right\rbrace$ (Assuming that ...
0
votes
1answer
66 views

Linearly constrained saddle-point optimization

Let $f(x,y)$ be a smooth (twice differentiable) saddle function (convex in $x$ and concave in $y$), where $f \colon X \times Y \rightarrow \mathbb{R}$, and $X \subset \mathbb R^n$, $Y \subset \mathbb ...
1
vote
0answers
59 views

On number of solutions by simplex and number of solutions in total in a linear optimization problem?

This is more of a clarification query. Mizuno http://www2.ims.nus.edu.sg/Programs/012opti/files/talk_mizuno1.pdf says if we give a linear optimization problem $$\max c'x$$ $$Ax\leq b$$ where $A\in\...
3
votes
1answer
169 views

Does there exist energy-minimizing immersions?

This is a cross-post. Let $M,N$ be $d$-dimensional oriented Riemannian manifolds, possibly with boundary, $M$ compact. Let $E_d:C^{\infty}(M,N) \to \mathbb{R}$ be the $d$-energy, i.e. $$ E_d(f)=\...
9
votes
2answers
245 views

A (reverse)-Minkowski type inequality for symmetric sums

Let $(u_1, u_2, u_3, u_4)$ and $(v_1, v_2, v_3, v_4)$ be vectors in $\mathbb R_+^4$. Is the following inequality true? \begin{align*} \left(\sum_{{[4] \choose 3}} \sqrt{u_i u_j u_k}\right)^{2/3} + \...
3
votes
1answer
62 views

Maximizing the $\alpha$-moment of a distributution

Given $\alpha$ and constant $\mu$, $$\begin{array}{ll} \text{maximize} & \displaystyle\int_0^\infty p(x)x^\alpha \,\mathrm d x\\ \text{subject to} & \displaystyle\int_0^\infty p(x)\,\mathrm d ...
0
votes
1answer
166 views

QUBO formulation of a discrete-variable Genetic Algorithm optimization problem

I am facing a non-linear, discrete optimization problem, which I can formulate in this abstract manner: I have a certain non-analytic real-valued function $f$ depending on a set of parameters $ \theta\...
2
votes
1answer
86 views

Where does the expected value in the restatement of the pseudoregret come from?

Given stochastic payoff functions $X_{1}(t) \dots X_{K}(t)$, each having a different probability distribution on $[0,1]$, denote the expected value of $X_i(t)$ by $\mu_i$, and define $\mu^* = \max_{i \...
1
vote
0answers
55 views

Maximizing sum of homogeneous functions of order one over a polytope

Let $f_i: \mathbb{R}^n\rightarrow \mathbb{R}$ be concave, increasing (i.e., if $x\geq y$ where the inequality is entry wise, we have $f_i(x)\geq f_i(y)$), and a homogeneous function of order one for ...
7
votes
3answers
236 views

Solve $\inf_{ X: |X| \le a \text{ a.s.}} E \left[ \frac{1}{1+(X-X^\prime)^2} \right] $

I want to solve the following optimization problem \begin{align} \inf_{ X: |X| \le a \text{ a.s.}} E \left[ \frac{1}{1+(X-X^\prime)^2} \right] \end{align} where $X^\prime$ is an independent copy ...
0
votes
0answers
50 views

Dense set of functions on manifold with no local optima

Given a smooth manifold $M$ and another $S$, consider a smooth function $\psi: S \times M \rightarrow \mathbb{R}$, and use this to define $\psi_s:M\rightarrow \mathbb{R}$ by $\phi_s(p):= \psi(s,p)$. ...