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35 votes
4 answers
5k views

Why are optimization problems often called "programs"?

Why are optimization problems often called programs? linear programming geometric programming convex programming Integer programming ...
ziggystar's user avatar
  • 461
6 votes
2 answers
447 views

Maximize the determinant of Boolean combinations of positive definite matrices

I have the following optimization problem. $$\begin{array}{ll} \text{maximize} & \det \left(\sum^n_{i=1}z_i W_i \right)\\ \text{subject to} & \sum_{i=1}^n z_i = N\\ & z_i \in \{0,1\}\end{...
Pascal's user avatar
  • 91
3 votes
2 answers
1k views

SDP relaxation vs LP relaxation

I have a question I hope you might be able to answer. Let's say we have an integer program for the stable set problem (or clique, not principal). \begin{equation} \begin{aligned} & \text{...
Eugene's user avatar
  • 342
2 votes
0 answers
119 views

Modified quadratic assignment problem

Let $Y,Z$ be $n\times k$ matrices and assume all columns have been standardized such that their means are zero and variances 1. I seek an $n\times n$ permutation matrix $P$ such that $$\left\Vert Y^{T}...
nothing's user avatar
  • 133