All Questions
Tagged with linear-optimization or linear-programming
492 questions
1
vote
0
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28
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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
-1
votes
0
answers
41
views
Is it possible to backtrack an optimization solver? [closed]
I have an optimization problem and was using a linear programming optimizer to find solutions. However, I find that past a certain size, the problem becomes "infeasible" and has no solutions....
0
votes
0
answers
21
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Easy instance of set cover
I am trying to prove that a natural greedy algorithm solves the following instance of the set cover problem: for a set of elements $e\in U$ with a set of weights $w_e$, we define the cost of a subset ...
- 4,049
7
votes
2
answers
242
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Prove that $ n \leq d+1 $ under ordering constraints in $\mathbb{R}^d$
Let $x_1, \dotsc, x_n \in \mathbb{R}^d$ and $\theta_1, \dotsc, \theta_n \in \mathbb{R}^d$ be vectors such that for every $k \in [n]$, the following inequality holds:
$$
\langle x_k, \theta_k \rangle &...
2
votes
4
answers
212
views
Efficient algorithm for graph problem
Let $D=(V,E)$ be a directed graph, $S,T\subset V$ and $f:V\rightarrow \{1,\ldots, k\}$ a positive, bounded weight-function and $l\in \mathbb{N}$, find a path $v_1,\ldots, v_l\in V$ with $v_1\in S$ and ...
- 157
1
vote
1
answer
106
views
Iterated optimal transport
Suppose we are interested in two consecutive transport plans (in the Kantorovich formulation). That is, we are given finite sets $X$, $Y$ and $Z$, endowed with probability measures $\mu_X$, $\mu_Y$ ...
- 13
0
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0
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48
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A question on a quantitative form of Farkas' lemma
Suppose A is an $m \times n$ matrix whose entries are non-negative integers and $\mathbf{b}$ is a vector with rational entries. A version of Farkas lemma implies that if the equation $$A\mathbf{x}=\...
- 6,214
1
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0
answers
99
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Minimum of the maximum element frequency given the family size and the universe size
[Crossposted at math.stackexchange].
Consider families of sets $\mathcal{F}$ with size $n = |\mathcal{F}|$ and universe $U(\mathcal{F})$ with size $q = |U(\mathcal{F})|$.
I have written and solved ...
- 988
0
votes
0
answers
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
5
votes
1
answer
176
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Efficient counting of integer solutions to linear system
In my research, I have a particular 18x18 matrix $\mathbf{A}$ which defines the linear system $\mathbf{A}\cdot \mathbf{x} \leq \mathbf{-1}$ over the nonnegative integers. And I'm interested in ...
- 151
4
votes
0
answers
46
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Implementation of Friedman's algorithm of reconstructing simple polytopes
In Finding a Simple Polytope from Its Graph in Polynomial Time, Friedman gave a polynomial time algorithm on reconstructing a simple polytope from its graph. Has this algorithm been actually ...
0
votes
0
answers
39
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Max-flow modeling with unified vehicle and commodity variables
I am working on a network flow problem that involves routing through a time-space network. The network consists of:
A single source node and a single demand node.
A fleet of vehicles with specified ...
- 101
0
votes
0
answers
30
views
Application of greedy approach for optimization
I want to maximize an objective given by $$\max_{\{q_n,p_n\}} \sum_{n=0}^\infty (\alpha_1 - \beta_1 n) p_n + (\alpha_2 - \beta_2 n) q_n$$
where $\alpha_1 > \beta_1 >0$ and $\alpha_2 > \beta_2 ...
- 23
2
votes
1
answer
213
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Is matrix B obtained from matrix A?
Assuming a matrix $\mathbf{A} \in \mathbb{R}^{4096 \times 4096}$ sampled from a standard normal distribution $N(0, 1)$, and another matrix $\mathbf{B} \in \mathbb{R}^{4096 \times 4096}$ either sampled ...
- 49
0
votes
0
answers
36
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ILPs with square constraint matrix
Given the Integer Linear Programming ($\text{ILP}$) problem
\begin{array}{ll}
\text{minimize} & c^T x \\
\text{subject to}& \mathbf{A}^T x \ge b \\
\text{where}&c,x,b\in\mathbb{N}_0^n,\\ &...
- 13.2k
0
votes
0
answers
26
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Monotony of enforced subtour merging
Is it true that for a symmetric TSP instance in the sequence of edges generated by successively:
calculating the optimal 2-factor
adding cardinality constraints on the edgesets of the 2-factor's ...
- 13.2k
0
votes
0
answers
171
views
Solve NP-hard type problems with linear programming
I would like to know if there is any way to solve an NP-hard type problem, for example, the TSP, sum of subsets or knapsack problem, by using linear programming and not by brute force.
I ask this ...
0
votes
0
answers
64
views
Alternatives to McCormick Envelope
I have an optimization problem for which I have the optimal solution obtained by the ILP.
However, when I introduced the McCormick Envelope to replace the product of a bi-linear term in its LP ...
- 3
2
votes
0
answers
119
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Seeking insights on bounded set positive solutions for a set of linear systems in $\mathbb{R}^n$
Before delving into my query, I'd like to provide some context. Consider a continuous function $f:\mathbb{R}^{k}\rightarrow\mathbb{R}^{m}$ and a compact set $\mathcal{B}\subset \mathbb{R}^{k}$ (...
0
votes
1
answer
169
views
How to integrate an indicator function/constraint into the cost function of a linear program?
I have a mathematical model $P$ for which I optimize two cost functions say $F_1$ and $F_2$ subject to a set of constraints $C1$–$C10$.
In $F_2$, I want it to be included only when its expression ...
- 3
0
votes
0
answers
164
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Inf-convolution of norm 1 and norm 2 square
The inf-convolution of the functions $f$ and $g$ defined on $\mathbb{R}^n$ is
$$
h(x)=\inf _{y \in \mathbb{R}^n} f(y)+g(x-y) .
$$
We can prove that if $f,g$ are convex functions, then $h$ is convex.
...
- 129
0
votes
1
answer
28
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Calculating vertex potentials from optimal matchings
Question:
can the solution to the dual of a Linear Program be calculated directly from the solution of the primal Linear Program?
If yes, what are known algorithms and their bounds on complexity.
As ...
- 13.2k
1
vote
0
answers
94
views
Linear Program Optimal Value
If $f(A,b,c)$ is the optimal value of a linear program
$\min c.x$
subject to $A.x \leq b ; x \geq 0.$
Does $f(A,b,c)$ have a piecewise polynomial/rational upper bound in $(A,b,c)$ on the domain of ...
0
votes
1
answer
114
views
Mixed integer program and continuous Diophantine approximation
Let $n\in\mathbb{N}$ such that $n\geq 2$ and let $0<r<1$ be a real number. We wish to solve the following problem.
$$\min_{(t,(z_j)_{j=2}^n) \in \mathbb{R}\times \mathbb{Z}^{n-1}} t$$
subject to ...
2
votes
1
answer
239
views
Is the problem of vertex enumeration from an H-representation of a polytope NP-hard?
According to the Wikipedia page on the issue, the vertex enumeration problem is NP-hard.
However, double description and reverse linear search are algorithms listed to solve the problem. Moreover, ...
- 123
0
votes
0
answers
55
views
Relationship of optimal solutions between the total function and the sub function
This is an unconstrained convex optimization problem. Let $\mathcal{N}=\left\{1,\ldots,n\right\}$, $2\leq n<\infty$. Suppose there are many strongly convex functions $f_i(x)$, where $x\in\mathbb{R}^...
- 1
0
votes
0
answers
85
views
Show that $\max_{P_X : X\in (0,1) } \left| \frac{\mathbb{E} [ f'(X) ]}{ \mathbb{E} [ f(X) ] } \right|$ is maximized by at most two mass points
Let $f$ be some given well-behaved function. Consider the following optimization problem overall probability distribution on $[0,1]$
\begin{align}
\max_{P_X : X\in [0,1] } \left| \frac{\mathbb{E} [ ...
- 671
1
vote
1
answer
69
views
$A^*$ algorithm to find shortest path when weights in my graph are the inverse of distance
Given a graph G=(V,E) where the weights on my edges are inverse of Euclidian distance between nodes, I want to know if I can use A* algorithm to find the shortest path. How I need to modify the ...
- 111
1
vote
1
answer
119
views
Optimization on non-convex set
Let $\Omega$ be an open bounded subset of $\mathbb{R}^2$ and $f\in L^2(\Omega)$ be a given function. Consider the optimization problem
$$\mathrm{min} \int_\Omega u(x) f(x) \,dx\,,$$
where a minimum is ...
- 11
0
votes
2
answers
529
views
Any idea of solving an optimization problem with cubic constraints?
I have the following optimization problem with cubic constraints, which is hard to solve. Are there any ideas, or related references, of solving such a problem?
$$ \begin{array}{ll} \underset {y, z} {\...
- 21
1
vote
2
answers
121
views
How to solve the optimization problem $\max_{\mathbf{w}}\sum_i\text{sign}(\mathbf{w}^T \mathbf{x}_i)$?
I am looking for an algorithm to solve the following optimization problem
$$\max_{\mathbf{w}}\sum_i\text{sign}(\mathbf{w}^T \mathbf{x}_i)$$
where $\mathbf{w}$ and each $\mathbf{x}_i\in\mathbb{R}^d$.
...
- 175
3
votes
0
answers
105
views
Techniques for solving linear inequalities
For $n$ real variables $x_1, \ldots, x_n$, I have a bunch of inequalities of form $2 x_i > x_j + x_k$ or $2 x_i < x_j + x_k$, where $i,j,k$ are distinct. My goal is to determine whether this set ...
- 231
0
votes
1
answer
103
views
Constrained linear optimization problem on $C^1$
I am dealing with a problem of the form ($a<b$)
$$
\displaystyle \max_{v \in C^1([a, b])} \int_a^b v(x)~\mathrm{d}x, \quad \mathrm{s.t.} \int^b_a \big(-o'(x)v(x)-v'(x)o(x)\big)f(x)~\mathrm{d}x \...
1
vote
0
answers
36
views
Does Hoffman constant keep the same after a very tiny perturbation on the polyhedron such that the bases are even unchanegd?
Suppose that $P$ is a polyhedron represented by
$$P:=\{x \in \mathbb{R}^n: A x \le b \} \text{ for }A \in \mathbb{R}^{m\times n},\ b \in \mathbb{R}^m,$$
and $P$ contains interior points. Moreover, the ...
- 33
0
votes
0
answers
145
views
Bound on solutions of $Ax \ge b$
Let $A \in \mathbb{Z}^{m \times n}, b \in \mathbb{Z}^{m \times 1}$.
One can show that if there is a solution of $Ax \ge b, x \in \mathbb{R}^n$ then there is one such that $\|x\|_{\infty} \le c (\|A\|_{...
- 439
0
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0
answers
84
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1-degree SOS proof refutes Linear Programming
I am trying to understand Sums-of-Squares proof systems.
A degree $d$ Sums-of-Squares refutation for a set of polynomial equations $P = \{p_1(x) = 0, ..., p_m(x) = 0\}$ is defined as
$\sum_{i=1}^m g_i(...
1
vote
1
answer
119
views
Adding linear constraint to the domain
I don't know if it is a well-known problem, but I have been struggling to come up with an algorithm.
I have a set of linear constraints $Ax\le b$, $b\ge 0$ ($b$ and $A$ are given, $x$ is a variable). ...
1
vote
0
answers
96
views
On optimizing a multivariate quadratic function subject to certain conditions
The problem is to maximize $f(x_1,x_2,\cdots,x_n)=\sum\limits_{i=1}^{n}\Big(x_i-k_i\Big)^2$ for $n\ge 3$ subject to the conditions (1) $\sum\limits_{i=1}^{n}x_i=\sum\limits_{i=1}^{n}k_i\le n(n-1)$ ...
- 61
1
vote
0
answers
333
views
Closed-form solution of a particular linear program
(Note: I asked a similar question at math.stackexchange but the present one is more precise.)
I have a linear program of the form:
$$\text{minimize} \space\space x_1 \space\space \text{subject to:}$$
$...
- 988
1
vote
1
answer
169
views
Best projection on non-convex discrete set with two constraints
I want to compute the projection of a vector $\left( x\right) _{1\leq
i,j\leq n}\in \lbrack 0,1]^{n\times n}$ on the following discrete set
$$
S=\left\{ x\in \{0,1\}^{n\times n}:x_{i,j}+x_{j,i}\leq 1;\...
- 47
2
votes
1
answer
61
views
Counting the number of pair of d-uplets with upper bounded distance
Consider two d-uplets $u = (u_1,...,u_d)$ and $v = (v_1, ..., v_d)$ both living in $\mathbb{N}^d$ with $d$ a positive integer. They both verify $$(*) \sum_{i=1}^d u_i = \sum_{i=1}^d v_i = k$$ with $k$ ...
- 55
0
votes
1
answer
147
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Is there a redundant constraint in linear programming? [closed]
From wikipedia:
But... Why do we need the $x\ge 0$ part? We can instead do $-x\le 0$, and thus saving a line in the definition (which is not a big deal but nevertheless nice).
(In order to do that, ...
- 3
0
votes
0
answers
272
views
Finding the eigenvectors of a submatrix
Let $A=(a_{kl})$ be a matrix in $M_n(\mathbb{R})$ when $n$ is even. Let $B=(b_{kl})$ be the symmetric $2n$ by $2n$ matrix whose entries are given by,
$b_{k,l}=a_{kl}$ if $1\leq k,l\leq n$.
$b_{n+k,l}=...
- 4,058
1
vote
0
answers
47
views
Nash Equilibria change linearly in (some) game parameters. Already known / follows from a more general result?
EDIT: The key thing that I am wondering about is the linearity of the P2 strategy, not the constancy of P1. (The latter is straightforward.)
Question: Is the following result already known? Or is it a ...
0
votes
1
answer
82
views
Combining Dantzig-Wolfe and Benders decomposition
I'm now solving an LP that has a few coupling rows (as in Dantzig-Wolfe decomposition) and a few coupling columns (as in Benders decomposition) simultaneously; other rows and columns are block-angular....
- 3
0
votes
1
answer
36
views
Benefit of adding a trivial constraint to ILPs
let ILP be an integer linear program with constraints-matrix $\boldsymbol{\mathrm{M}}\in\mathbb{Z}^{m\times n}$ and cost vector $\boldsymbol{\mathrm{c}}\in\mathbb{Z}^n$,
${\boldsymbol{\mathrm{x}}^*}\...
- 13.2k
0
votes
0
answers
94
views
Boolean operation on n dimensional polyhedron
A polyhedron in $R^n$ is defined by a set of half-planes: $P = \{x \in R^n \mid Ax - b \le 0\}$.
Given a set of polyhedra in $R^n$, $ P_1, P_2, \dotsc, P_k$, is there an algorithm/implementation that ...
- 21
0
votes
1
answer
93
views
How quickly can this IQP or its MILP relaxation be solved
Let $A\in\{0,1\}^{(n,n)}$ be a $n$ by $n$ boolean matrix (in particular think of an adjacency matrix of a graph), and consider the following optimization problem:
$$\begin{align*}&&\max_{P\in\{...
- 71
0
votes
1
answer
537
views
Method for (binary) optimization under constraints
I would like to know if there is a method to solve the Problem.
Problem:
Maximize the following function: $$f(p_{1,i},p_{2,i},\dotsc,p_{m,i})=\sum_{i=1}^{n}\begin{bmatrix}p_{1,i} & p_{2,i} & \...
- 3
1
vote
0
answers
59
views
How do I incorporate Ito's lemma into the solution for a finite-horizon stochastic cake-eating problem?
I'm interested in finite-horizon, continuous-time cake-eating problems in which the agent has a time-horizon $W$ over which to eat the cake, and then chooses an optimal consumption path $\{h_t\}_0^W$, ...
- 11