**0**

votes

**0**answers

21 views

### LP or IP necessary? Network Flow Problem with no cycle-condition (unimodularity?) [on hold]

I need your help with a optimization problem.
Recap:
Normal mincost flow networks optimization problems have a constraint matrix which is total unimodular. This is a nice feature since a linear ...

**0**

votes

**0**answers

36 views

### Separation on discrete set

Consider the set $L = \prod_{i=1}^n\{1,0\}$, i.e. L consists of the element of n-tuples whose entries are 0 or 1. Also we can regard $L$ as a subset of $R^n$.
Define linear functions $f(x)= a_1x_1+ ...

**0**

votes

**0**answers

14 views

### Finding orthogonal basis with constraint

Is there any fast algorithm that output an orthogonal basis $e_i,i\leq n$ of $R^n$
with $e_i\in V_i$? Where $V_i,i\leq n$ are given linear subspaces of $R^n$.
And is there any condition on $V_i,i\leq ...

**2**

votes

**0**answers

35 views

### Existence of probability distribution satisfying upper/lower bounds on events

Suppose we have a finite sample space $S$ and some events $A_1, \dots, A_k \subseteq S$. We would like to put a probability distribution on $S$ so that no element has probability greater than a ...

**1**

vote

**0**answers

65 views

### Existence of Nonnegative Solutions of Linear Systems of Equations and Inequalities with particular constraints

Suppose we have an n by m nonnegative matrix A, where each row sums to 1. I wonder whether there exists an m by n nonnegative matrix X that satisfies the following constraints: each row of X sums to ...

**2**

votes

**1**answer

60 views

### Minimum cover for sets in which each element appears in exactly 2 sets?

Is there an algorithm for finding minimal covers of a set of sets in which each element of the universe appears in exactly 2 sets? I realize that LP relaxation approximates this to within a factor of ...

**0**

votes

**0**answers

60 views

### Optimization with vectors

I am trying to solve the following optimization problem as a small part of a research project, and I do not know if there exists closed form solutions. My linear algebra is very rusty and I am looking ...

**0**

votes

**0**answers

47 views

### About identifying a few diagrams

Please have a look at these beautiful seminar slides,
https://math.berkeley.edu/~bernd/coimbra1.pdf
Can someone kindly identify the algebraic description of the spectrahedron that is drawn on slide ...

**4**

votes

**0**answers

132 views

### Closed-form solution of a linear programming question

Among all the probability matrices
\begin{equation*}
P =
\left(\begin{array}{cccc}
p_{00} & p_{01} & \ldots & p_{0,J-1} \\
p_{10} & p_{11} & \ldots & p_{1,J-1} \\
\vdots & ...

**1**

vote

**1**answer

44 views

### Perturbation of Linear Programs

Consider the linear program,
\begin{align}
& \max c^Tx \\
& \mbox{such that }Ax \leq b \\
& \mbox{ and } x \geq 0
\end{align}
I want to study the sensitivity of the optimal $x^*$ ...

**0**

votes

**0**answers

28 views

### Maximisation of a discrete linear function

I am trying to maximise the function
$$
Q=\sum_i{\alpha _{i}x_{i}}
$$
subject to the constraint
$$
W<=\sum_i{\alpha _{i}w_{i}x_{i}}
$$
By changing $\alpha _{i}$ subject to $ 0<=\alpha ...

**0**

votes

**0**answers

26 views

### Equivalence between multiclass SVMs, power diagrams, and constrained $k$-means

Apologies in advance for the long post:
Suppose we have a collection of points $\mathbf{p}_1,\dots,\mathbf{p}_n$ in $\mathbb{R}^d$, and we consider the following three ways of partitioning these ...

**0**

votes

**1**answer

100 views

### Is the linear production game a convex game?

In cooperative game theory, the linear production game (LPG) is defined by letting the characteristic function have the form of a linear programming problem.
Does anyone know if the LPG is a convex ...

**1**

vote

**1**answer

63 views

### Efficiently Generating the Convex Hulls of Two Polytopes and Counting Faces

Suppose you have two polytopes $P_1, P_2 \in \Bbb{R}^n$ given by
$$ P_1 = \lbrace x: A_1 x \le b_1\rbrace$$
$$ P_2 = \lbrace x: A_2 x \le b_2\rbrace $$
I wish to find their convex hull, that is a ...

**0**

votes

**0**answers

31 views

### Linear Program for Single Source Shortest Paths Tree

This question originates in quick, however wrong, idea to calculate a shortest paths tree in the presence of negative cycles. The essential motivation was that a linear program would determine binary ...

**2**

votes

**0**answers

111 views

### Formulating shortest path as submodular minimization

I'm curious about the general question of whether any combinatorial optimization problem with polynomial time solution can necessarily be reformulated as minimizing a submodular function.
The answer ...

**0**

votes

**0**answers

19 views

### Is there a standard technique for overdetermined homogeneous integer programming?

Given $M\in\Bbb Z^{n\times n}$ of $\mathsf{rank}(M)=r\leq n$ consider $MX=\mathsf0_n$ where $X\in\Bbb Z^{n\times 1}$ holds. We also have a $\mathsf{rank}(N)=m\leq n$ matrix $N\in\Bbb R^{m\times n}$ ...

**6**

votes

**1**answer

117 views

### Algorithm that solves every Mixed Integer Linear Program (to optimality)?

Given a Mixed Integer Linear Program with rational coefficients (both for the objective functions and all constraints), is it always possible to solve it algorithmically?
I know that you usually ...

**2**

votes

**0**answers

33 views

### Pcross-like, nonogram-like in near-linear time [closed]

I have a problem with a puzzle game like pcross in which I have a nxn square: At any index of rows and columns I have an integer that say the maximum numbers of points that I can place in that ...

**2**

votes

**1**answer

85 views

### Complexity of Deciding Feasibility of a system of linear inequalities over restricted variables

I am working out an interesting problem and would like some help with this particular sub problem:
Suppose we have a matrix $ M =\left\lbrace a_{ij}\right\rbrace $ of size $n\times m$ where $ ...

**0**

votes

**1**answer

109 views

### Convert general optimization problem to LP problem

I am trying to convert the following problem into a linear programming problem:
There are $M\times N$ matrix $T$ of real numbers between 0 and 1 and $N\times 1$ vector $w$ of real numbers between 0 ...

**0**

votes

**1**answer

53 views

### When to use non-negative-least square and least-square [closed]

What are the typical case we need to use Non-negative least squares NNLS
$$
||Ax - B||^2
$$
instead of least-square $$ Ax-B$$ (or vice versa)?
And is there any drawback in applying them on large ...

**2**

votes

**1**answer

86 views

### Better alternative to solve quadratic programming for large matrices

I have the following problem. Let's say we have $x_{jk}$ it is an expression value of gene $j$ in a sample $k$. It is the average of expression levels across the cell types $s_{ij}$, weighted by ...

**3**

votes

**0**answers

113 views

### Testing if a point is inside a convex polytope formed by halfspaces in n-dimension

Assume we have a convex polytope that is formed by the intersection of $k$-halfspaces in $\mathbb{R}^{n}$.
$$
a_{0,0}x^{n-1} + {a}_{0,1}x^{n-2} + ... a_{0,n-1} \leq 0
$$
$$
a_{1,0}x^{n-1} + ...

**0**

votes

**1**answer

60 views

### Introducton books for $\frak{E}_p(I)$

Are there any good books different from abstract harmonic analysis by hewitt to study $\frak{E}_p(I)$. where $\frak{E}_p(I)$ is: Let $I$ be an arbitrary index set. For each $i\in I$ let $H_i$ ...

**4**

votes

**0**answers

47 views

### How does one go from convexity to submodularity?

If I have a function which is convex in the hypercube, $[-1,1]^n$ then when would it imply that its restriction to $\{-1,1\}^n$ is submodular?
It would be helpful is someone can share some specific ...

**1**

vote

**1**answer

71 views

### approximate diameter of polytopes in high dimensions

I just came across the following problem:
Let us consider the unit corner of the n-cube
$$
\Delta^n = \left\{(t_1,\cdots,t_n)\in\mathbb{R}^n\mid\sum_{i = 1}^{n}{t_i} \leq 1 \mbox{ and } t_i \ge 0 ...

**2**

votes

**0**answers

82 views

### Listing all Lattice Points in a Box

Let $B := [-1,1]^n$ be an $n$-dimensional box. Moreover, let $v_1,\ldots,v_n \in \mathbb{R}^n$ form a basis of $\mathbb{R}^n$, where the entries of the $v_i$ are explicitly irrational. We can assume ...

**3**

votes

**2**answers

123 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 ...

**1**

vote

**0**answers

67 views

### Finding all feasible solutions

Let $u$ be a $n_{max} \times m$ matrix. Let $z$ be a $n_{max} \times s_{max} \times n_{max}$ cube. Let $w$ be a $n_{max} \times 1$ vector. All the three matrices can have values from the set $\{ 0, ...

**1**

vote

**0**answers

59 views

### 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 ...

**1**

vote

**0**answers

51 views

### The column generation technique on a Train Unit Assignment Problem [Linear Programming]

I am doing an assignment where I need to implement a mathematical model that I can't wrap my head around. For the technique of column generation, one would need to my understanding, a master problem ...

**0**

votes

**0**answers

70 views

### Is there a space in which the $\vec a$ in $\sin(a_1\cdot x)+\sin(a_2\cdot x)$ is linear?

Suppose one has equations of the form $\sin(a_1\cdot x_i)+\sin(a_2\cdot x_i)=y_i$ for $i = 1, \dots, n$ (there are also amplitudes and phase shifts, but let's ignore these for now). I want to solve ...

**3**

votes

**1**answer

370 views

### 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 ...

**4**

votes

**1**answer

153 views

### Constrained optimization (QCLP) over $x$ with the constraint $x = Az$

I have a problem that looks very much like a (norm-constrained) linear program, but with an extra constraint that is unusual for me. The problem is, given a matrix $A$ and a vector $w$,
$$ \min_{x ...

**5**

votes

**1**answer

116 views

### Resource Constrained Routing with Refueling

What are good algorithms (resp. models) for calculating optimal or near optimal routes while taking into account fuel consumption, options for refueling and, limited tank capacity?
Especially modeling ...

**0**

votes

**0**answers

47 views

### Finding a movement taking out of a convex set

There is a convex set $S$ as the hull of M points in an D-dimensional Euclidean space and a point $\vec P$ in the set. Then, there is a set of vectors $\vec W$ taking the form $\vec W=\sum_{i=1}^N ...

**4**

votes

**1**answer

126 views

### Basic result in semi-infinite linear programming

Consider a standard linear program of the form $$\textrm{minimize}_x~~~~ c^Tx~~~~ s.t. \\ Ax = b \\ x \geq 0$$ with $x\in \mathbb{R}^n$ and $A \in \mathbb{R}^{m \times n}$. It is well known that, if ...

**2**

votes

**1**answer

170 views

### How can I find the maximum value of this function?

For given values of $A \in \mathbb{R}^{m \times n}, b \in \mathbb{R}^m$, how can I find the value of:
$$
\max_{x \in [0,1]^n} \|Ax+b \|_1
$$
Or is this problem NP-hard?

**2**

votes

**1**answer

81 views

### Algorithm to find the vertices of the equidistant lines between N closed polygonal lines

I have a set $\{C_1, C_2, \ldots, C_N\}$ of $N$ nonintersecting closed piecewise linear curves on the Euclidean plane. For every point $x \in \mathbb{R}^2$ we say it belongs to a territory serviced by ...

**1**

vote

**0**answers

64 views

### Smallest sum of original column entries in 2d matrix [closed]

I have an interesting optimization problem I am trying to solve now and I thought I'd share it here in order to find the best answer. The problem itself is not complicated and it is stated like this:
...

**3**

votes

**1**answer

322 views

### Constrained vs Unconstrained Optimization

I'm currently working on an optimization problem with a linear objective with linear and nonlinear constraints, i'm facing difficulties reaching a good solution, so i was advised to move the nonlinear ...

**1**

vote

**1**answer

197 views

### Computing probability that $Ax\geq0$ where $x$ is a vector of iid gaussians and $A$ is matrix of $1$s and $0$s

This question came up in my research: What is the probability that $Ax\geq0$ where $x$ is a vector of iid gaussians and $A$ is matrix of $1$s and $0$s?
So far I only figured out that I can do Monte ...

**5**

votes

**0**answers

68 views

### Finding the optimal mixture of two convex functions

I am trying to find an efficient way to solve the problem $$\min_{p,x_1,x_2} p\cdot f(x_1)+ (1-p) \cdot f(x_2)~~~~~ s.t.\\p\cdot g_1(x_1) + (1-p)\cdot g_2(x_2)\leq 1 \\ 0\leq p \leq 1$$ where ...

**2**

votes

**0**answers

62 views

### Derivation of gradient of SSE in Geodesic Regression

On page 79 (or page 5) of this this paper the gradient of the SSE of the Geodesic model is described explicitly. My question is how are these equitations derived in detail; where can I find the ...

**1**

vote

**1**answer

326 views

### Computation of extreme rays of rational polyhedral cones - Hemmecke's project and lift algorithm

I am working on an implementation of Raymond Hemmecke's algorithm for finding generating sets of cones: http://arxiv.org/abs/math/0203105
Unfortunately I am struggling to make the algorithm work on ...

**2**

votes

**0**answers

66 views

### Select n vectors from k vectors (in 3D) such that each component of the resultant vector >= each component of a given vector M

this was left unanswered for 1 week on MStackExchange, so I thought MOverflow would be more appropriate. Thanks :)
Let $R = (R_x, R_y, R_z)$ be the resultant vector of the n vectors and $M = (M_x, ...

**2**

votes

**0**answers

91 views

### How to solve the following generalized quadratic programming problem [closed]

I want to solve a generalized form of a quadratic programming problem
$$\min_x \left(\sqrt{x^TPx}+\sqrt{x^TQx}\right)^2+c^Tx$$,
$$\textrm{ s.t. } Ax\le b.$$ Here, $P$ and $Q$ are both positive ...

**2**

votes

**1**answer

140 views

### Network flows with shared capacities

Suppose we have a flow network, with capacity constraints on weighted sums of arc flows, such as:
$$2 f(1, 2) + 3 f(4, 5) + f(3, 7) \leq 10,$$
where $f(1, 2)$ denotes the flow through arc $(1, ...

**6**

votes

**0**answers

117 views

### A specific case of the $p$-center problem

Given a fixed positive integer $m$, let $\cal{S}$ be the subset from $\mathbb{R}^m$ defined as $\cal{S} = \{u \in \mathbb{R}^m \mid \forall i \in \{1, \dots, m\}, u(i) > 0$ and $\sum_{i=1}^m{u(i) = ...