All Questions
985 questions
5
votes
2
answers
888
views
relation between solution of a linear program and its perturbation
I have a linear program over a finite set of points $(x_1, x_2,\ldots, x_m)\in\mathbb{R}^n$:
$$
\max_j c' x_j
$$
Suppose the solution of this LP is obtained at a point $x_{j_1}$, which is a vertex ...
- 373
11
votes
3
answers
960
views
Algorithms in Invariant Theory
Let $V$ be a polynomial representation of the general linear group $\Gamma:=\DeclareMathOperator{\Gl}{Gl}\Gl_n(\newcommand{\C}{\mathbb C}\C)$.
In chapter 4.6 of his book "Algorithms in Invariant ...
- 262
1
vote
2
answers
1k
views
Nonstandard Hessian approximations in Gauss-Newton
The Gauss-Newton algorithm optimizes functions
$$
E(x) = \sum f(x)^2
$$
by approximating f as (locally) linear, in which case the Hessian of $E$ is approximated as
$$
H = 2 \sum {J_f}^T J_f
$$
Now ...
- 561
5
votes
5
answers
1k
views
Finding an axis-aligned ellipsoid of minimal volume which contains a given ellipsoid
A friend asked me to post the following question. He's not an MO user and felt it would be better received if asked by someone who was already known to the community. This is not my area, but I'll do ...
- 30.3k
1
vote
2
answers
444
views
Levenberg-Marquadt near the minima for non-zero-residual problems
I'm using the LM algorithm to do gradient descent in a model fitting context. I'm minimizing:
$$
c(x) = \sum ( f_i(x) - y_i )^2
$$
I'm noticing that after a few steps when I'm close to the minima, I ...
- 561
2
votes
1
answer
126
views
Is it possible to represent non-linear ranking type constraints as equivalent linear constraints?
I have formulated a linear program with binary indicator variables $z_i(a)$ which is equal to $1$ if the $i^{th}$ document is of rank $a$ and $0$ otherwise.
The other variables in the linear program,...
- 121
0
votes
0
answers
103
views
Gauss-Newton for quotient functions
I'm optimizing a function of the form
$$
\sum \frac{ \|\mathbf{f_i}(x)\|^2 }{ g_i(x)^2 + h_i(x)^2 }
$$
where $x$ is a real vector, $\mathbf{f}(x)$ is a real vector, and $g(x)$ is a scalar. My first ...
- 561
10
votes
1
answer
9k
views
Get Largest Inscribed Rectangle of a Concave Polygon
I'm looking for an algorithm to find a set of largest inscribed rectangles of a concave polygon where each rectangle must be collinear with one of the edges of the polygon.
In other words, I want to ...
- 325
1
vote
1
answer
769
views
Results for minimizing the norm w.r.t a unitary matrix
Suppose $x \in \mathbb{R}^n$, $B,U \in \mathbb{R}^n\times\mathbb{R}^n$ and $U$ a unitary matrix. Define $g_{U}(x) = || BUx||$ where $||.||$ is some norm or norm-ish function on $\mathbb{R}^n$ (not ...
- 322
12
votes
2
answers
11k
views
Covering a polygon with rectangles
I am trying to cover a simple concave polygon with a minimum rectangles. My rectangles can be any length, but they have maximum widths, and the polygon will never have an acute angle.
I thought about ...
7
votes
2
answers
1k
views
The (Sigma) Algebra of Convex Sets
This is a question-by-proxy for a colleague from computer science. I'm sure many people here are already aware that convex decomposition forms an important sub-field of both computational geometry and ...
- 15.5k
0
votes
0
answers
194
views
A linear program related question
Dear all, recently, I encountered the following problem. It is closely related to the order of growth for UMD constants of all $n$-dimensional Banach lattice.
Let $\alpha^k \in (\alpha_1^k, \alpha_2^...
- 769
0
votes
0
answers
79
views
Computing maximum point for minimal function of a family of linear functions
Let $x \in S^n $ where $S^n = ${$ [x_1,x_2,...,x_{n+1}]\in \mathbb{R}^{n+1} \mid x \ge 0 , \sum x_i = 1 $} and let $f_i : I^n \to \mathbb{R}$ be a finite $m$-sized family of LINEAR functions such that:...
- 11
0
votes
1
answer
130
views
Cascading minimization problems
Hi all. Suppose I have a linear programming problem on the vector variable $x$ that has many solutions and let $U$ be the set of these solutions. Suppose I have a second LP problem on $y \in U$. ...
- 57
3
votes
2
answers
10k
views
linear programming with OR restrictions
Hi all. I have a linear program with the restriction that every variable can be zero or greater than or equal to a positive constant. That is:
minimize: $w^Tx$
subject to: $Ax=b$, $Cx \le d$ and for ...
- 57
0
votes
2
answers
891
views
Find both maximum and minimum values in linear programming problem
Hi all. I have a linear programming problem where I need to find both maximum and minimum values of the objective function. The optimal points are not relevant.
Is there an efficient way to do so?
- 57
3
votes
1
answer
588
views
How to partition a graph into N groups with M elements nearest?
This problem probably already here but I could not find the right words to find it.
I have a list with 1700 points (geographic coordinates) and a need to separate into 17 groups with 100 nearest. I ...
- 131
1
vote
2
answers
134
views
LP/QP with not-so-constant linear constaints
I have an otherwise standard LP or PSD QP problem as below:
$\min\limits_x {c}' x$ subject to $Ax\leq b$
or
$\min\limits_x \frac{1}{2}{x}' Qx + {c}' x$ subject to $Ax\leq b$
the only exception ...
- 11
4
votes
2
answers
2k
views
Decomposing a polygon with holes
It is known that given a polygon $P$ with holes it is NP-hard to find a decomposition of $P$ into convex polygons, s.t. their number is minimized (even if Steiner points are allowed).
I am wondering ...
- 41
0
votes
0
answers
783
views
LP relaxation for ILP\IP (integer linear programming)
I am familiar with LP relaxation for ILP (or IP). Assume we concern with integer minimization problem, which we formalize using ILP; we then relax the ILP into LP and we say that the LP provides a ...
2
votes
1
answer
383
views
Techniques for refining or constraining a Voronoi diagram?
I have a dataset coming from weather stations where each vertex used to generate the Voronoi diagram is the lat/long of the station. As such, each cell represents the area whose weather is being ...
3
votes
1
answer
533
views
Solving a system of linear inequalities
Consider the following system of inequalities:
$Ax=b$;
$x\geq 0$;
A is a $m\times n$ (non-square) and sparse matrix in which some part of entries are rational. How this system can be solved without ...
- 221
0
votes
1
answer
205
views
SDP Algorithms/ maximally complementary solutions
Hello,
I was wondering if there are algorithms for (linear) Semidefinite Programs (SDP) out there, that converge towards a maximally complementary solution, even if strict complementary does not hold.
...
- 1
0
votes
1
answer
504
views
$\ell_o$ Minimization (Minimizing the support of a vector)
I have been looking into the problem
$\min: \|x \|_0$ subject to$: Ax=b$. $\|x \|_0$ is not a linear function and can't be solved as a linear (or integer) program in its current form. Most of my time ...
- 11
2
votes
1
answer
6k
views
sum of maxima vs the maximum of the sum
Consider the following integer program
$$
\begin{align}
\max &\sum\nolimits_{i}\sum\nolimits_{j} U_i(j)\cdot x_{i,j}\\
\text{subject to}& \sum_{i}x_{i,j}\cdot f\left(i,j\right)\leqslant c_j,&...
- 21
1
vote
2
answers
242
views
what method can I employ to solve this optimization problem which involves \min?
The optimization problem is:
maximize $$\min(\sum\limits_{i=1}^N \log\left(a_{1,i}+\frac{b_{1,i}}{c_{1,i}+d_{1,i}x_i}\right),\sum\limits_{i=1}^N \log\left(a_{2,i}+\frac{b_{2,i}}{c_{2,i}+d_{2,i}x_i}\...
- 764
4
votes
2
answers
4k
views
Dual Norm For Sum of 2-Norms
What is the dual of a norm that is the sum of two-norms? Specifically, say we have the following norm for $\mathbf{x}\in \mathbb{R}^n$ and $\mathbf{A}_i \in \mathbb{R}^{m \times n}$
$\|\mathbf{x}\| = ...
1
vote
2
answers
660
views
constructing a curve dividing two sets of points
Lets assume I have two sets of points, each characterized as being "A" or "B", respectively, that are in a Euclidean plane. Theoretically these two sets are samplings from a space that has ...
- 11
2
votes
3
answers
2k
views
Efficient Algorithm For Projection Onto A Convex Set
Given $\mathbf{x} \in \mathbb{R}^n$ and $\tau$ a scalar, I would like to solve the following Euclidean projection problem:
$\underset{\mathbf{p}}{\mathrm{argmin}} \; \|\mathbf{p}-\mathbf{x}\|_2
\;\;
\...
2
votes
0
answers
230
views
Consistency of a system of linear equations
I have a system of linear equations in form of $AX=b$ where $A_{m\times n}$, $X_{n\times 1}$ and $b_{m\times 1}$. Coefficient matrix $A$ is quite sparse. However, using a practical LP solver like ...
- 221
1
vote
0
answers
628
views
Totally unimodular Matrices
A matrix is totally uni-modular if the determinant of any (square) sub-matrix is {+1, 0, -1}. My question is, "Is there a way to transform(linear or non) a general matrix into a totally uni-modular ...
- 11
0
votes
0
answers
512
views
Orientation predicate CG
Shewchuk 97 gives me the orientation of 4 points, by finding the sign of a determinant, where the matrix is composed of the coordinates of the points. So, the signed volume of a tetrahedron, or which ...
- 143
12
votes
3
answers
801
views
finding the most-isolated point in a high-dimensional cube
I have a set of points {$x_1,\ldots,x_n$} located in the d-dimensional unit cube $[0,1]^d$. $n$ is about 1000 and $d$ is about 25. I'd like to find
$\max_{\omega\in [0,1]^d}\min_{i=1,\ldots,n} \|\...
- 500
8
votes
2
answers
752
views
Are point sets of the same order type connected by continuous (order type)-preserving motion?
Given two general position point sets in $\mathbb{R}^2$ of the same size and order type, is it possible to continuously move the points of one set until they coincide with those of the other set in ...
- 83
3
votes
1
answer
347
views
Grading a non-graded poset as squeezed as possible
Here is a curiosity question (motivated by the recent revamp of ranked-poset routines in Sage).
Let $P$ be a finite poset. We look for a family $\left(a_p\right)_{p\in P}$ of real numbers summing up ...
- 33.8k
10
votes
1
answer
411
views
Network flows with capacities on pairs of edges
Take a standard network flow problem: a directed graph with nonnegative capacities on each edge, a source $s$, a sink $t$. We all know how to find the maximum flow from $s$ to $t$.
Now add edge-pair ...
- 37.7k
11
votes
5
answers
1k
views
Segments of Voronoi Diagrams on smooth manifolds. Are they geodesics?
Let $S$ be a patch of a smooth 2-manifold in $\mathbb{R}^3$, and pick two distinct points $a,\ b \in S$. Let $c$ be the set of points on $S$ equidistant to $a$ and $b$, where distance is defined by ...
- 273
0
votes
1
answer
226
views
Continuity of Lexicographic Minimum Solution of a parametrized LP problem
Given a parametrized LP problem
find x, that minimizes F*x
such that Ax <=Bt+D
where t is a parameter.
And suppose C(t) is a set of all optimal solutions of LP with parameter t.
Let x_L(t) be ...
- 29
4
votes
3
answers
2k
views
How to find the minimum number of hyperplanes to define a convex hull?
I have the following problem:
I have a convex hull $\Omega$ defined by a set of n-dimensional hyperplanes $S = [(n_1,d_1), (n_2,d_2),...,(n_k,d_k)]$ such that a point $p \in \Omega$ if $n_i^T p \geq ...
- 143
2
votes
1
answer
848
views
Algorithm for satisfiability of inequalities.
I am looking for an algorithm for checking the satisfiability (with natural values) of a set of inequalities made of variables and natural numbers, for example: $u < v, u \leq z, 3 \leq v$.
In ...
- 85
1
vote
1
answer
241
views
Covering max flow arcs by arc disjoint paths
Let $(N,A,s,t,u)$ be a network with node set $N$, arc set $A$, source $s\in N$, sink $t\in N$ and capacity vector $u\in\{1,2,\ldots,T\}^A$, and let $x=(x_a)_{a\in A}$ be a maximum $(s,t)$-flow. Is it ...
- 2,966
4
votes
2
answers
1k
views
Polyline averaging
I'm trying to find a method that can take a collection of polylines, each described by a list of connected points on a plane, and find an "average" path through them. The input lines do not loop.
...
- 51
3
votes
2
answers
1k
views
maximum number of shortest path among a set of n triangle obstacles
Assume that we have a two distinct points. The number of shortest path between these two points is one. When we add a triangle obstacle to the plane and this triangle intersects the line connecting ...
- 51
0
votes
1
answer
456
views
Is the Simplex Method still polynomial when all inequalities are through the origin?
Hello,
I want to solve a linear program using the simplex method, and I know that all my inequalities will pass through the origin (therefore, either my initial solution of (0, ... , 0) is optimal, ...
- 693
3
votes
1
answer
2k
views
practical algorithm for constrained triangulation in two dimensions?
I'm looking for an algorithm that is easy to implement in practice (resulting in small amount of code), preferably incremental. As far as I know, the biggest problem with incremental constrained ...
- 131
3
votes
2
answers
2k
views
Sherali-Adams relaxation
I am trying to find a book or a paper, which explains, how and why the Sherali-Adams relaxation method works. The original paper (1990) is difficult for me to understand. I need a more basic ...
- 113
5
votes
3
answers
4k
views
Minimum distance between two arbitrary circles in space?
What is the minimum distance between two arbitrary circles in space?
I am working out the problem with Maxima, but I am surprised by how complicated this rapidly turns out to unfold for such a "...
- 71
6
votes
1
answer
761
views
Checking if one polytope is contained in another
I have two sets of inequalities, say, $Ax \leq 0$ and $Bx \leq 0$. I would like to know if they both define the same polytope. Or, even, whether one is contained in the other.
At the moment I am ...
- 491
4
votes
2
answers
1k
views
Area ratio of a minimum bounding rectangle of a convex polygon
Take a convex polygon $P$ in the plane, and find its minimum area bounding rectangle, $R$. I'm interested in the ratio of the area of $R$ to the area of $P$. The ratio has a minimum of $1$ for ...
- 1,182
2
votes
1
answer
137
views
Design constraint systems over the reals
This question is inspired by the discussion at this problem.
Suppose I have a design consisting of a finite point set $U$ of size $|U|=m_{\emptyset}$ and a family of $n$ subsets (sometimes called ...
- 30.1k