All Questions
1,019 questions
2
votes
0
answers
210
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 blue) ...
- 695
1
vote
1
answer
38
views
Finding an unfrustrated set of local linear constraints with given minimal value
Let $ \{F_{i}\} $ be a finite set of linear functionals on a convex compact subset $B\subset\mathbb{R}^{n}$ such that each $F_i$ is $k$-local (acts on $k\ll n$ variables only).
Assume $F=\sum_{i}F_{i}$...
- 11
1
vote
0
answers
120
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 ...
- 111
4
votes
0
answers
205
views
Dimension reduction for low-order moments of Rademacher-weighted sums of vectors
Let $x_1,\dots,x_n$ be vectors in a Euclidean space $H$. Let $\varepsilon_1,\dots,\varepsilon_n$ be independent Rademacher random variables (r.v.'s), so that $P(\varepsilon_i=\pm1)=1/2$ for all $i$.
...
- 128k
5
votes
1
answer
235
views
Self-concordant function for dual cone
I wonder if there is any existing result for self-concordant function in the literature about the following question.
Suppose $f$ is a self-concordant barrier function of a proper cone $K$ (pointed, ...
- 163
4
votes
1
answer
3k
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 ...
- 233
5
votes
1
answer
183
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 ...
- 13.2k
4
votes
1
answer
891
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 ...
- 4,049
2
votes
1
answer
186
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?
- 23
6
votes
1
answer
310
views
Linear projections of convex sets with unique preimages of boundary points
Fix a compact convex subset $C \subset \mathbb{R}^n$ with nonempty interior. For any subspace $S \subset \mathbb{R}^n$, let $P_S$ denote the orthogonal linear projection onto $S$. I'd like to claim ...
- 630
5
votes
0
answers
227
views
Concavity of mixed volumes and mixed discriminants
For $n\times n$ symmetric matrices $A_1, \ldots, A_n$, the mixed discriminant $D(A_1, \ldots, A_n)$ can be defined as $1/n!$ times the coefficient of $t_1\ldots t_n$ in the homogeneous polynomial $\...
- 757
2
votes
1
answer
229
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 ...
- 329
5
votes
2
answers
1k
views
Minimum of squared sum minus sum of squares
I know that
$$
\min_{\|x\|_2=1=\|y\|_2} \left(\sum_{k=1}^nx_ky_k\right)^2-\sum_{k=1}^nx_k^2y_k^2 \geq -1/2
$$
with equality whenever $|x_k|=\frac{1}{\sqrt{2}}=|y_k|$ for two coordinates.
I'm ...
- 205
9
votes
1
answer
954
views
Convexity of the product of two exponential matrices
Let $S\subset\mathbb{R}$ be a convex set and $\mathbb{S}^{n}$ be the set of real symmetric matrices of order $n\times n$.
A matrix valued function $\Gamma: S \rightarrow \mathbb{S}^{n}$ is said to ...
- 1,590
1
vote
0
answers
85
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:
...
- 111
2
votes
2
answers
2k
views
A question involving Mazur's Lemma
Consider the Mazur's Lemma (H. Brezis - "Functional analysis, ..."):
"Assume $(x_n)$ converges weakly to $x$. Then there exists a sequence $(y_n)$ made up of convex combinations of the $x_n$'s that ...
- 153
3
votes
3
answers
370
views
How to show that there's a continuous function separating convex sets of Radon measures?
First, the setup: $X$ is a compact set. By Riesz's representation theorem $C(X)^*=${all Radon measures on $X$}. $K$ is a convex, closed set of probability measures. $m$ is a probability measure out of ...
- 502
4
votes
1
answer
269
views
Takahashi convex metric spaces
A Takahashi convex metric space is a metric space $(X,d)$ such that $\exists W : X \times X \times [0,1] \rightarrow X$ that satisfies :
$d (u, W(x,y; \lambda)) \leq \lambda d(u,x) + (1- \lambda) d(u,...
- 41
3
votes
1
answer
271
views
Gradient estimate of convex functions
Consider a special type of convex function $g(\cdot):\mathbb{R}^d \to \mathbb{R}_+\cup\{+\infty\}$ such that $g(x)=+\infty$ as $|x|\to \infty$. Then $g$ is differentiable almost everywhere within its ...
- 599
3
votes
1
answer
312
views
generalized mean inequality extension
from generalized inequality, we now that for $p>q$, we have $M_p(\mathbf{x})\ge M_q(\mathbf{x})$. now I am curious to know if we can find a constant $\alpha(p,q)$ which is only function of $p,q$ ...
- 383
4
votes
1
answer
224
views
Constructing a quasiconvex function [closed]
Let $C\subset\mathbb{R}^2$ be a nonempty convex set. A function $f:C\rightarrow\mathbb{R}$ is called
convex if
$$
f(\lambda u+(1-\lambda)v)\leq\lambda f(u)+(1-\lambda)f(v), \quad\forall u,v\in C, \...
- 41
3
votes
1
answer
1k
views
Constrained vs Unconstrained Optimization
I'm currently working on an optimization problem with a linear objective with linear and nonlinear constraints, i'm facing difficulties reaching a good solution, so i was advised to move the nonlinear ...
- 31
0
votes
0
answers
125
views
Largest ball with fixed center in a a convex region
Let $x_0$ be a point contained inside a compact, convex set $C\subset\mathbb{R}^d$, which is of the form $C=\{x:f(x)\leq0\}$ for some explicit convex function $f$. Is there a computationally ...
2
votes
1
answer
127
views
monotonicity alike functions
assuming we have two smooth function ${f_1},{f_2}:{R^N} \to R$,
under what condition, we have
${f_1}\left( {{{\bf{x}}_1}} \right) \ge {f_1}\left( {{{\bf{x}}_2}} \right) \leftrightarrow {f_2}\left( ...
- 383
1
vote
1
answer
207
views
Computing probability that $Ax\geq0$ where $x$ is a vector of iid gaussians and $A$ is matrix of $1$s and $0$s
This question came up in my research: What is the probability that $Ax\geq0$ where $x$ is a vector of iid gaussians and $A$ is matrix of $1$s and $0$s?
So far I only figured out that I can do Monte ...
- 113
1
vote
0
answers
80
views
A version of isotone projection cones
We write $a \succeq b$, where both $a, b \in \mathbb{R}^n$, as a shorthand for $a_i \ge b_i$ for all $1 \le i \le n$. Let $C$ be a closed convex cone in the first orthant of $\mathbb{R}^n$ and denote ...
- 773
2
votes
0
answers
92
views
A convex analysis theorem improvement
John's theorem states that to any full-dimensional symmetric convex set $K\subseteq R^n$ and any Ellipsoid $E\subseteq R^n$ that is centered at origin, there exists an invertible linear map $T$ so ...
- 13.9k
6
votes
0
answers
97
views
Finding the optimal mixture of two convex functions
I am trying to find an efficient way to solve the problem $$\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$$ where $x_1,x_2\...
2
votes
0
answers
148
views
Derivation of gradient of SSE in Geodesic Regression
On page 79 (or page 5) of this this paper the gradient of the SSE of the Geodesic model is described explicitly. My question is how are these equitations derived in detail; where can I find the ...
- 5,405
1
vote
1
answer
2k
views
Computation of extreme rays of rational polyhedral cones - Hemmecke's project and lift algorithm
I am working on an implementation of Raymond Hemmecke's algorithm for finding generating sets of cones: http://arxiv.org/abs/math/0203105
Unfortunately I am struggling to make the algorithm work on ...
- 11
1
vote
1
answer
164
views
number of affine pieces of linear interpolation of convex functions in high dimension
Consider a convex function $f$ defined on a $d$-dimensional hypercube $[0,1]^d$. Now for fixed $m \in \mathbb{N}$, consider the grids $\mathcal{G}_m=\{(i_1/m,\cdots,i_d/m)\}$ where $i_\alpha\in\{0,1,\...
- 599
2
votes
0
answers
71
views
Select n vectors from k vectors (in 3D) such that each component of the resultant vector >= each component of a given vector M
this was left unanswered for 1 week on MStackExchange, so I thought MOverflow would be more appropriate. Thanks :)
Let $R = (R_x, R_y, R_z)$ be the resultant vector of the n vectors and $M = (M_x, ...
- 21
1
vote
0
answers
161
views
Uniqueness of (generalized) Moreau decomposition
Let $H$ be some Hilbert space, which we can take to be the usual finite-dimensional Euclidean space if needed. For a function $f : H \to \mathbb{R}$, let $f^* : H \to \mathbb{R}$ be its conjugate dual,...
- 1,731
2
votes
0
answers
149
views
How to solve the following generalized quadratic programming problem [closed]
I want to solve a generalized form of a quadratic programming problem
$$\min_x \left(\sqrt{x^TPx}+\sqrt{x^TQx}\right)^2+c^Tx$$,
$$\textrm{ s.t. } Ax\le b.$$ Here, $P$ and $Q$ are both positive ...
- 21
2
votes
1
answer
426
views
Network flows with shared capacities
Suppose we have a flow network, with capacity constraints on weighted sums of arc flows, such as:
$$2 f(1, 2) + 3 f(4, 5) + f(3, 7) \leq 10,$$
where $f(1, 2)$ denotes the flow through arc $(1, 2)$....
- 23
10
votes
1
answer
4k
views
Uniform convergence of convex functions
It is a well-known result that if a sequence of convex function $f_n(\cdot)$ converges on a dense set $C'$ of an open set $C$, then the limit function $f$ exists on $C$, and the converge is uniform ...
- 599
5
votes
0
answers
167
views
A specific case of the $p$-center problem
Given a fixed positive integer $m$, let $\cal{S}$ be the subset from $\mathbb{R}^m$ defined as $\cal{S} = \{u \in \mathbb{R}^m \mid \forall i \in \{1, \dots, m\}, u(i) > 0$ and $\sum_{i=1}^m{u(i) = ...
- 125
1
vote
1
answer
175
views
accelerate convex optimization by proximal projection
I am using level method to solve non-smooth convex programming problem (where the objective function is given by an oracle from another program ):
http://www2.isye.gatech.edu/~nemirovs/Lect_EMCO.pdf
...
- 867
1
vote
0
answers
685
views
Proximal mapping of composition with linear operator
Let $A$ be an orthogonal matrix. Then the proximal mapping $prox_{f \circ A}(x)$ can be evaluated efficiently by
$$
(I + \partial (f \circ A))^{-1}(x) = prox_{f \circ A}(x) = A^T prox_{f}(A x),
$$
as ...
- 303
0
votes
0
answers
62
views
Looking for a homogeneous function with some properties
I'm looking for a 1-homogeneous function $\pi \colon \mathbb{R}^n_{\geq 0} \to \mathbb{R}$ satisfying the following properties:
1) $\pi$ is not concave. This is equivalent to the fact that there ...
- 357
5
votes
1
answer
384
views
Examples of Polyhedra with Large Shadows
Let $P \subseteq \mathbb{R}^n$ be a polyhedron described by $\mathcal{O}(n^{c_1})$ inequalities, where $c_1$ is a constant. Moreover, let $M\colon P \to \mathbb{R}^2$ be a linear mapping. I'm looking ...
- 321
10
votes
2
answers
2k
views
Continuous functions with convex level sets
Assume that $f:\mathbb{R}^{2}\to \mathbb{R}$ is a continuous function such that each level set $f^{-1}(c)$ is a convex set.
To what extent such functions are studied?
In particular:
Is there a ...
- 356
1
vote
1
answer
189
views
Precompactness of a sequence of convex functions
Suppose we have a bounded convex open set $\Omega$ in $\mathbf{R}^n$,and a sequence of convex functions $P_n$ such that $||P_n||_{L^2(\Omega)}\leq C\forall n$.Is it possible to find a subsequence ...
- 151
2
votes
1
answer
276
views
An optimization problem in complex space
Consider the following optimization problem
$$
\min \| \textbf{Ax-B}\|
$$
$$
s.t.|x_i|=1,i=1,...,n
$$
where $\textbf{x}\in \mathbb{C}^{n}$ is the optimization varaible, $x_i$ is the $i$-th ...
- 21
5
votes
1
answer
2k
views
Algorithm to minimally connect line segments in Euclidean plane
Suppose you have finitely many line segments in the Euclidean plane. How do you "connect them to form one chain of line segments of minimal length?"
More formally and generally, what I'm looking for ...
- 153
7
votes
1
answer
224
views
A polytope with a bound on the sum of any $k$ variables
Let $2\le k\le n-1$ and define the polytope
$$P_k(n) = \lbrace (x_1,\ldots,x_n) \in \mathbb{R}^n :
-1\le x_{i_1}+\cdots +x_{i_k} \le 1 \text{ for all } 1\le i_1\lt\cdots\lt i_k\le n\rbrace.$$
There ...
- 37.7k
0
votes
1
answer
156
views
Prove a function, defined by integration of a harmonic function, is log-convex [closed]
Let $u$ be a harmonic function and we define
$$ q(r)=\int_{\partial B(0,r)}u^2(x)\,dx $$
The question is about to prove that $q(r)$ is log-convex, i.e., I want to show $\log q(r)$ is convex function ...
- 679
1
vote
1
answer
111
views
characterization of a certain closed convex cone
Consider $x_1,\cdots,x_n \in \mathbb{R}^d$, and the closed convex cone in $\mathbb{R}^n$ defined by
$$\mathcal{K}(\underline{x}):=\{(\varphi(x_1),\cdots,\varphi(x_n)):\varphi \textrm{ convex on }\...
- 599
2
votes
0
answers
144
views
error estimate of linear interpolation in high dimension
Consider convex functions $f,g$ on $[0,1]^d$. Let $x_1,\cdots,x_n$ be $n\geq d+1$ fixed point in $[0,1]^d$ that is equally 'distributed' in the sense that
$$c_1\leq \frac{n\mathrm{vol}(K)}{\mathrm{...
- 599
9
votes
1
answer
494
views
In what sense is the Bayesian posterior mean a “convex combination”?
I asked this on math.stackexchange with no response, I'm hoping someone here might have something.
Suppose I want to estimate $x \in \mathbb{R}^n$ from two signals with zero mean, normally ...
- 309