All Questions
1,019 questions
5
votes
1
answer
784
views
On faces of convex sets of positive semidefinite matrices
A face $F$ of a convex set $C$ is a set such that, if $x \in F$ is a convex combination of other elements in $C$, then they must also be in $F$. I will denote by $F(C,x)$ the smallest face of $C$ ...
- 51
5
votes
1
answer
399
views
monotone parabolic systems, convex variational structure and Legendre transform
The context:
for my research I am currently looking at parabolic systems of the type
$$
\left\{
\begin{array}{ll}
\partial_t b(u)-\Delta u=0 \qquad & (t,x)\in \mathbb{R}^+\times\Omega\\
u=0 & ...
- 5,380
5
votes
2
answers
584
views
Continuous Transportation Problem
Hi all, I'm trying to formulate an infinite linear program to prove optimality (via duality) for the Continuous Transportation Problem, e.g. the Kantorovich-Wasserstein distance. This is the ...
- 133
5
votes
1
answer
394
views
Explicit Formula of Delsarte's Linear Programming Upper Bound for $A_q(n,3)$
The problem of giving an explicit formula for $A_q(n,d)$ is sometimes referred to as "the main problem in coding theory." The value of $A_q(n,d)$ is given by the maximum number of codewords in a q-ary ...
- 297
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
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
5
votes
1
answer
271
views
Feasibility of linear programs
It's known that finding the intersection of n halfplanes in 2-d takes $\Omega(n\log n)$ time. Does the lower bound apply if we change the question to deciding whether the intersection is non-empty?
- 201
5
votes
1
answer
176
views
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
5
votes
1
answer
281
views
Generalization of minimal selection theorem
Consider a metric space $X$ and a set-valued map $F : X \to \mathbb{R}^{n}$. We define the minimal selection
\begin{equation*}
m(F(x)) := \arg\min \big\{ \lvert u \rvert : u \in F(x) \big\},
\end{...
- 351
5
votes
1
answer
2k
views
When do convexity and lower semicontinuity imply continuity?
Let $X$ be a nonempty compact convex subset of a locally convex space. Say $X$ has the convex function property if every convex, lower semicontinuous $f:X\to\mathbb R$ is also continuous.
Question: ...
- 537
5
votes
1
answer
315
views
On optimal dual solutions for the minimum weight perfect matching problems in the case of metric weights
Following Lovasz-Plummer (Matching theory, North-Holland 1986, Theorem 9.2.1),
the minimum weight perfect matching problem on a complete graph
$G$ with even number of vertices and weight $w:E(G)\to
\...
- 4,878
5
votes
3
answers
512
views
Optimisation under constraint of Wasserstein distance
Let $\mathcal P_n = \{P \in \mathbb R^n_{\geq 0}: P^T \mathbb I = 1 \}$, where $\mathbb I = (1,...,1)^T \in \mathbb R^n$ and $f: \mathcal P_n \to \mathbb R$ a convex and differentiable function (or ...
- 111
5
votes
1
answer
424
views
What is the LP gap of vertex cover in planar graphs?
What is the LP gap of vertex cover in planar graphs?
The LP I refer to is min $\sum_{e \in E } c_e x_e \ \ $ subject to $ \ \ x_v + x_u \geq 1 \ \ \ \forall uv \in E $
$ c_e \geq 0 $ are ...
- 111
5
votes
1
answer
146
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 ...
- 1,893
5
votes
1
answer
3k
views
Maximizing supermodular functions
I have a real supermodular objective function which I want to maximize with constraint. The constraint is on the size, like |A|=k .
I am wondering if anyone can give me more information about a ...
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
$$
Suppose the solution of this LP is obtained at a point $x_{j_1}$, which is a vertex ...
- 373
5
votes
0
answers
135
views
Conv A = Dual B
I have two cones $A$ and $B$ in a Euclidean space.
I want to show that $\mathrm{Conv}\,A=\mathrm{Dual}\,B$; that is, $a\in\mathrm{Conv}\,A$ if and only if $\langle a,b\rangle\ge 0$ for any $b\in B$.
...
- 45k
5
votes
0
answers
183
views
Generic shadows of convex bodies
If $K \subset \mathbb{R}^m$ is a convex body (i.e., a compact convex set) and $T \mathbin\colon \mathbb{R}^m \to \mathbb{R}^n$ is a linear map then $TK \subset \mathbb{R}^n$ is a convex body as well. ...
- 2,479
5
votes
0
answers
162
views
Homogeneous linear and quadratic inequalities
I have a bunch of vectors $b_i \in R^n$ for $i = 1,\ldots,N$ and a bunch of (indefinite) matrices $A_j$ for $j = 1,\ldots,M$. Let's consider the set $S \subset R^n$ of $x \in R^n$ vectors such that
$$...
- 1,150
5
votes
0
answers
345
views
Weak to weak$^*$ continuity of the duality mapping
Let $X$ be a uniformly convex and uniformly smooth Banach space. We consider the duality mapping $J_p^X$ defined as the sub-gradient $\partial (\frac1p\|\cdot\|^p)$. Is there a characterisation of the ...
- 799
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
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
5
votes
0
answers
911
views
Decreasing sequence of closed convex sets in a Banach space
Let $(C_n)$ be a decreasing sequence of closed convex subsets in a Banach space $(E,\Vert \cdot \Vert)$. The question I have is about the content of $C=\bigcap_{n=0}^\infty C_n$.
If the $C_n$ are ...
- 1,355
5
votes
0
answers
194
views
A linear optimization problem on a graph
Let $G=(V,E)$ be a finite graph and let $f$ be any positive function defined on the vertices. Put weights on the vertices $v_{i}$, way $w_{i}$ so that $\sum_{i=1}^{n}w_{i}\leq 1$. Assume that every ...
- 2,288
5
votes
0
answers
204
views
A polytope associated with the Hadamard Transform
In an investigation of whether or not a subset $V$ of "Hamming Space" $M_n = \mathbb{F}_2^n$ is a tile (i.e. whether $M_n$ can be written as a disjoint partition of translates of $V$) in http://arxiv....
- 4,636
5
votes
0
answers
581
views
When is polytope compatible with network flow?
A linear program is the problem of optimizing an linear objective function within some polytope $A$ over $\mathbf R^n$. My question is motivated by the question of when a linear programming problem ...
- 3,475
4
votes
5
answers
622
views
Elementary inequality generalizing convexity of a function on a segment
I am looking for a proof of the following statement which is known to be true as far as I heard.
Let $g\colon [a,b]\to \mathbb{R}$ be a smooth function. Assume that
$$b-a< \pi.$$
Assume also $$g(a)\...
- 21.8k
4
votes
2
answers
315
views
Connecting $2n$ points in $\mathbb R^2$ with line segments s.t. each point belongs to exactly one line segment
I'm trying to do a certain simulation related to the toric code and I'm looking for an algorithm that connects $2n$ points ($n \in \mathbb Z_+$) in $\mathbb R^2$ with line segments with the following ...
- 269
4
votes
3
answers
328
views
Question about an inequality described by matrices
Let $A=(a_{ij})_{1 \le i, j \le n}$ be a matrix such that $\sum_\limits{i=1}^{n} a_{ij}=1$ for every $j$, and $\sum_\limits{j=1}^n a_{ij} = 1$ for every $i$, and $a_{ij} \ge 0$. Let
$$\begin{equation}
...
- 1,168
4
votes
1
answer
8k
views
Detection of Redundant Constraints
Suppose I pose the following query to a constraint logic programming
system:
?- Y <= 6 - X, Y <= (- 4) + 4 * X, Y <= 4 + X / 3.
Are there systems that would recognize the last inequality as
...
Countably Infinite
4
votes
2
answers
610
views
Unit ball of the sum space
Let $V$ be a vector space and $\|\cdot \|_1$ and $\|\cdot\|_2$ two norms on $V$.
Let $\|\cdot\|_+$ be given by
$$ \|v\|_+ := \inf_{v = v_1 + v_2} \|v_1\|_1 + \|v_2\|_2 $$
It is well-known that $\|\...
- 39k
4
votes
2
answers
141
views
A kind of exponential concavity for polynomials?
Is there $C > 0$ such that the inequality
$$
\prod_{n\in\mathbb{N}} p(n)^{a_n} \leq p\left(C\prod_{n\in\mathbb{N}} n^{a_n}\right)
$$
holds for all finitely supported sequences $(a_n)$ with $a_n\geq ...
- 6,406
4
votes
2
answers
367
views
Mass-redistribution generalization of Jensen's inequality
This is motivated by this question on math.SE.
One way to think about Jensen's inequality is that it says that if we have some probability distribution $\mu$ (continuous or discrete) over a space $X$...
- 997
4
votes
3
answers
1k
views
Minimax theorem on a non convex domain
A minimax theorem is a theorem which states that under certain conditions on $\mathcal{X}$, $\mathcal{Y}$ and $f$:
$$ \inf_{x \in \mathcal{X}}{\sup_{y \in \mathcal{Y}}{f(x,y)}} = \sup_{y \in \mathcal{...
- 591
4
votes
2
answers
222
views
Bound on sum of $n$th super-diagonal entries in a $2n$ by $2n$ PSD matrix
Let $A,B,C\in\mathbb{R}^{n\times n}$ be such that
$\left(\begin{array}{} A & B \\ B^T & C \end{array}\right)\succeq 0$. I would like to prove that
$$\mathrm{trace}\,B \le \sum_{i=1}^n \sqrt{\...
- 392
4
votes
2
answers
270
views
Is this function always bounded below?
Is there any global constant $C$ such that $$C<\frac{\sum_{i=1}^{n}x_{i}\log x_{i}-x_{i}+(1-x_{i})\log(1-x_{i})}{\sum_{i=1}^{n}x_{i}}+\log(\sum_{i=1}^{n}x_{i})-\log(\sum_{i=1}^{n}x_{i}^{2})$$ for ...
- 4,049
4
votes
1
answer
1k
views
Projection exists ⇒ Uniformly convex?
I know that: Let X be a uniformly convex Banach space, $a\in X$ and $C\subset X$ closed and convex, then there is a unique $b\in C$ with $\left\Vert a-b\right\Vert=\inf_{x\in C}\left\Vert a-x \right\...
- 43
4
votes
3
answers
211
views
Quasi-concavity of $f(x)=\frac{1}{x+1} \int_0^x \log \left(1+\frac{1}{x+1+t} \right)~dt$
I want to prove that function
\begin{equation}
f(x)=\frac{1}{x+1} \int\limits_0^x \log \left(1+\frac{1}{x+1+t} \right)~dt
\end{equation}
is quasi-concave. One approach is to obtain the closed form ...
- 105
4
votes
1
answer
357
views
Lipschitz function admits Whitney stratification
I've been reading Topological Aspects of Nonsmooth Optimization by Vladimir Shikhman.
There I have found the following observation that:
Lipschitz functions $f : \mathbb{R}^n \to \mathbb{R}$ admit
...
- 99
4
votes
2
answers
507
views
How to show the two convex bodies are affinely isomorphic?
This problem comes from the response of the author of papers.
Consider two convex bodies $A$ and $B$:
$$A= \{X\in \mathcal{S}^4 : \operatorname{tr}(X) = 1, X\succeq 0 \}$$
$$B = \operatorname{...
- 345
4
votes
4
answers
703
views
efficient way to compute the inversion of the following matrix
Hi, there
I have looked it up in the current textbook. The conventional numerical method to compute the inversion of an $n \times n$ matrix requires $O(n^3)$. However, for the following special ...
- 41
4
votes
1
answer
256
views
Is there a non-convex function with non-decreasing average rate of change?
$\newcommand{\R}{\mathbb R}$
Let $f$ be a function from $\R$ to $\R$. It is said that $f$ is midpoint-convex if for any real $x$ and $y$ we have $f(x-y)+f(x+y)\ge2f(x)$ or, equivalently, $f(x+y)-f(x)\...
- 128k
4
votes
2
answers
720
views
Existence of a strictly convex function interpolating given gradients and values
I'm wondering where to find a proof and reference for the following facts, which I feel sure must be true.
(1) Suppose we are given a finite set of points in $\mathbb{R}^{d+1}$. For each point, we ...
- 4,529
4
votes
1
answer
515
views
Is the preimage of a face under an affine map a face?
Let $X\subseteq\mathbb{R}^n$ be a convex set. Let $\pi{:}\ X\to\mathbb{R}^m$ be a linear map, with $m<n$ (for example, a projection). Let $\pi^{-1}(y)=\{x\in X\mid\pi(x)=y\}$ denote the inverse of $...
- 75
4
votes
1
answer
296
views
concavity of $\log [ (1+\frac{x_0}{1+x_0+x_1/2+x_2/4}) (1+\frac{x_1}{1+x_0/4+x_1+x_2/2}) (1+\frac{x_2}{1+x_0/2+x_1/4+x_2}) ]$
Let $f:~ [0,1]^3 \rightarrow \mathbb{R}$ be
$$
f(x_0,x_1,x_2)= \log \left[ \left(1+\frac{x_0}{1+x_0+\frac{x_1}{2}+\frac{x_2}{4}}\right) \left(1+\frac{x_1}{1+x_1+\frac{x_2}{2}+\frac{x_0}{4}}\right) \...
- 105
4
votes
2
answers
1k
views
Set Cover:Greedy vs LP
Hi
Both, the greedy and the LP approach for Set Cover give a O(log n) approximation. Is there some inherent difference on the two approximation approaches?
thanks
- 239
4
votes
2
answers
353
views
An upper bound of gradient norm for convex functions near minimizer
Let $f:\mathbb{R}^n\rightarrow\mathbb{R}$ be a convex function. Denote $X^*$ as the set of minimizers of $f$ and assume $X^*$ is unbounded. Is it possible that $\|g_x\|$ is unbounded when $d(x,X^*)$ ...
- 311
4
votes
2
answers
251
views
Hausdorff dimension of the non-differentiability set a convex function
Let $X \subset \mathbb R^d$ be open, $f : X \to \mathbb R$ and
$$
E := \{x \in X : f \text{ is not Fréchet differentiable at }x\}.
$$
Then we have the following result which is
Theorem: If $X= \...
- 835
4
votes
2
answers
1k
views
Convexity of $(X, y) \mapsto y^T X^{-1} y$ [closed]
Let $y \in \mathbb{R}^n$, $X \in \mathcal{S}^n_{++}(\mathbb{R})$. Why would function $ f : (X, y) \mapsto y^T X^{-1} y$ be convex?
I tried with $(X, x) + t.(Y, y)$ with no result. Also, I thought ...
- 121
4
votes
1
answer
2k
views
Under what conditions does an Integer Programming problem run in polynomial time?
Given $AX\leq B$ where $A\in\Bbb Z^{m\times n}$,$B\in\Bbb Z^m$ finding $X\in\Bbb Z^n$ where $m\geq n$ is the integer programming problem. If $A$ is totally unimodular then the problem is solvable in ...
- 13.9k