All Questions
1,546 questions
4
votes
1
answer
848
views
A quantitative version of Straszewicz's theorem?
Let $C$ be a compact convex subset of Euclidean space. Recall that $x\in C$ is an exposed point of $C$ if there is a plane $P$ such that $P\cap C = \{x\}$. It is obvious that exposed points are ...
- 2,155
8
votes
1
answer
375
views
Convex bodies with symmetric shadows
Theorem. If all orthogonal projections of a convex body $K \subset \mathbb{R}^n$ onto $2$-dimensional subspaces have a center of symmetry, then $K$ has a center of symmetry.
This is a classic result ...
- 13.5k
12
votes
1
answer
670
views
Volume-like property to upper bound lattice points in a convex body
The following question arises in passing in a joint paper that I am working on. Let $K$ be a centrally symmetric convex body in an $n$-dimensional real vector space $V$ which contains a lattice $L$. ...
- 56.6k
4
votes
1
answer
503
views
An elementary probability question
Let $X$ be a $d$-dimensional random vector distributed according to probability measure $D$. At least the second moment of the coordinates of $X$ is finite.
Consider $n+1$ samples $X_0, \ldots, X_n ...
- 461
3
votes
1
answer
4k
views
Schur complement and negative definite matrices
Hello,
My question regards to the Schur complement lemma. Consider the matrix $M=\left( \begin{array}{cc}
A & B\\\
B^T & C \end{array}\right)
$.
According to the lemma $M\geq0$ iff $C>0$ ...
- 155
8
votes
1
answer
403
views
From convex geometry to contact topology
Here is a problem in contact topology that was suggested by Petya's answer to this mathoverflow question of mine.
Let $S^* \mathbb{R}^n$ be the space of cooriented contact elements of $\mathbb{R}^n$. ...
- 13.5k
13
votes
2
answers
909
views
A problem on convex geometry
Consider a convex body $K \subset \mathbb{R}^n$ containing the origin in its interior. Although the body is not necessarily symmetric, let us say that two points in its boundary $\partial K$ are ...
- 13.5k
19
votes
2
answers
2k
views
Is the tensor product of polyhedra a polyhedron?
Conventions: A polytope in a finite-dimensional $\mathbb R$-vector space $V$ is defined to be a convex hull of finitely many points in $V$. A polyhedron in a finite-dimensional $\mathbb R$-vector ...
- 33.8k
1
vote
0
answers
126
views
Matrix Minimax problem
I have the equation $\Sigma_k(M_k{p_k})V=EV$, where the $M_k$ are n*n real Hermitian matrices, $V$ is a n*n eigenvector matrix, $E$ a dim-n energy eigenvector and the $p_k$ scalar parameters. The $M_k$...
- 4,829
13
votes
2
answers
514
views
Can you see smoothness of the boundary of a convex body from its shadow?
Let $d \geq 3$ and suppose that $K \subset \mathbb{R}^{d}$ is a convex body (compact, convex, non-empty interior). Is the following true?
The boundary $\partial K$ is a $C^1$-manifold if and only ...
- 491
4
votes
1
answer
585
views
How to implement linear constraints that include several absolute values
Dear all,
I am trying to implement a linear constraint that includes several absolute values in the form: Abs(A) + Abs(B) + Abs(C) + Abs(D) + ... = 1
Since the minimization problem includes quite a ...
- 41
0
votes
2
answers
1k
views
Nonzero convex combinations of convex hull vertices to yield an inner point
Two questions:
1) (ALREADY ANSWERED) This is likely to be a very basic question for you folks.
Carathéodory's theorem gives us an upper bound for the minimum number of convex hull vertices that can ...
- 3
7
votes
0
answers
152
views
Almost Isodiametric Sets
Hi,
The isodiametric inequality tells us that, of all sets of diameter $r$, the one with the largest Lebesgue measure is the ball of radius $r/2$ - and this holds regardless of norm. Let $\tau(r)$ be ...
- 131
1
vote
1
answer
1k
views
Is minimum of convex envelope the same as minimum of the original function?
Hello everyone my question is:
$Question:$ Consider a function $f:X \rightarrow \mathbf R$ where $X$ is a convex subset of $\mathbf{R}^n$. The convex envelope of $f$ over $X$ is defined as the ...
- 11
0
votes
1
answer
2k
views
Finding linearly independent columns of a large sparse rectangular matrix
I have a problem that necessitates solving a large non-negative least-squares
problem. My matrix A is large, sparse, highly rectangular (num rows >> num cols)
and nearly binary. However, A is not ...
- 103
5
votes
2
answers
2k
views
Bounding the minimal maximum norm of a solution of a linear system.
I would be grateful for pointing me out a reference to some general bound on the $\ell_{\infty}$ norm of a solution of a linear system. To be specific, suppose that we have an underdetermined linear ...
- 191
4
votes
1
answer
4k
views
H-representation versus V-representation of polytopes
The H-representation of a convex polytope $S$, is just a set of linear inequalities corresponding to the intersection of halfspaces:
$S = ( x | Ax\leq b )$.
One could also represent a convex polytope ...
- 45
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
7
votes
2
answers
315
views
Duality between extremal points and extremal maps
Suppose I have a convex set $C\subset\mathbb{R}^n$ such that $0\in C$ and every Cauchy sequence in $C$ converges in $C$, but $C$ need not be bounded. (Actually I want unbounded $C$). Consider the set
...
- 421
25
votes
4
answers
1k
views
Do random projections (approximately) preserve convexity?
The Johnson-Lindenstrauss lemma implies that any set of $k$ points in $\mathbb{R}^d$ can be randomly projected into $d' \approx \log(k)/\epsilon^2$ dimensions such that the distances between each pair ...
- 253
13
votes
1
answer
430
views
Detecting a hidden convex body with line probes
Imagine that, somewhere inside an origin-centered, unit-radius sphere
$S$ in $\mathbb{R}^3$,
sits a convex body $K$ of volume vol$(K)=\alpha (\frac{4}{3} \pi)$,
with $\alpha < 1$ the fraction of ...
- 151k
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
6
votes
0
answers
237
views
Generalization of the non-existence of a monostatic planar body
Domokos, Papadopulos, and Ruina showed that there does not exist a convex planar rigid body of uniform density which has only
one orientation of stable equilibrium and one orientation of unstable ...
- 5,971
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
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
12
votes
1
answer
658
views
When is the hull of a space curve composed of developable patches?
Let $C$ be a smooth curve in $\mathbb{R}^3$ that lies entirely on its convex hull,
$\cal{H}(C)$.
Under what conditions on $C$ is $\cal{H}(C)$ the union of developable surface patches?
I believe ...
- 151k
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
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
171
views
coarser than triangulations "almost partitions" into simplices
The total space $T$ of an embedded into $\mathbb{R}^n$ pure $n$-dimensional simplicial complex (in other words, the union of finitely many $n$-dimensional compact convex polytopes) sometimes admits an ...
- 14k
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
2
votes
0
answers
93
views
Affine endomaps and isometries of convex bodies
Let $B$ stand for a compact convex body in a Hilbert space $H$.
Suppose that a finite group $G=\{g_1,\ldots,g_n\}$ acts, via affine maps, on $B$.
Write $B'$ for the image of $B$ in $B^n$ by the ...
- 17.6k
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
4
votes
0
answers
163
views
Convexified threshold of a function
Upd. The question in a nutshell: find convex set on plane which is «closest» to a given non-convex set.
It is given integrable function $0\leq f(x,y)\leq 1$ with bounded support: $f(x,y)=0$ when $x^2+...
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
6
votes
1
answer
3k
views
Proving the interior of a dual cone is the set of vectors whose inner product is strictly positive on the cone
Apologies for posting such a simple question to mathoverflow. I've have been stuck trying to solve this problem for some time and have posted this same query to math.stackexchange (but have received ...
- 283
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
18
votes
1
answer
911
views
Is the ball reducible in some high dimension?
Let $K$ be a bounded symmetric ($-K=K$) open convex body in $\mathbb R^n$. The critical determinant $d(K)$ of $K$ is the least possible volume $|\operatorname{det}(a_1\dots a_n)|$
of the fundamental ...
- 61.9k
4
votes
0
answers
380
views
Smoothness of the convolution of a singular measure with itself
Let $\gamma:I\subset\mathbb{R}\rightarrow\mathbb{R}^2, s\mapsto \gamma(s)$, denote the arclength parametrization of a smooth, convex curve $\Gamma:=\gamma(I)\subset\mathbb{R}^2$. Equip $\Gamma$ with ...
- 852