All Questions
480 questions with no upvoted or accepted answers
14
votes
0
answers
4k
views
Minimum tiling of a rectangle by squares
Given the $n\times m$ rectangle, I want to compute the minimum number of integer-sided squares needed to tile it (possibly of different sizes).
Is there an efficient way to calculate this?
- 1,015
13
votes
0
answers
710
views
Minimizing total variation under constraint
For $p\in[0,1]$, we write $\mathrm{Ber}(p)$
to denote the Bernoulli measure on $\{0,1\}$;
that is, $\mathrm{Ber}(p)(0)=1-p$,
$\mathrm{Ber}(p)(1)=p$.
For $n\in\mathbb{N}$ and $p=(p_1,\ldots,p_n)\in[0,1]...
- 6,541
10
votes
0
answers
722
views
Fractional Matching version of Hall's Marriage theorem
Let $G=(S,T,E)$ be a bipartite graph, $|S|=|T|$. Then the following are equivalent:
1) there exist a perfect matching in $G$;
2) there exist non-negative weights on edges such that the sum of ...
- 109k
9
votes
0
answers
1k
views
Existence of barycenter
Let $(X,d)$ be a metric space. A barycenter of a Borel probability measure $\mu$ on $X$ is a minimizer of the function
\begin{equation}
\begin{split}
f \colon X & \to \mathbb{R}\\
x &\mapsto \...
- 1,337
8
votes
0
answers
459
views
Are there any characterizations of $C^2$ convex functions?
There are several characterizations of convex functions with the Lipschitz continuous gradient. If we already know that the function is of class $C^1$, then we have the following equivalent conditions:...
- 28k
8
votes
0
answers
210
views
Concavity of product and ratio of sums
Apologies if this question is not appropriate for MathOverflow. I have asked at Math.StackExchange without success.
Consider the function $f:\mathbb{R}^n\rightarrow \mathbb{R}$ defined as
$$
f(x)=\...
- 379
8
votes
0
answers
254
views
Quantum coupon collection: positivity of an alternating sum of matrices
It is well-known that in the classic coupon collecting problem (CCP), the expected waiting time is
\begin{equation*}
T_n(x_1,\ldots,x_n) = \sum_{k=1}^n (-1)^{k+1}\sum_{1\le i_1 < \cdots < i_k \...
- 28.6k
8
votes
0
answers
1k
views
Infinite Linear Programming
I'm trying to prove optimality for a continuous linear program. That is, I have a linear program with an uncountable number of variables and constraints. I'm not sure how to demonstrate feasibility ...
- 133
7
votes
0
answers
249
views
Proving this function is convex
Let $C$ be a symmetric positive definite matrix such that $0\leq c_{ij} \leq 1$, $c_{ii}=1$, and define $f$ as $$f(x)=\sum_{i}x_{i}\log(\sum_{j}c_{ij}x_{j})$$ for positive vectors $x$ (in fact let's ...
- 4,049
7
votes
0
answers
1k
views
Closed-form solution of a linear programming question
Among all the probability matrices
\begin{equation*}
P =
\left(\begin{array}{cccc}
p_{00} & p_{01} & \ldots & p_{0,J-1} \\
p_{10} & p_{11} & \ldots & p_{1,J-1} \\
\vdots & \...
7
votes
0
answers
217
views
Characterizing matrices with rank constraint
Given matrix $M\in\Bbb\{0,1\}^{n\times n}$, is there a nice method to characterize $$\mathscr{D}[M]=\{Q\in\Bbb\{0,1\}^{n\times n}:\mathsf{rank}(M-Q)= \mathsf{rank}(Q),\quad M-Q\in\Bbb\{0,1\}^{n\times ...
- 13.9k
7
votes
0
answers
209
views
Numerical linear algebra: how to compute $B^TC^{−1}B$ efficiently
Hi,
my question is similar to this one. I have to compute $B^TC^{−1}B$, where $C$ is a strictly positive definite $n\times n$ matrix and $B$ is $n\times m$.
The matrix $C$ is huge ($n$ up to a ...
- 619
6
votes
0
answers
48
views
Strengthening the Kovner-Besicovich theorem: Does every unit-area convex set in the plane contain a centrally symmetric hexagon of area $2/3$?
The Kovner-Besicovich theorem states that every convex set $S$ in the plane contains a centrally symmetric subset $C$ of at least $2/3$ the area of $S$, and that this bound is sharp for triangular $S$....
- 3,068
6
votes
0
answers
136
views
Minimizing $\det(D)$ for all diagonal matrices $D$ that satisfy $D+B \succeq 0$
Let $A$ be an $n \times n$ real matrix and let $B$ be the block bipartite matrix
$$B = \begin{bmatrix} 0&A \\
A^{T}&0 \end{bmatrix}$$
I came across the following optimization problem, which ...
- 401
6
votes
0
answers
255
views
Concavity of a function implicitly defined by a polynomial
Consider the following system of $n$ equations:
\begin{equation}f_j^2 = x_j^2\sum_{i=1}^n A_{ij} f_i
\tag{$\star$}
\end{equation}
where $A_{ij}\geq 0$ are known constants and where $x_j>0$ for ...
- 379
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\...
6
votes
0
answers
317
views
Variant of orthogonal Procrustes problem
The orthogonal Procrustes problem seeks a matrix $M$ that minimizes $||AM-B||_F$ subject to $M^TM=I$, where $M$ is $d\times d$ and both $A$ and $B$ are $n\times d$. Geometrically, $M$ rotates a set of ...
- 61
5
votes
0
answers
258
views
Does the refined Slater's condition hold also in the infinite-dimensional case?
Let $X$ be an infinite-dimensional Banach space. I have the following optimization problem.
$$\begin{array}{ll} \underset{x \in X}{\text{minimize}} & f(x)\\ \text{subject to} & g_1(x) \leq 0\\ ...
- 51
5
votes
0
answers
95
views
Differentiability/continuity of stabilizing solution to algebraic Riccati equation with respect to matrix parameters
When solving the LQR problem to find the optimal feedback matrix $K^*$, i.e. solving
\begin{align*}
\min_K &\int_0^\infty \left(x^TQx + u^TRu\right)dt,\\
\text{s.t. }&\dot{x} = Ax+Bu,\\
&u=...
- 151
5
votes
0
answers
252
views
Generalized convexity
Let $X$ be a vector space. The positive-homogeneous function $\|\cdot\|$ is said to be a quasinorm
if $\|x+y\|\le K(\|x\|+\|y\|)$, for some $K\ge1$; it is a norm if $K=1$.
Question: 1. (terminology) ...
- 6,541
5
votes
0
answers
135
views
Conv A = Dual B
I have two cones $A$ and $B$ in a Euclidean space.
I want to show that $\mathrm{Conv}\,A=\mathrm{Dual}\,B$; that is, $a\in\mathrm{Conv}\,A$ if and only if $\langle a,b\rangle\ge 0$ for any $b\in B$.
...
- 45k
5
votes
0
answers
147
views
Projection of a function $f\in L^1(\Omega)$ onto a finite dimensional subspace
Suppose $\Omega \subset \Bbb R^n$ be a domain such that $|\Omega|<\infty$, $f\in L^1(\Omega)$. Let $Y= \text{span}\{g_1,\dots, g_k\}$.
Is there a characterization of the set of projections of $f$...
- 1,245
5
votes
0
answers
269
views
Fenchel conjugate on a Hadamard manifold
Let $M$ be a Hadamard manifold and let $F:M\to\mathbb{R}$ be a real-valued convex function on $M$. What would be the Fenchel-Young conjugate of $F$?
In general for a real locally convex vector space $...
- 364
5
votes
0
answers
162
views
Homogeneous linear and quadratic inequalities
I have a bunch of vectors $b_i \in R^n$ for $i = 1,\ldots,N$ and a bunch of (indefinite) matrices $A_j$ for $j = 1,\ldots,M$. Let's consider the set $S \subset R^n$ of $x \in R^n$ vectors such that
$$...
- 1,150
5
votes
0
answers
151
views
Dimensions of faces of convex hull of convex bodies
Let $K_1,\ldots,K_m\subset\mathbb{R}^n$ with $m\geq n$ some convex bodies (i.e. compact with nonempty interior). I am interested in sufficient criteria for the convex hull $K=\textrm{conv}(K_1,\ldots,...
- 3,031
5
votes
0
answers
330
views
Best Approximation in Operator/non-Frobenius Norm
Since the Frobenius norm on matrices is generated by an inner product, solving the optimization/approximation problem of approximating an operator $X$ with a scalar multiple of another operator $Y$
$$\...
- 153
5
votes
0
answers
96
views
Non-convex optimization problem involving minimum spanning trees
Suppose I am given $n$ points $p_1,\dots,p_n\in \mathbb{R}^2$, as well as two positive coefficients $a_1$ and $a_2$, and I am trying to select $n$ points $x_1,\dots,x_n$ to solve the following ...
- 4,049
5
votes
0
answers
167
views
A specific case of the $p$-center problem
Given a fixed positive integer $m$, let $\cal{S}$ be the subset from $\mathbb{R}^m$ defined as $\cal{S} = \{u \in \mathbb{R}^m \mid \forall i \in \{1, \dots, m\}, u(i) > 0$ and $\sum_{i=1}^m{u(i) = ...
- 125
5
votes
0
answers
194
views
A linear optimization problem on a graph
Let $G=(V,E)$ be a finite graph and let $f$ be any positive function defined on the vertices. Put weights on the vertices $v_{i}$, way $w_{i}$ so that $\sum_{i=1}^{n}w_{i}\leq 1$. Assume that every ...
- 2,288
5
votes
0
answers
1k
views
Coordinate mirror descent
Let $f$ be a jointly convex function of 2 variables say $x,y$. I am interested in solving the optimization problem $$\min_{x,y\in\Delta} f(x,y)$$ where $\Delta$ is a $d$ dimensional simplex. An ...
- 323
5
votes
0
answers
204
views
A polytope associated with the Hadamard Transform
In an investigation of whether or not a subset $V$ of "Hamming Space" $M_n = \mathbb{F}_2^n$ is a tile (i.e. whether $M_n$ can be written as a disjoint partition of translates of $V$) in http://arxiv....
- 4,636
5
votes
0
answers
581
views
When is polytope compatible with network flow?
A linear program is the problem of optimizing an linear objective function within some polytope $A$ over $\mathbf R^n$. My question is motivated by the question of when a linear programming problem ...
- 3,475
4
votes
0
answers
46
views
Implementation of Friedman's algorithm of reconstructing simple polytopes
In Finding a Simple Polytope from Its Graph in Polynomial Time, Friedman gave a polynomial time algorithm on reconstructing a simple polytope from its graph. Has this algorithm been actually ...
4
votes
0
answers
255
views
Economic equilibrium and tropical geometry
There is a famous saying in economics: When everyone pursues his or her own interests, there is an invisible hand that brings the market to equilibrium. However, this is not always the case. Here is ...
- 123
4
votes
0
answers
622
views
Simple constructive proof for the hyperplane separating theorem (HST)?
The Hyperplane Separation Theorem (HST) is usually proved through the existence of a unique minimum-norm vector in a nonempty closed convex set. I think this is an existential proof which applies to ...
- 599
4
votes
0
answers
140
views
A convex function is "usually" subdifferentiable
Let $X$ be a locally convex topological vector space, and let $f:X\to\mathbb R\cup\{\infty\}$ be a proper, convex, lower semicontinuous function, whose effective domain $D:=f^{-1}(\mathbb R)$ is ...
- 537
4
votes
0
answers
260
views
$L^2$-projection onto monotone functions
Let $f:{\mathbb R}\rightarrow{\mathbb R}$ be measurable and such that
$$\int_{-\infty}^0(f(x)-a)^2dx+\int_0^{+\infty}(f(x)-b)^2dx<+\infty.$$
This, denoted as $E(a,b)$, is an affine space: $E(a,b):=...
- 52.3k
4
votes
0
answers
236
views
Fréchet subdifferentiation on riemannian manifolds
Context. I'm looking for a "natural" definition of subdifferentials on riemannian manifolds.
Given a function $F:\mathbb R^m \to \mathbb R$, its Fréchet-subdifferential at a point $w \in \...
- 6,853
4
votes
0
answers
228
views
How to find the dimension of the polar cone of a convex cone generated by some given vectors
Suppose we have access to a generating set $\{v_1, ..., v_k\}\subseteq\mathbb{R}^n$ of the convex cone $C=cone(v_1, ..., v_k)$, where $cone(\cdot)$ is the conical hull (i.e. nonnegative span) of ...
- 461
4
votes
0
answers
252
views
Can this function be minimized?
Let $X$ be a locally convex TVS, and let $A$ and $B$ be convex and compact subsets of $X$ with $A \subset B$.
Let $f: A \times B \to [0,\infty]$ have the following properties:
(1) For all $b \in B$, $...
- 869
4
votes
0
answers
509
views
analytic approximations of the min and max operators
Question:
What is the state of the art on analytic approximations of $\min$ and $\max$? My hunch is that numerical analysts probably have a better solution than the one I propose here.
For any $\...
- 3,871
4
votes
0
answers
228
views
Minimization over a convex function of equal vs unequal success probabilities of Bernoulli random variables
Let $U_1,U_2,\ldots,U_n$ be $n\geq 2$ mutually independent Bernoulli random variables. There are two cases of interest:
$1.$ The random variables $U_1,U_2,\ldots,U_n$ are identically distributed;
$...
- 359
4
votes
0
answers
202
views
$\ell^1$-norm minimization duality
I am looking for an explicit description and discussion of the dual of the $\ell^1$-norm minimization problem $\lVert A x\rVert_1\to\min$, where $A$ is a matrix, and $x$ belongs to the $n$-simplex $\...
- 17k
4
votes
0
answers
539
views
Using Linear Programming as an iterative procedure
Suppose, we have a linear program and an optimal solution to it. Suppose now, we get a new constraint. We want to obtain an optimal solution to the given linear program extended by that new constraint....
- 391
4
votes
0
answers
141
views
Asymptotic behavior of gradient descent on a smooth, convex, non-negative function with no finite minimum - part II
Let $f: \mathbb{R}^d\rightarrow\mathbb{R}_{\geq 0}$ be a function which is convex and smooth (i.e., in $C^{\infty}$). If $x^* \in \mathbb{R}^d$ is the (global) minimum of $f$, it is well known that ...
- 968
4
votes
0
answers
307
views
Derivative of rank $r$ approximation of matrix
Let $Y \in \mathbb R^{n \times c}$ and $r$ be an integer with $1 \le r \le \operatorname{rank}(Y)$. Consider the problem
$$\text{minimize} \|Y-X\|_{\text{Fro}}^2\text{ over }X \in \mathbb R^{n \times ...
- 6,853
4
votes
0
answers
241
views
Stochastic subgradient descent almost sure convergence
I was reading up on stochastic subgradient descent, and most sources i could find via google search give quick proofs on convergence in expectation and probability, and say that proofs of almost sure ...
- 141
4
votes
0
answers
76
views
How well does an estimator perform on another dataset?
Suppose $X \sim N(0, \Sigma)$ is a $d$-dimensional Gaussian random vector. And we have $2n$ $i.i.d$ sample $X_1, \ldots, X_{n}, \ldots, X_{2n}$.
Let $\hat{\Sigma}_1 = \frac{1}{n}\sum_{i=1}^nX_i X_i^\...
- 515
4
votes
0
answers
137
views
Covering Number of a Positive Semidefinite Cone (Approximate the Objective of a SDP)
I was wondering what the covering number of a positive semidefinite cone is. Consider the semidefinite optimization program
\begin{align}
\max\langle \mathbf{C}, \mathbf{X} \rangle~~\text{subject to}~...
- 1,127
4
votes
0
answers
108
views
Designing Character Other Than Temperature for Simulated Annealing on Combinatorial Optimization
Many research on designing temperature for simulated annealing is carried out. We wonder if there is any research on designing general feature of the Hamiltonian used in Simulated Annealing.
For ...
- 909