All Questions
279 questions with no upvoted or accepted answers
1
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96
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On optimizing a multivariate quadratic function subject to certain conditions
The problem is to maximize $f(x_1,x_2,\cdots,x_n)=\sum\limits_{i=1}^{n}\Big(x_i-k_i\Big)^2$ for $n\ge 3$ subject to the conditions (1) $\sum\limits_{i=1}^{n}x_i=\sum\limits_{i=1}^{n}k_i\le n(n-1)$ ...
- 61
1
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0
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336
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Closed-form solution of a particular linear program
(Note: I asked a similar question at math.stackexchange but the present one is more precise.)
I have a linear program of the form:
$$\text{minimize} \space\space x_1 \space\space \text{subject to:}$$
$...
- 990
1
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0
answers
47
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Nash Equilibria change linearly in (some) game parameters. Already known / follows from a more general result?
EDIT: The key thing that I am wondering about is the linearity of the P2 strategy, not the constancy of P1. (The latter is straightforward.)
Question: Is the following result already known? Or is it a ...
1
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0
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59
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How do I incorporate Ito's lemma into the solution for a finite-horizon stochastic cake-eating problem?
I'm interested in finite-horizon, continuous-time cake-eating problems in which the agent has a time-horizon $W$ over which to eat the cake, and then chooses an optimal consumption path $\{h_t\}_0^W$, ...
- 11
1
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0
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40
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Fashioning higher precision tool from a lower precision tool
I'm not sure where to ask this question.
Suppose I have one or more rulers with which I can measure distances with up to 1 mm error. Is there a way I could make another tool of higher precision (e.g. ...
- 169
1
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0
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416
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A metric geometry problem which calculates the limitation of human eyes
This is the update version of this question A functional inequality which calculates the limitation of human eyes
Let an Euclidean space $M$ (or a path connected metric space) be partitioned into ...
- 1,462
1
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1
answer
331
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Finding a special solution in a solution set over F2
Given a solution set of a linear system of the following form
$$
\{ \begin{bmatrix}
x_{1} \\
\vdots \\
x_{n}
\end{bmatrix} = \vec{v_1} * x_1 + \dots + \vec{...
- 51
1
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0
answers
61
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Linear programming robustness to input perturbations
I'm running a linear program whose parametrization depends on the output of a neural network. I was wondering if there exist results on how robust linear programs are towards perturbations in their ...
- 11
1
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0
answers
98
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Solution of a simple optimization problem
Let $\mathbf{U}_1$ and $\mathbf{U}_2$ be two arbitrary unitary matrices and $\mathbf{D}$ be a diagonal matrix. What is the solution of the following optimization problem?
\begin{align}
\min_{\mathbf{...
- 287
1
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0
answers
35
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How to chose the start vector for the MTZ variables
In the context of LP-formulations for the Traveling Salesman Problem the MTZ constraints prevent subtours via $n$ (i.e. effectively $n-1$) additional variables $$u_1=1\\2\le u_2,\,\dots ,\,u_n\le n\\ ...
- 13.2k
1
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0
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58
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Second-order envelope theorem for linear programming
Consider parameterized linear programming $V(\theta) = \max_x \langle c(\theta),x\rangle$ s.t. $A(\theta)x\leq b(\theta)$, $x\geq 0$. Let's also assume $c,A,b$ are infinitely differentiable with ...
- 373
1
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0
answers
37
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Sum of all integer binary solutions of a TUM linear system
I have the following problem: $A x = b$ where $A$ is a $m \times n$ total unimodular matrix (TUM) with entries in $\{0,1\}$ and $b$ is a $m$-vector of strictly positive integers. Let $\mathcal X$ be ...
- 11
1
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0
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96
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Pseudo-Droz-Farny circles
I would like to present a construction of 2 circles. These 2 circles are somewhat similar in appearance to the well known Droz-Farny circles that can be drawn for every isogonal conjugate pairs of ...
- 445
1
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0
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162
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Optimization problem on trace of complex matrix product
Given a complex rectangular matrix $A$ $(k \times n)$, I am interested in solving the following optimization problem over $(k\times n)$ complex matrices $x$:
$$
\mathrm{arg}\max_X \,\mathrm{trace}(X^...
- 377
1
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0
answers
43
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Detecting non-negativity of a single constraint by polyhedral constraints - $II$
Let $$\langle a,x\rangle=b$$ be a linear constraint where $x\in\mathbb R^n$ and every entry in $a=(a_1,\dots,a_n)$ is in $\mathbb Z_{\geq0}^{n}$ (non-negative) and the entry $b$ is in $\mathbb Z_{\...
- 13.9k
1
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0
answers
45
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Analytic lower-bound for minimal value of $\|x\|^2$ such that $\|Cx-b\|^2 \le c^2$ (a hyperellipsoid)
Let $C$ be an $n \times p$ matrix and $b$ be a column vector of length $n$, and $c>0$. Let $E := \{x \in \mathbb R^p \mid \|Cx-b\| \le c\}$, a hyperellipsoid in nonstandard position.
Question 1. ...
- 6,853
1
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1
answer
115
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$\mathrm{LP}$ formulation for $\mathrm{k}$-$\operatorname{opt}$ moves
$\mathrm{k}$-$\operatorname{opt}$ moves are an idea to improve non-optimal Hamilton cycles in weighted symmetric graphs by exchanging $\mathrm{k}$ tour-edges with $\mathrm{k}$ edges that do not belong ...
- 13.2k
1
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0
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172
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continuity of linear programming
I have the following conjecture:
Given a closed convex set $S \subseteq \mathbb{R}^n$ and one of its exposed face $F=\{x \in S \mid \pi x = \pi_0\}$, where $\pi x =\pi_0$ is the supporting hyperplane ...
- 37
1
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0
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920
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Maximizing a piecewise-linear convex function
Crossposted on Operations Research SE.
I am working on an optimization problem where some of the terms of the objective function to maximize are expressed as a piecewise linear function of variables:
...
- 111
1
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0
answers
323
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Decomposition of Polyhedral - An example
There is no doubt that clear examples consolidate the understanding of concepts being learnt. I am new to finding the structure and decomposition of a polyhedra. Suppose that we have the system
$$ \...
- 111
1
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0
answers
105
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Differential of the gradient of a strictly convex function
For $n\geq 2$, we consider $\mathbb{R}^n$ endowed with the usual scalar product. Let $f\in\mathcal{C}^2(\mathbb{R}^n,\mathbb{R})$ be a striclty convex function such that $\nabla f$ is nowhere ...
- 449
1
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0
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54
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How to tile a plane such that moving from one tile to the next in any of the 8 cardinal directions is the same length?
When tiling the euclidean plane with squares (like most board games), moving diagonally to another tile is longer than moving vertically or horizontally. Is there a tiling such that moving in any of ...
- 11
1
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0
answers
40
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Maximizing the volume of the intersection of a fixed ball with a cube with varying width and location
Given a ball $B$ and a linear subspace $L$ in $\mathbb{R}^n$, what is the maximum value of
$\frac{vol(B \cap C)}{vol(C)}$
where $C$ is a cube of the form $x + [0, h]^n$ for $x \in L$ and $h \in \...
- 5,339
1
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0
answers
68
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Fundamental regions in convex programming
In linear programming, the fundamental regions are polyhedra, since those are the intersection of half-spaces defined by linear inequalities. In semidefinite programming, the fundamental regions are ...
- 13.9k
1
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0
answers
41
views
If the volume-ratio of an inscribed convex set to the circumscribing convex set is rational, can anything of consequence be further deduced?
Say, one has two $n$-dimensional convex sets $A$ and $B$, with $B$ being inscribed in the strictly larger set $A$. ($A$ and $B$ have at least one boundary point in common. $B$ “fits snugly” in $A$ ...
- 723
1
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0
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147
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Convergence of infinite linear programming
Suppose we have the following linear program (LP1),
$$\min_{f \in \mathcal{C}} \int_{\mathbb{R}} f(t) \cos(2 \pi x_0 t) dt \\ \text{subject to } \int_{\mathbb{R}}f(t)dt = 1 \\\forall x\in [0,1]: \int_{...
- 53
1
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0
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82
views
What is the relation between different generalizations of linear programming?
Linear programming subsumed by each of
Semidefinite programming (SDP)
Convex programming (CXP)
SOS programming (SSP)
Is there any relation between each pair in the three?
Are all three equivalent in ...
- 1,826
1
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0
answers
84
views
How can construct the equilateral $A''B''C''$ such that area of $A''B''C''$ is biggest
Let $ABC$ be arbitrary triangle in a plane. Let $A'B'C'$ and $A''B''C''$ be two equilateral triangles such that $A \in B'C'$, $B \in C'A'$, $C \in A'B'$ and $A \in B''C''$, $B \in C''A''$, $C \in A''B'...
- 1,776
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0
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78
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Reference for the algorithm to find the intersection between a subspace and positive orthant
I came across this algorithm, in this question Algorithm for the intersection of a vector subspace with a cone of non-negative vectors ;
Is there any reference for the algorithm described in the ...
1
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0
answers
67
views
What are the corners of this polytope?
Let $f$ be a non-negative function on the positive integers such that $f(s+t)\geq f(s) + f(t)$ for all $s,t\in\mathbb{Z}^+$. Consider the polytope consisting of all $x\in \mathbb{R}^n$ such that $$\...
- 11
1
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0
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283
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total unimodularity of a matrix
Let G be the node-arc incidence matrix of a given directed network (rows of $G$ correspond to nodes and its columns correspond to arcs). Let $B_1,\dots, B_K$ denote a partition of the nodes of the ...
- 393
1
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0
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163
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Can we reduce the maximization of this integral to the maximization of the integrand?
I would like to know whether we are able to reduce the following optimization problem to the pointwise optimization of the integrand (or how we can solve it otherwise): Maximize $$\sum_{i\in I}\sum_{j\...
- 167
1
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0
answers
25
views
Weird subspace/equality-constrained LP problem/variant of change-making problem
Assume that we have a set, $\mathscr{R}$ containing $m$-dimensional vectors. Solve
$$\sum_{i=1}^n c_i\leq\delta$$
$$\text{subject to } \sum_{i=1}^n r_i c_i=x^\prime \text{ for all }x^\prime$$
where
$0\...
- 11
1
vote
0
answers
36
views
Linear programming with a convergent coefficient
The following linear programming problem
$x_n = \arg\min c_n'x \mbox{ subject to } Ax<b$
has a changing coefficient $c_n$. We have that $c_n\rightarrow c_*$. What happens to the solution $x_n$? ...
- 19
1
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0
answers
126
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Mixed integer formulation of union of polytopes?
Given $t$ different unbounded polyhedra $P_1:A^{(1)}x^{(1)}\leq b^{(1)},\dots,P_t:A^{(t)}x^{(t)}\leq b^{(t)}$ we are looking for the representation of $\bigcup_{i=1}^tP_i$ (not their convex hull) with ...
- 1,826
1
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0
answers
24
views
Simple monotonicity property for coordinate descent and linear objective functions
Let $S \subset \mathbb{R}^n$ satisfy $0\leq x_1\leq\dots\leq x_n$ for all $\mathbf{x}\in S$, among other (possibly nonconvex) constraints, and suppose in addition that $\sum_{i=1}^n x_i \geq 1$ for ...
- 4,049
1
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0
answers
37
views
Fast certficate of negativity for objective value of mixed-integer linear program
Let $c \in \mathbb R^n$, $A \in \mathbb R^{m \times n}$, $b \in \mathbb R^m$, and $I \subseteq \{1,2,\ldots,n\}$. Consider the Mixed integer linear program (MILP)
$$
\begin{split}
f^* = &\max \; ...
- 6,853
1
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0
answers
74
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How to minimize n-polytope's bounding box with linear transformation?
I am working on an exact algorithm for integer linear programming for my master's thesis:
$Ax\leq b, x \in \mathbb{Z}^n$
$cx\rightarrow min$
For my idea to work out, I need a guarantee that n-...
- 11
1
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0
answers
82
views
Coplanar set in metric space
Let $(\Bbb M,d)$ be a metric space.
Give three points $X,$ $Y,$ $Z$ in $\Bbb M$ such that they satify one of the following conditions
$i)\ d(X,Y)+d(Y,Z)=d(X,Z),$
$ii)\ d(Y,Z)+d(Z,X)=d(Y,X),$
$iii)\...
- 705
1
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0
answers
66
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On number of solutions by simplex and number of solutions in total in a linear optimization problem?
This is more of a clarification query.
Mizuno http://www2.ims.nus.edu.sg/Programs/012opti/files/talk_mizuno1.pdf says if we give a linear optimization problem
$$\max c'x$$
$$Ax\leq b$$
where $A\in\...
- 13.9k
1
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0
answers
62
views
LP Constraints for Bridgeless Cactus Graphs
When trying to determine the optimal bridgeless spanning cactus graph of a weighted, symmetric graph, I got stuck.
What I do not know how to capture, is
the variable number and sizes of the cycles
...
- 13.2k
1
vote
0
answers
60
views
On the defect of a flow network
This problem in graph theory was actually motivated by some problems in Theory of Fractals.
To formulate the problem I need to recall some definitions related to flow network.
A flow network is a ...
- 41.8k
1
vote
0
answers
86
views
Infinite system of equations with finitely many constraints
During my research I have stumbled upon the following issue concerning infinite systems of linear equations. I do not have much practice in such settings, so I am asking you whether the following ...
- 1,151
1
vote
0
answers
48
views
Supremum norm of certain quantity II
Can anyone solve the maximization problem...$\max_{|z_i|=1}\Big|\sum_{i,j=1}^nz_iz_j+\sum_{i,j=1}^n|z_i-z_j|\Big|$?
- 455
1
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0
answers
44
views
In convex optimization we know that the optimum solution is on which hyper plane
We have a standard linear program, I mean a set of inequalities $c_i^Tx\leq b_i$ where $i\in \{1,\ldots ,k\}$ and we want to find $max\{c^Ty| y\in \{\cap \{x|c_i^Tx\leq b_i\}\}$. I put some condition ...
- 19
1
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0
answers
261
views
Prove that the following set of triples forms a convex polytope
Take $a,\,b,\,c,\,d \in \mathbb R_+$ such that $a+b+c+d=1$. Define:
\begin{equation}
x_1 = \min(a+b,\,c+d)\,,\qquad x_2 = \min(a+c,\,b+d)\,,\qquad x_3 = \min(a+d,\,b+c)\;.
\end{equation}
I would like ...
- 31
1
vote
0
answers
42
views
Computation of sub-gradient for a concave envelope
Let $x_1<\cdots<x_n$ be $n$ points on real line and $g=(g_1,\cdots, g_n)\in\mathbb R^n$ be the scattered data. Let $u_g: [x_1,x_n]\to\mathbb R$ be the linear interpolation of $g_1,\cdots, g_n$, ...
- 345
1
vote
0
answers
81
views
Maximizing sum of homogeneous functions of order one over a polytope
Let $f_i: \mathbb{R}^n\rightarrow \mathbb{R}$ be
concave, increasing (i.e., if $x\geq y$ where the inequality is entry wise, we have $f_i(x)\geq f_i(y)$), and a
homogeneous function of order one for ...
- 393
1
vote
0
answers
20
views
Calculating Cost-Optimal 1-Factors in Digraphs
I need to find a cost-optimal 1-factor in a positively weighted, directed, regular graph $G(V,A)$ without antiparallel arcs, i.e. given $$\text{deg}_{\text{in}}(u)=\text{deg}_{\text{in}}(v)=\text{deg}...
- 13.2k
1
vote
0
answers
72
views
A Multiplier Problem for an $L$ Shaped Region
Let $S$ be an $L$ shaped region in the unit cube $Q:=[0,1]\times [0,1]$:
$$
S:=Q\backslash C,\quad C:=\left[\frac 1 2,1\right]\times \left[\frac 1 2,1\right].
$$
Consider the multiplier operator $T$ ...
- 751