All Questions
686 questions
3
votes
1
answer
357
views
Mathematical Programming with other Algebras than Linear
Linear Programming is strongly entwined with linear algebra, as are many of its generalizations under the heading of mathematical programming / convex optimization.
What analogies are there for ...
- 28.6k
0
votes
0
answers
165
views
minimizing the integral of a function over square sets.
Hi!
I'm interested in some problems, but to be honest i'm not sure of the field they belong to.
Let $h(x,y)$ be a bivariate function on $X^2$, where $X$ is some nice topological space (for instance $...
- 1,352
10
votes
2
answers
3k
views
Maximizing the Smallest Eigenvalue of a Diagonally Dominant Matrix
Assume that we have a full-rank diagonally dominant matrix $A$, all the diagonal elements of which are positive, all the non-diagonal elements are negative, and the sum of the absolute values of the ...
CommunityBot
- 1
0
votes
1
answer
374
views
Ranking algorithm [closed]
Hi!
I am interested in an algorithmic question. I'm not at all a specialist but I'm interested in this for very pragmatic reasons that you will understand. Maybe the problem is well known.
In a ...
- 48.8k
2
votes
0
answers
215
views
Number of breakpoints in parametric maximum flow problems
The parametric maximum flow problem can be formulated as
$$f(\lambda) = \min_{x\in\{0,1\}^n} \left( \sum_{i}(a_i + b_i\lambda)x_i + \sum_{i,j}c_{ij}x_ix_j \right),
$$
where all $c_{ij}<0$ (so that ...
- 567
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
2
votes
2
answers
402
views
Maximization of a matrix product by iterative methods
This might not be very difficult, but I think I may have gotten a little confused.
Suppose we are given a matrix A, and would like to find the vector x of modulus 1 which maximises the product xt A x ...
- 60.5k
3
votes
1
answer
1k
views
maximization of a quadratic function with a quadratic constraint
I have the following quadratic maximization problem
$\max_{\mathbf X} \quad tr(\mathbf A\mathbf X\mathbf B\mathbf X^H)+tr(\mathbf C\mathbf X)+tr(\mathbf C^H\mathbf X^H)$
subject to the quadratic ...
- 773
2
votes
1
answer
2k
views
Official name and complexity of k-way balanced set partitioning? What is the best heuristic?
As a lot of people know, graph partitioning is NP-Complete. In graph partitioning, you try to create k balanced (within some pre-specified epsilon) disjoint subsets of (possibly weighted) vertices ...
- 2,966
1
vote
1
answer
234
views
Model for shipping widgets in an optimal way
I am a programmer and have the following requirement.
We are trying to figure out the optimal way to ship widgets. Below is the scenario:
We need to ship 1,000,000 widgets
We have two different size ...
- 3,934
2
votes
1
answer
304
views
existence of l1 embedding using LP feasibility
hello
Let (A, d) be an n-point metric space
for $t \geq 1$,the task it to find an integer $m$ and an embedding $f : A \rightarrow R^m$ s.t.
$\forall x,y \in A$ : $d(x,y) \leq d_1(f(x), f(y)) \leq t*...
- 16.8k
1
vote
1
answer
531
views
Split sum into equal terms
Given a sum of $l$ integers $r_1+...+r_k+...+r_l$ and an integer $t$.
Find indices
$1 < p_1 <...< p_h <...< p_{t-1} < l$
such that in sum
$(r_1+...+r_{p_1})+...+(r_{p_{h-1}+1}+......
- 18.6k
4
votes
2
answers
2k
views
Optimizing a quadratic restricted to the sphere
Let $A$ be $p\times p$ symmetric positive definite with distinct eigenvalues and $x_p\in \mathbb{R}^p$ and consider the problem
Minimize $x'Ax + b'x$
Subject to $x'x=1$
Most of the information I've ...
- 3,934
7
votes
0
answers
895
views
Maximizing the matrix norm
Hi all,
I wish to find a 3x3 rotation (orthogonal) matrix $\mathbf{R}$ such that it maximizes the following matrix norm:
$||\mathbf{A} \mathbf{D}_r \mathbf{D}_b ||_2$
where $\mathbf{A}$ is a known $...
- 113
0
votes
2
answers
1k
views
Degenerate case of linear programming duality?
Let's say we have a maximization linear program that looks like this: maximize $\vec{c}\vec{x}$, subject to $\matrix{A}\vec{x} \leq 0$, $\vec{x} \geq 0$. If we take the dual, we have "minimize $0\vec{...
- 837
1
vote
4
answers
978
views
Maximum average value within a rectangular bounding box
The goal is to expedite detection using the sliding window approach. In other words, an object classifier is known and I need to find where the possible locations of this object are in an image. This ...
CommunityBot
- 1
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
2
votes
1
answer
308
views
Can subgradient infer convexity?
It is known that
If $f:U→ R$ is a real-valued convex function defined on a convex open set in the Euclidean space $R^n$, a vector v in that space is called a subgradient at a point $x_0$ in $U$ if for ...
- 3,283
2
votes
1
answer
1k
views
Linear Programming Cost Function [closed]
I need to add the following to my LP problem:
If the amount of workers hired in period $t$ ($H_t$) is higher than 25, the hiring cost is only 1 instead of 1.2.
Example: if 30 workers are hired in ...
- 567
1
vote
2
answers
1k
views
Inequality-constrained linear-regression, what is the covariance of the estimator?
If you do a linear regression: $||Ax - e ||^2$, where e is iid Gaussian, mean 0 and variance 1, then your answer is $x_{hat} = (A' A)^{-1} (A' * e)$ and the covariance of $x_{hat}$ is $(A' A)^{-1}$
...
- 233
1
vote
1
answer
9k
views
what is the difference between the revised simplex method andthe full tableu?
No to sound naive but they look like they include the same steps to me, one's just the algorithmical representation of the other. Thanks in advance.
- 3,283
4
votes
1
answer
2k
views
How to find which subset of bitfields xor to another bitfield?
I have a somewhat coding-oriented problem. I have a bunch of bitfields and would like to calculate what subset of them to xor together to achieve a certain other bitfield, or if there isn't a way to ...
CommunityBot
- 1
0
votes
1
answer
307
views
max length or size of a convex set
I want to maximize $||x-y||$ with $x$ and $y$ in $C$ where $C$ is the intersection of some discs. We assume the intersection is nonempty, and closed. I am thinking, how to formulate it as a ...
- 11.1k
4
votes
1
answer
275
views
Symmetry of the integer gap
Are there results that bound the asymmetry of the duality gap of an integer program? That is to say, if the difference between the LP solution and the IP (primal) solution is $a$, is there a function ...
CommunityBot
- 1
2
votes
0
answers
281
views
Recovering a piecewise affine function
Lets say I have an piecewise affine convex function $f(x_1,x_2)$, on which the following operations are possible:
Computing $f(x_1,x_2)$.
Computing a subgradient to $f$ at $(x_1,x_2)$
Computing all ...
- 567
2
votes
2
answers
640
views
Sorting a binary matrix diagonal in polynomial time while preserving rows
Is there a polynomial time solution to sort an arbitrary binary square matrix in polynomial time by rows so that the diagonal contains a 1 if any row contains a 1 in that column?
For example given ...
- 2,210
0
votes
1
answer
1k
views
For Ax = b, x and b unknown vectors, how do I solve the x that maximizes min(b_i)?
Given a matrix $A$, each element $A_{i,j} \geq 0$, find the vector $\vec x$ that maximizes the minimum element in $\vec b$ ($\vec b = A \vec x$). Note that this is not a linear equation system as I ...
- 9,756
5
votes
2
answers
1k
views
Applications of minmax theorem(s)
Intro We suppose $X$ and $Y$ are nonempty sets and f: $X\times Y \rightarrow \mathbb{R}$. A minimax theorem is a theorem that asserts that, under certain conditions,
$$ \inf_Y \sup_X f = \sup_X \...
- 833
5
votes
2
answers
3k
views
Continuous Linear Programming: Estimating a Solution
I have a "continuous" linear programming problem that involves maximizing a linear function over a curved convex space. In typical LP problems, the convex space is a polytope, but in this case the ...
- 8,491
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
2
votes
0
answers
5k
views
A system of linear equations with linear constraints
Mathematical problem.
Suppose we have $2n$ indeterminates $x_1,\dots,x_n$ and $y_1,\dots,y_n$ (which are denoted by $q$ with indices and called abundances below) and $m$ subsets $P_1,\dots,P_m$ of $\...
- 13.5k
4
votes
0
answers
790
views
Is it possible to use linear programming to solve this problem?
I am trying to write software to minimize pricing for cell phone subscription services, ie: choose the optimum plan for each customer in a large group.
Could someone comment on whether this is ...
- 41
6
votes
3
answers
2k
views
A simple infinite dimensional optimization problem
I'd be grateful for a reference for the following result, which I believe to be true, and
should be well-known.
Let the continuous functions $f_0,f_1,\cdots,f_n: [0,1]\rightarrow [0,\infty)$ be ...
- 60.5k
1
vote
0
answers
1k
views
Covariance matrix formula interpretation - what am I missing?
I'm reading a paper that outlines the calculation of a covariance matrix like the following:
$C=\displaystyle\sum^{N_b}_{i=1}\vec{x}_i\vec{x}_i^T$
What is the order of this matrix? My interpretation ...
- 111
10
votes
1
answer
2k
views
Sum of difference moduli vs. sum of modulus differences
This is a failed attempt of mine at creating a contest problem; the failure is in the fact that I wasn't able to solve it myself.
Let $x_1$, $x_2$, ..., $x_n$ be $n$ reals. For any integer $k$, ...
- 61.9k
2
votes
0
answers
169
views
modification of singlestart in global optimization
When minimizing a nonconvex function $f : \Omega \rightarrow \mathbb{R}$ that may have multiple minima, there are some very simple strategies to improve the odds of finding the global minimum point. ...
- 25.8k