All Questions
686 questions
1
vote
0
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171
views
Finding all feasible solutions
Let $u$ be a $n_{max} \times m$ matrix. Let $z$ be a $n_{max} \times s_{max} \times n_{max}$ cube. Let $w$ be a $n_{max} \times 1$ vector. All the three matrices can have values from the set $\{ 0, 1\}...
- 175
2
votes
0
answers
210
views
Finding optimal linear transformation for intersection of convex polytopes
I previously posted this on MathSE and am now trying here.
I have the following situation, as shown in the following diagram:
$W=\{w_i\}_{i=1..|W|}$ is a set of vertices (show in diagram in blue) ...
- 695
1
vote
0
answers
120
views
The column generation technique on a Train Unit Assignment Problem [Linear Programming]
I am doing an assignment where I need to implement a mathematical model that I can't wrap my head around. For the technique of column generation, one would need to my understanding, a master problem ...
- 111
9
votes
3
answers
576
views
"Most Similar Vector Problem" on an Integer Lattice?
I am currently working on problem that I think could be expressed as an integer lattice problem.
Given $u \in \mathbb{R}^n$ and a bounded integer lattice $L = \mathbb{Z}^n \cap [-M,M]^n$ I would like ...
- 379
4
votes
1
answer
3k
views
Find the minimum distance between two convex hulls
We work over $\mathbb{R}^N$. Let $\mathbf{P}_1$ denote the hyperplane constructed using $N$ points, each of which is on a different axis (there are $N$ axes). We denote by $\mathbf{P}_2$ the convex ...
- 233
5
votes
1
answer
183
views
Resource Constrained Routing with Refueling
What are good algorithms (resp. models) for calculating optimal or near optimal routes while taking into account fuel consumption, options for refueling and, limited tank capacity?
Especially modeling ...
- 13.2k
4
votes
1
answer
891
views
Basic result in semi-infinite linear programming
Consider a standard linear program of the form $$\textrm{minimize}_x~~~~ c^Tx~~~~ s.t. \\ Ax = b \\ x \geq 0$$ with $x\in \mathbb{R}^n$ and $A \in \mathbb{R}^{m \times n}$. It is well known that, if ...
- 4,049
2
votes
1
answer
682
views
Maximal minimum for a sum of two (or more) cosines
Please prove (or disprove, and give the correct answer):
$$2 =\mathrm{argmax}_{r\geq 1}\min_{x\in \mathbb{R}}\left[\cos\left(x\right)+\cos\left(rx\right)\right]
$$
In other words, find $r \geq 1$, ...
- 968
1
vote
1
answer
363
views
arg min_X ||A X B - C||^2, with X diagonal [closed]
Let $A, B, C$ be known matrices, and let $X$ be an unknown matrix.
Given that $C = AXB \Leftrightarrow \text{vec}(C) = K \text{vec}(X)$, where $\text{vec}(\cdot)$ denotes the vectorization of a ...
- 21
2
votes
1
answer
186
views
How can I find the maximum value of this function?
For given values of $A \in \mathbb{R}^{m \times n}, b \in \mathbb{R}^m$, how can I find the value of:
$$
\max_{x \in [0,1]^n} \|Ax+b \|_1
$$
Or is this problem NP-hard?
- 23
2
votes
1
answer
229
views
Algorithm to find the vertices of the equidistant lines between N closed polygonal lines
I have a set $\{C_1, C_2, \ldots, C_N\}$ of $N$ nonintersecting closed piecewise linear curves on the Euclidean plane. For every point $x \in \mathbb{R}^2$ we say it belongs to a territory serviced by ...
- 329
1
vote
0
answers
85
views
Smallest sum of original column entries in 2d matrix [closed]
I have an interesting optimization problem I am trying to solve now and I thought I'd share it here in order to find the best answer. The problem itself is not complicated and it is stated like this:
...
- 111
3
votes
1
answer
2k
views
Maximize a sum of log of sum
For a matrix $c (m\times n)$ of non-negative constants, find values of $\lambda_1, \lambda_2, \ldots, \lambda_n$ that satisfy $\sum_{k=1}^n \lambda_k = 1$, $\lambda_k \ge 0 \, \forall k$ and maximize ...
- 41
3
votes
1
answer
1k
views
Constrained vs Unconstrained Optimization
I'm currently working on an optimization problem with a linear objective with linear and nonlinear constraints, i'm facing difficulties reaching a good solution, so i was advised to move the nonlinear ...
- 31
1
vote
1
answer
207
views
Computing probability that $Ax\geq0$ where $x$ is a vector of iid gaussians and $A$ is matrix of $1$s and $0$s
This question came up in my research: What is the probability that $Ax\geq0$ where $x$ is a vector of iid gaussians and $A$ is matrix of $1$s and $0$s?
So far I only figured out that I can do Monte ...
- 113
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\...
2
votes
0
answers
148
views
Derivation of gradient of SSE in Geodesic Regression
On page 79 (or page 5) of this this paper the gradient of the SSE of the Geodesic model is described explicitly. My question is how are these equitations derived in detail; where can I find the ...
- 5,405
1
vote
1
answer
2k
views
Computation of extreme rays of rational polyhedral cones - Hemmecke's project and lift algorithm
I am working on an implementation of Raymond Hemmecke's algorithm for finding generating sets of cones: http://arxiv.org/abs/math/0203105
Unfortunately I am struggling to make the algorithm work on ...
- 11
2
votes
0
answers
71
views
Select n vectors from k vectors (in 3D) such that each component of the resultant vector >= each component of a given vector M
this was left unanswered for 1 week on MStackExchange, so I thought MOverflow would be more appropriate. Thanks :)
Let $R = (R_x, R_y, R_z)$ be the resultant vector of the n vectors and $M = (M_x, ...
- 21
2
votes
1
answer
751
views
Is there any algorithm can find local minima of nonconvex objective function in guaranteed polynomial time?
More precisely, The setting could be formulated as,
$min. F_{\lambda}(p)$ over permutation matrices $P$
Here $F_{\lambda}(p)$=$\lambda *F_{0}(p)+(1-\lambda)F_{1}(p)$
where both $F_{0}(p)$ and $F_{...
- 23
2
votes
0
answers
354
views
Likelihood convexification
I am doing constrained vector optimization using a non-convex non-linear likelihood function. My problem is of the following form:
$$\begin{align*}\hat Q &= \underset{\vec Q}{\arg\min} -\log \...
2
votes
0
answers
149
views
How to solve the following generalized quadratic programming problem [closed]
I want to solve a generalized form of a quadratic programming problem
$$\min_x \left(\sqrt{x^TPx}+\sqrt{x^TQx}\right)^2+c^Tx$$,
$$\textrm{ s.t. } Ax\le b.$$ Here, $P$ and $Q$ are both positive ...
- 21
2
votes
1
answer
426
views
Network flows with shared capacities
Suppose we have a flow network, with capacity constraints on weighted sums of arc flows, such as:
$$2 f(1, 2) + 3 f(4, 5) + f(3, 7) \leq 10,$$
where $f(1, 2)$ denotes the flow through arc $(1, 2)$....
- 23
5
votes
0
answers
167
views
A specific case of the $p$-center problem
Given a fixed positive integer $m$, let $\cal{S}$ be the subset from $\mathbb{R}^m$ defined as $\cal{S} = \{u \in \mathbb{R}^m \mid \forall i \in \{1, \dots, m\}, u(i) > 0$ and $\sum_{i=1}^m{u(i) = ...
- 125
1
vote
1
answer
175
views
accelerate convex optimization by proximal projection
I am using level method to solve non-smooth convex programming problem (where the objective function is given by an oracle from another program ):
http://www2.isye.gatech.edu/~nemirovs/Lect_EMCO.pdf
...
- 867
5
votes
1
answer
384
views
Examples of Polyhedra with Large Shadows
Let $P \subseteq \mathbb{R}^n$ be a polyhedron described by $\mathcal{O}(n^{c_1})$ inequalities, where $c_1$ is a constant. Moreover, let $M\colon P \to \mathbb{R}^2$ be a linear mapping. I'm looking ...
- 321
4
votes
0
answers
522
views
Solution of a linearly constrained quadratic programming problem [closed]
What is the solution of the following optimization problem:
\begin{align}
&\min{\mathbf{p}^\mathrm{T} \mathbf{B} \mathbf{p}}\\
&\text{subject to}: \mathbf{0}\leq{\mathbf{p}}\leq \mathbf{1}.
\...
- 51
2
votes
1
answer
276
views
An optimization problem in complex space
Consider the following optimization problem
$$
\min \| \textbf{Ax-B}\|
$$
$$
s.t.|x_i|=1,i=1,...,n
$$
where $\textbf{x}\in \mathbb{C}^{n}$ is the optimization varaible, $x_i$ is the $i$-th ...
- 21
5
votes
1
answer
2k
views
Algorithm to minimally connect line segments in Euclidean plane
Suppose you have finitely many line segments in the Euclidean plane. How do you "connect them to form one chain of line segments of minimal length?"
More formally and generally, what I'm looking for ...
- 153
7
votes
1
answer
224
views
A polytope with a bound on the sum of any $k$ variables
Let $2\le k\le n-1$ and define the polytope
$$P_k(n) = \lbrace (x_1,\ldots,x_n) \in \mathbb{R}^n :
-1\le x_{i_1}+\cdots +x_{i_k} \le 1 \text{ for all } 1\le i_1\lt\cdots\lt i_k\le n\rbrace.$$
There ...
- 37.7k
0
votes
2
answers
82
views
Analytic solution $\underset{n} {\mathrm{argmin}} \frac{a}{r + ns} + \sum_{i=0}^{n-1}\frac{b}{r + is}$ [closed]
Could anyone provide some hints for solving:
$\underset{n} {\mathrm{argmin}} \frac{a}{r + ns} + \sum_{i=0}^{n-1}\frac{b}{r + is}$ for $n \in \{1,2,3,\ldots\}$
The problem is part of a coding ...
- 111
2
votes
1
answer
104
views
Standard names and methods for this type of fitting minimization
In material science research, we have come across the following type of problem.
Given a m by n matrix A, a m vector b, and error tolerance $\varepsilon$, we want to do this minimization
$$\eqalign{
...
- 867
1
vote
1
answer
321
views
Modified Orthonormal Procrustes Problem
In the general orthonormal Procrustes problem, we want to find an orthonormal matrix $C$ to minimize $\|Y-XC\|_F^2$, where $Y$ is a known $n\times q$ matrix, $X$ is a known $n \times m$ matrix, and $C$...
- 291
1
vote
2
answers
358
views
iterative solution better than analytic solution? [closed]
My supervisor and I were discussing a specific optimisation problem this afternoon.
To be simple: solve for $R$ in the equation $Rx=y$, where $x$, $y$ are made of samples in two difference ...
- 119
3
votes
1
answer
956
views
Maximum of a mollified/convolution function
I have a function $f:{\mathbb R}\rightarrow {\mathbb R}_+$ which has a unique maximum at $x=0$. $f$ can be symmetric or asymmetric. I am interested on the mollified-f function
$$\tilde{f}(x)=\int_{-\...
- 39
2
votes
0
answers
189
views
numerical solver for stochastic optimal control problems
can any one recommend numerical solver (c/c++ library preferred) for stochastic optimal control problems? For deterministic optimal control I found something like that: http://abs-5.me.washington.edu/...
- 21
8
votes
2
answers
246
views
Are sums of 0-1 Pareto efficient vectors Pareto efficient?
Does there exist $m,n\ge1$, an $m \times n$ matrix $A$, and a vector $x \in \mathbb{R}^n$ such that:
The entries of $A$ are $\in \{0, 1\}$.
For all pairs of columns $u, v$ of $A$ the entries of $u - ...
- 388
0
votes
2
answers
118
views
Inner Product of Given Sum Positive Sequence
Let $$A = \Big\{(a_1,a_2,\dots)\ \Big|\ a_i\ge 0, \sum_{i=1}^\infty a_i=1\Big\},$$ $$v(x)=\sup\left(\bigg\{\sum_{i=1}^\infty a_ib_i\ \bigg|\ (a_i)_{i=1}^\infty,\, (b_i)_{i=1}^\infty \in A,\,\sup\...
- 2,239
2
votes
1
answer
301
views
books on very large scale linear optimization
Recently in my material science research, I have encountered problems of very large scale linear optimization. I read the introductory book "Introduction to Linear Optimization (Athena Scientific ...
- 867
1
vote
1
answer
6k
views
Convert linear programming problem into its standard form [closed]
all,
I met a question that, the cost function of the linear programming problem is a function with absolute value. Here is the problem:
min 3x1+|6x2+3|
st.
|x1+4|+|2x2|<=3
How can I deal with it?...
- 13
1
vote
1
answer
1k
views
Linear programming with exponentially many constraints and variables [closed]
From class, I learnt that problems like traveller salesman have a Linear programming representation with exponentially many constraints. Using method of separation, this problem is solved rather ...
- 867
1
vote
2
answers
150
views
investigating positivity/negativity of a function [closed]
I'm investigating if and how the positivity or negativity of a multivariable function can be proved. Consider $y_{1},y_{2},y_{3}\in\mathbb{R}$ and the following function
$$f\left(y_{1},y_{2},y_{3}\...
- 23
1
vote
1
answer
396
views
maximizing a function involving factorial
Can someone suggest a way to calculate the maximum with respect to $x \ge 1$ of:
$$f(x)=\frac{1}{x!} \frac{1}{1-c^{1/\binom{x+n-1}{n-1}}}.$$
The constants $c$ and $n$ are parameters such that $c \in (...
- 265
0
votes
1
answer
270
views
Generalized assignment problem with no integrality gap
Suppose I am solving the generalized assignment problem, so that I
am given matrices $U$ and $W$ and a vector $c$ (all three of which
have, say, positive entries), and I want to solve
$$\text{...
3
votes
2
answers
2k
views
ILP for minimum edge coloring problem
We know that for a graph $G=(V,E)$, minimum edge coloring is a coloring of
$E$, i.e., a partition of $E$ into disjoint sets $E_1, E_2, \dots, E_k$ such
that, for $1 \leq i \leq k$, no two edges in $...
- 45
5
votes
2
answers
2k
views
Multiplicative gradient descent?
The normal gradient descent is additive: $w_{t+1}=w_t-\lambda_t\nabla f(w_t)$, but is there a multiplicative gradient descent that looks something like $w_{t+1}=w_t[-\lambda_t\nabla f(w_t)]$?
I know ...
- 211
6
votes
1
answer
1k
views
Speed up Linear programming
I have a linear programming problem like this:
minimize $c^t X$
under the constraint that $AX \ge b$.
I will need to solve this linear programming problem online many times. I need it to be as fast ...
- 83
2
votes
1
answer
143
views
Find base of kernel with as many 0 as possible
I have a 400x132 rectangular matrix with only 0 and 1.
I am looking for the linear combinations of the columns of the matrix that sum to 0.
For example C1 + C2 - C3 = 0.
I want to find the linear ...
- 83
6
votes
2
answers
8k
views
How to fit the parameters of differential equations with known data?
I have the following data from chemical kinetics research to fit the parameters of ordinary differential equations:
$$
\left[
\begin{array}{ccccccc}
\text{No.}& t & y_1(t)&y_2(t) & ...
- 197
1
vote
0
answers
100
views
Changing a nonlinear equality constraint into some conic inequality plus rank constraint
If we have a constraint optimization problem in which one of our constraint is $\prod\limits_{k = 1}^N {\left( {x - {a_k}} \right) = 0} $ . How could this nonlinear equality condition be changed into ...
- 33