All Questions
685 questions
51
votes
7
answers
23k
views
Is all non-convex optimization heuristic?
Convex Optimization is a mathematically rigorous and well-studied field. In linear programming a whole host of tractable methods give your global optimums in lightning fast times. Quadratic ...
38
votes
1
answer
2k
views
Sofa in a snaky 3D corridor
What is the largest volume object that can pass though a
$1 \times 1 \times L$ "snaky" corridor, where $L$ is large
enough to be irrelvant, say $L > 6$.
...
35
votes
4
answers
5k
views
Why are optimization problems often called "programs"?
Why are optimization problems often called programs?
linear programming
geometric programming
convex programming
Integer programming
...
29
votes
6
answers
8k
views
How to find a closest integer point to the intersection of two lines?
Here's a question that originates from StackOverflow.
Given are two lines on a plane, specified by equations ($a x + b y = c$) with integer coefficients. The lines aren't parallel and they don't ...
27
votes
5
answers
2k
views
Is the matrix $\left({2m\choose 2j-i}\right)_{i,j=1}^{2m-1}$ nonsingular?
Suppose we have a $(2m-1) \times (2m-1)$ matrix defined as follows:
$$\left({2m\choose 2j-i}\right)_{i,j=1}^{2m-1}.$$
For example, if $m=3$, the matrix is
$$\begin{pmatrix}6 & 20 & 6& 0 ...
25
votes
2
answers
2k
views
An Interesting Optimization Problem
You are given n non-negative integers $a_1, a_2 ,, a_n$. In a single operation, you take any two integers out of these integers and replace them with a new integer having value equal to difference ...
25
votes
3
answers
2k
views
Is the Ford-Fulkerson algorithm a tropical rational function?
The Ford-Fulkerson algorithm
Let me recall the standard scenario of flow optimization (for integer flows at least):
Let $\mathbb{N} = \left\{0,1,2,\ldots\right\}$. Consider a digraph $D$ with vertex ...
21
votes
1
answer
3k
views
A circle packing conjecture
Consider $n$ circles with variable radii $r_1,\ldots, r_n$ that pack inside a fixed circle of unit radius. In other words, all $n$ variable-radius circles are contained in the unit radius circle and ...
19
votes
4
answers
1k
views
Applications of linear programming duality in combinatorics
So, I know that one can apply the strong LP duality theorem to specific instances of maximum flow problems to recover some nontrivial theorems in combinatorics, such as Hall's theorem, Koenig's ...
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 ...
18
votes
3
answers
3k
views
Deciding membership in a convex hull
Given points $u, v_1, \dots,v_n \in \mathbb{R}^m$, decide if $u$ is contained in the convex hull of $v_1, \dots, v_n$.
This can be done efficiently by linear programming (time polynomial in $n,m$) in ...
18
votes
1
answer
839
views
Known configurations maximizing the volume of the convex hull of n points on the unit sphere
For $n\geq 4$, let $V_n$ be the maximum volume of the convex hull of $n$ points on the unit sphere (in $\mathbb{R}^3$, although information on higher dimensions is welcome as well). I'm sure the ...
17
votes
3
answers
6k
views
The cone of positive semidefinite matrices is self-dual? (reference needed)
I'm seeking a reference for the following fact.
The cone of positive semidefinite matrices is self-dual (a.k.a. self-polar).
This result is relatively easy to prove, has been known for a long time,...
17
votes
3
answers
2k
views
The minimum of a sum of absolute values of inner products in $\mathbb{R}^d$
Consider a collection of unit vectors $v_1, \ldots, v_n$ in $\mathbb{R}^d$ (we think of $n$ being much larger than $d$). I would like to minimize the sum:
$$\sum_{i\neq j}|\langle v_i,v_j\rangle|.$$
...
16
votes
3
answers
1k
views
Can a convex polytope with $f$ facets have more than $f$ facets when projected into $\mathbb{R}^2$?
Let $P$ be a convex polytope in $\mathbb{R}^d$ with $n$ vertices and $f$ facets.
Let $\text{Proj}(P)$ denote the projection of $P$ into $\mathbb{R}^2$.
Can $\text{Proj}(P)$ have more than $f$ facets?
...
16
votes
1
answer
508
views
Can solutions to Thomson's problem have pentagons?
Thomson's problem asks for the minimum-energy configuration for $N$ electrons on a sphere (refs: https://en.wikipedia.org/wiki/Thomson_problem, https://sites.google.com/site/adilmmughal/...
15
votes
3
answers
1k
views
Is this lower bound for a norm of some complex matrices true?
Let $A = [a_{ij}]_{n\times n}$ be a Hermitian matrix, such that $|a_{ij}| =1$ for $i \neq j$, and $a_{ii} = 0$ for each $i$.
I am interested in a tight lower bound of $\|A\|_*:=\sum_{i=1}^n |\lambda_i(...
14
votes
1
answer
480
views
"Small" maps from sphere to sphere
Start with a continuous map $f:S^{n+k} \rightarrow S^n$ (round unit spheres). The graph of $f$ lives in $S^{n+k}\times S^n$ and suppose it has a surface area (as a subspace of co-dimension $n$). Now ...
14
votes
2
answers
2k
views
Finding minimum (or maximum) element of a low rank matrix.
Let $A\in\mathbb{R}^{n\times n}$ and suppose that $A$ is of rank $m\leq n$. Moreover suppose we know $u_1,\ldots, u_m \in\mathbb{R}^{n\times 1}$ and $v_1,\ldots, v_m \in\mathbb{R}^{n\times 1}$ such ...
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?
13
votes
2
answers
664
views
Complexity of a weirdo two-dimensional sorting problem
Please forgive me if this is easy for some reason.
Suppose given $S$, a set of $n^2$ points in $\mathbb{R}^2$.
I want to choose a bijective map $f$ from $S$ to the set of lattice points in $\lbrace ...
13
votes
3
answers
421
views
Maximal distance between $2d+1$ points on the $(d-1)$-sphere
If one arranges $2d$ points on the sphere $\mathbf S^{d-1}\subset\Bbb R^d$ at the vertices of the crosspolytope, then one can achieve a minimal spherical distance of $\pi/2$ between any two points, ...
13
votes
1
answer
729
views
Illustrating that universal optimality is stronger than sphere packing
I'm a physicist interested in the conformal bootstrap, one version of which was recently shown to have many similarities to the problem of sphere packing. Sphere packing in $\mathbf{R}^d$ has been ...
13
votes
3
answers
834
views
Famous theorems that are special cases of linear programming (or convex) duality
The max flow-min cut theorem is one of the most famous theorems of discrete optimization, although it is very straightforward to prove using duality theory from linear programming. Are there any ...
12
votes
1
answer
5k
views
Closest 3D rotation matrix in the Frobenius norm sense
Given a 3 by 3 matrix $M$ I would like to find the rotation matrix $R$ minimizing the Frobenius norm:
\begin{equation}
\|R-M\|_F
\end{equation}
Is there a closed form solution for $R$, or is it ...
12
votes
2
answers
350
views
A (reverse)-Minkowski type inequality for symmetric sums
Let $(u_1, u_2, u_3, u_4)$ and $(v_1, v_2, v_3, v_4)$ be vectors in $\mathbb R_+^4$. Is the following inequality true?
\begin{align*}
\left(\sum_{{[4] \choose 3}} \sqrt{u_i u_j u_k}\right)^{2/3} + \...
11
votes
2
answers
963
views
Why is modular forms applicable to packing density bounds from linear programming at $n\in\{8,24\}$?
Sphere packing problem in $\mathbb R^n$ asks for the densest arrangement of non-overlapping spheres within $\mathbb R^n$. It is now know that the problem is solved at $n=8$ and $n=24$ using modular ...
11
votes
3
answers
6k
views
Random Sampling a linearly constrained region in n-dimensions...
Hi,
So here is my problem:
Given a nonlinear, discontinous, cost function $f(x_1,x_2,..,x_N)$ along with linear constraints $x_n \ge 0, \forall n$
$x_n \le c_n$
and $\sum_{n=1}^N x_n = 1$ find an ...
11
votes
3
answers
911
views
Greatest function satisfying some convexity requirements
Edit: Even though there is an accepted answer, the problem isn't solved. I only accepted the answer, because there was a bounty on the question so I had to accept an incomplete answer.
I was working ...
10
votes
2
answers
3k
views
How do you tell if a system of linear inequalities has a solution?
A naive solution would be to optimize a dummy variable via linear programming and see if a result is returned. I imagine there must be a more direct way.
10
votes
3
answers
6k
views
Solving a system of linear inequalities -- what is the dimension of the solution set?
It is well known how to solve a system of linear equations $A{\bf x} = {\bf b}$, but how do we solve a system of linear inequalities $A{\bf x} \leq {\bf b}$?
For the applications I have in mind the ...
10
votes
5
answers
2k
views
Robust black box function minimization with extremely expensive cost function
There is an enormous amount of information about the common applied math problem of minimizing a function.. software packages, hundreds of books, research, etc.
But I still have not found a good ...
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$, ...
10
votes
1
answer
411
views
Network flows with capacities on pairs of edges
Take a standard network flow problem: a directed graph with nonnegative capacities on each edge, a source $s$, a sink $t$. We all know how to find the maximum flow from $s$ to $t$.
Now add edge-pair ...
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 ...
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 ...
9
votes
5
answers
646
views
Software for rigorous optimization of real polynomials
I am looking for software that can find a global minimum of a polynomial function over a polyhedral domain (given by, say, some linear inequalities) in $\mathbb R^n$. The number of variables, $n$, is ...
9
votes
1
answer
6k
views
Proving that a binary matrix is totally unimodular
I'm working on a set of problems for which I can formulate binary integer programs. When I solve the linear relaxations of these problems, I always get integer solutions. I would like to prove that ...
9
votes
1
answer
3k
views
Inverse of a totally unimodular matrix
A unimodular matrix $M$ is a square integer matrix having determinant $+1$ or $−1$.
A totally unimodular matrix (TU matrix) is a matrix for which every square non-singular submatrix is unimodular. A ...
9
votes
2
answers
843
views
How did they come up with the MRRW bound?
Among the good asymptotic bounds in coding theory in the MRRW bound. It is obtained by using the linear programming problem of Delsarte's and providing a solution. The LP problem is
Suppose $C \...
9
votes
4
answers
528
views
Software tools for medium-scale systems of polynomial equations
I am attempting to find all real solutions of a system of 12 polynomial equations in 12 unknowns. The equations each have total degree 6 and contain up to 1700 terms. I am only interested in real ...
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 ...
9
votes
1
answer
295
views
Definition of packing property
Definition 1:
A clutter $C$ is said to have the packing property if $C$ and all of its minors satisfy the König property.
where,
vertex cover of $C$ is a set of vertices that have non-empty ...
9
votes
1
answer
2k
views
Uniform sampling from general simplex with a twist
This is part of a question I had asked elsewhere, and then some of the links redirected me to CS stack exchange.
Given $0\leq a_1\leq\dots\leq a_D\leq1$ (all strictly positive), I want to draw points ...
8
votes
5
answers
2k
views
Prove that this expression is greater than 1/2
Let $0<x < y < 1$ be given. Prove
$$4x^{2}+4y^{2}-4xy-4y+1 + \frac{4}{\pi^2}\Big[
\sin^{2}(\pi x)+ \sin^{2}(\pi y) + \sin^{2}[\pi(y-x)] \Big] \geq \frac{1}{2}$$
I have been working on this ...
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 - ...
8
votes
2
answers
1k
views
Minesweeper as a linear algebra problem
I've written a computer program to generate and solve minesweeper games. Once I've eliminated the obvious mines and safe squares I look at each remaining connected setsin turn and formulate a linear ...
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 ...
7
votes
3
answers
913
views
Some questions about Invexity
Recently, I am looking into a non-convex optimization problem whose points satisfying KKT conditions can be obtained. Then the problem becomes how to decide whether the KKT conditions are sufficient ...
7
votes
2
answers
909
views
Formula for volume of a convex polytope
So I've been searching around the internet for some answers to this, but I currently have a set of linear constraints: $Ax = b, Cx \le d$ for matrices $A \in \mathbb{R}^{n \times m}$, $b\in \mathbb{R}^...