All Questions
1,732 questions
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84
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Ways to decompose a torus for finite element method so that each cell contains a complete revolution of the major radius
I've got a finite element problem involving paths around the interior of a torus. For this particular problem I think I could make things more computationally efficient if each cell in the mesh made ...
- 101
0
votes
0
answers
103
views
Gauss-Newton for quotient functions
I'm optimizing a function of the form
$$
\sum \frac{ \|\mathbf{f_i}(x)\|^2 }{ g_i(x)^2 + h_i(x)^2 }
$$
where $x$ is a real vector, $\mathbf{f}(x)$ is a real vector, and $g(x)$ is a scalar. My first ...
- 561
0
votes
0
answers
164
views
Can we separate Toeplitz matrices for negative and positive eigenvalues?
Consider a Toeplitz matrix T which has both positive and negative eigenvalues. Can we prove that there exist two Toeplitz matrix T1 and T2 such that T1+T2=T and T1 has only one positive Eigenvalues ...
- 9
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194
views
A linear program related question
Dear all, recently, I encountered the following problem. It is closely related to the order of growth for UMD constants of all $n$-dimensional Banach lattice.
Let $\alpha^k \in (\alpha_1^k, \alpha_2^...
- 769
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votes
0
answers
79
views
Computing maximum point for minimal function of a family of linear functions
Let $x \in S^n $ where $S^n = ${$ [x_1,x_2,...,x_{n+1}]\in \mathbb{R}^{n+1} \mid x \ge 0 , \sum x_i = 1 $} and let $f_i : I^n \to \mathbb{R}$ be a finite $m$-sized family of LINEAR functions such that:...
- 11
0
votes
0
answers
783
views
LP relaxation for ILP\IP (integer linear programming)
I am familiar with LP relaxation for ILP (or IP). Assume we concern with integer minimization problem, which we formalize using ILP; we then relax the ILP into LP and we say that the LP provides a ...
0
votes
0
answers
136
views
Finding peaks and determining noise
Hello ,
Im having one matrix which is product of two FFT transforms of one fits image ( astronomical image ). In that matrix you could find 3 peaks. One largest in center, and two around central ...
- 101
0
votes
1
answer
97
views
Problem with making an estimate when values of many variables are unknown?
Hi all, I was wondering whether you could help me understand a part in a proof that is assumed to be an "obvious detail" by the author, but that I can't wrap my head around. Essentially, as far as I ...
- 113
0
votes
0
answers
118
views
sparsest cut always has solution
Hi!
How to prove that sparsest cut always has an optimal solution which is the cut for some vertex-subset.
Looks like it's should be a kind of fundamental theorem for sparsest cut. But I didn't ...
- 1
0
votes
0
answers
125
views
functional iteration
This is a past prelim question,
Let $F(x)=2x+qx^2$ with $\frac{1}{2}\leq q \leq 1$ and $x_{n+1}=F(x_{n})$.
For which interval does this iteration converge ?
I tried these but did not work;
Fixed ...
- 1
0
votes
0
answers
727
views
Decomposing max-convolution of sum of functions ?
Hello.
$R, F_1, F_2, F_3$ are random (not-convex, not-concave) 2D matrices of size 100x100.
$R$ is a linear combination of $F_1, F_2, F_3$.
Explicitly, $R = w_1 F_1 + w_2 F_2 + w_3 F_3$
where $w_1,...
0
votes
0
answers
519
views
Even least squares approximation
Let's consider $\theta_n$ a class of approximations with the following properties:
- all functions $\phi \in \theta_n$ are defined on a symmetric interval [-a, a];
- if $\phi(t)\in\theta_n$, then $\...
- 1
0
votes
0
answers
285
views
Linear combination of finite difference weights and generalized increments
According to a paper I'm reading ("Linear estimation of non stationary spatial phenomena", by P. Delfiner) the weights $\lambda_i$ and $\lambda_{i - 1}$ of a first order finite difference $Z(x_i) - Z(...
- 661
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votes
0
answers
319
views
Estimating a multinomial sum
I have the following sum
\begin{equation}
\sum_{r_1=q+1}^{\tau}\dots\sum_{r_\lambda=q+1}^{\tau}{\tau\choose r_1,\dots,r_\lambda,\tau-r_1-\dots -r_\lambda} (\Lambda-\lambda)^{\tau-r_1-\dots-r_\lambda}
\...
0
votes
0
answers
445
views
Value of coefficient in estimation of computational complexity of polynomial division algorithm
Do you know value of coefficient $C$ at $C*n*log(n)$ in $O(n*log(n))$ estimation of complexity of polynomial division algorithm?
It would be great if you give me links to paper with information about ...
- 424
0
votes
1
answer
276
views
A question about the lagrangian $L(x,\lambda, \nu)$ in the dual function in Convex Optimization
Hi.
My question is probably very simple to some of you that have experience in Convex Optimization.
The dual function is defined as the infimum of the lagrangian $L(x,\lambda, \nu)$ over all $x\ $ in ...
- 3
0
votes
1
answer
181
views
A simple procedure to simulate multifractional Brownian motion paths
In a paper by Peltier and Vehel the multifractional Brownian motion (mBm) was defined for the first time, and they also give a procedure to simulate mBm sample paths. Briefly, mBm generalizes the ...
- 207
0
votes
2
answers
102
views
Does Max Flow produce uniform results? [closed]
I am interested in using Max Flow algorithm. I want to simulate transfer of quantity. Anyway, I am unsure of some thing.
Does Max Flow algorithm produce uniformly distributed max flow?
I have ...
- 11
-1
votes
1
answer
2k
views
BDF2 and TR-BDF2: what is better? [closed]
What method of numerical solving ODEs is better? BDF2 or TR-BDF2?
Namely, what advantages has TR-BDF2 over BDF2? Is TR-BDF2 more accurate? Does it damp "ringing" better?
The BDF2 method requires the ...
- 243
-1
votes
2
answers
114
views
On OR condition in Linear Programming with exponentially many constraints [closed]
Suppose we have two linear programs $Ax\leq b$ and $Bx\leq c$ is there a way to combine them into one program of possibly a larger dimension $Cy\leq d$ such that projection of vectors $y$ into a ...
- 13.9k
-1
votes
1
answer
137
views
Does a half plane contain intersection of some other half planes? [closed]
I'm doing research in Optimization and I have found this obstacle in the way.
If we have set of half planes like $c_ix\leq b_i$ where $i\in \{1,\ldots ,k\}$ there is an algorithm(it would be better ...
- 19
-1
votes
1
answer
103
views
How to solve MILP problem on several linear subspaces
I have a set of close mixed-integer programming problems. More exactly, all the problems share the same set of (binary and continuous) variables, the same set of linear inequality constraints, and the ...
- 39
-1
votes
1
answer
766
views
How can I deploy a CG-Steihaug algorithm for trust region sub-problem solving?
I'm studying various optimization methods and on this occasion, I'm trying to tackle the Trust Region Problem by solving the sub-region problem with the Steihaug-CG algorithm in Python. I'm using the ...
-1
votes
1
answer
88
views
sparse data fitting problem [closed]
I am a new learner of optimization, and I am confused by the question below, (how to change a 0-norm constrain into binary and linear constrain ?)
Given a sparse data fitting problem:
$ minimize \...
- 1
-1
votes
1
answer
223
views
Convergence for symmetric, positive semi-definite operator
Assume $u$ is a vector in the Euclidean space $\mathbb{R}^N$, $\|u\|=\sqrt{\langle u, u\rangle}$, where $\langle u, v\rangle = \sum_{i=1}^N u_i v_i$.
I have that $\|u^{k+1}-u\|\leq \|I - c A\|\|u^k-u\|...
- 1
-1
votes
0
answers
41
views
Is it possible to backtrack an optimization solver? [closed]
I have an optimization problem and was using a linear programming optimizer to find solutions. However, I find that past a certain size, the problem becomes "infeasible" and has no solutions....
-1
votes
1
answer
214
views
Best approximation of the modulus function
While there is extensive study regarding the best approximation of function with polynomial functions in the real domain, the study of approximation of complex variables becomes much sparse. See this ...
- 149
-2
votes
1
answer
307
views
Calculating a sum including large numbers [closed]
Let
$\theta(x)=\begin{cases}
0 & \text{ if } x<0 \\
1 & \text{ if } x\ge 0
\end{cases}$
Do you know any way to calculate this number:
$$\sum_{r=493701}^{506199}\sum_{k=0}^{100}(-1)^k\...
- 1,145
-2
votes
1
answer
224
views
Solving a nonlinear PDE numerically
I want to solve numerically the following PDE:
$$ u_x + u_t - (u_{xt})^2 = u(x,t) $$
The boundary conditions are no concern of mine, pick the ones that work.
So which numerical method will work for ...
- 1,594
-2
votes
2
answers
119
views
Systems of ODEs that fulfill a matrix relationship at steady state [closed]
It is well known that for a system of linear ODE $$x'(t) = A(t) \cdot x(t) + b(t)$$
with initial condition $x(t_0) = x_0$, that for a solution at any other time point $t_1$, $x(t_1) = (z_1, \ldots, ...
- 749
-2
votes
1
answer
890
views
Determine noise distribution [closed]
I'm trying to solve the following least squares problem:
$\underset{x}{\text{min}} ||Ax - \tilde{b}||_2$
where $Ax = b$ and $\tilde{b} = b + w$
Question:
How do I determine which probability ...
- 35
-8
votes
2
answers
1k
views
why do we need algorithms, and why is non-convex optimization difficult? [closed]
A simple question, but (I'm quite sure) not a superficial one: is the basic distinction between algorithms and much of the rest of math that algorithms try to tackle problems for which we lack global ...
- 1