All Questions
783 questions
0
votes
1
answer
91
views
Matrix quantization and effect on singular values
Let $A$ and $B$ be an $N\times n$ matrix with $n\le N$, and let $\sigma_1(X),\dots \sigma_n(X)$ denote the singular values of $X\in \{A,B\}$. Do we have upper and lower bounds for
$$
\|
\sigma_i(A)-\...
- 5,405
0
votes
1
answer
169
views
How to integrate an indicator function/constraint into the cost function of a linear program?
I have a mathematical model $P$ for which I optimize two cost functions say $F_1$ and $F_2$ subject to a set of constraints $C1$–$C10$.
In $F_2$, I want it to be included only when its expression ...
- 3
0
votes
1
answer
28
views
Calculating vertex potentials from optimal matchings
Question:
can the solution to the dual of a Linear Program be calculated directly from the solution of the primal Linear Program?
If yes, what are known algorithms and their bounds on complexity.
As ...
- 13.2k
0
votes
2
answers
131
views
Reshaping data vector into a matrix for deconvolution using a circulant matrix
Suppose we have a circulant matrix S made from pseudorandom binary sequence of length $N$ consisting of $0$'s or/and $1$'s. $1$ means that we can inject something for chemical analysis and $0$ means ...
- 879
0
votes
1
answer
118
views
Proving maximum value of a determinant of $I - B$, where $B$ is nonnegative matrix
I have the following setting:
Let $0 \leq r < 1$ and let $\{z_i\}_{i=1}^k$ be $k$ complex numbers such that $|z_i| \leq r$ for all $i$.
Moreover, $r + \sum_{i=1}^k 2Re(z_i) \geq 0$
I am interested ...
- 59
0
votes
1
answer
110
views
Detecting non-negativity of a single constraint by polyhedral constraints - $I$
We consider $$\langle a,x\rangle=b$$ (linear constraints) where $x\in\mathbb R_{\geq0}^n$ and every entry in $a=(a_1,\dots,a_n)$ is in $\mathbb Z_{\geq0}^{n}$ (non-negative) and the entry $b$ is in $\...
- 13.9k
0
votes
1
answer
76
views
A question on graph partitioning
Given a connected un-directed simple graph $G=(V,E)$, is there a polynomial time algorithm to find the smallest subset $S$ of $V$ such that each node in $V \setminus S$ has at least 50% of its ...
- 1,216
0
votes
1
answer
113
views
How do I solve this integer programming problem with non convex constraints?
I am not sure if this is the right place to post this question, please point me to the correct forum if I posted in a wrong place.
I have an optimization problem like this
...
- 103
0
votes
2
answers
556
views
Sparse dense matrix versus non-sparse dense matrix in eigenvalue computation
I have a matrix in the form of $2n\times 2n$ block matrix
$$
A = \begin{pmatrix}O& W\\
J& D\end{pmatrix}
$$
where, $O$ is an $n\times n$ zero-matrix; $W$ is a n-by-n diagonal matrix, $W = ...
- 91
0
votes
2
answers
120
views
Reference request: dependence on linear constraints
Excuse me if my question is stupid. I'm seeking the references on the dependence of the (linear) optimization problem on (linear) constraints. Namely, consdier the following optimization problem:
$$P(...
- 1,835
0
votes
1
answer
488
views
Efficient computation of matrix exponential of trace zero matrix [closed]
I am looking for identities that may help with numerical computation of the matrix exponential ${\rm exp}(A)$ where ${\rm tr}(A)=0$. I am already aware of general-purpose algorithms for computing the ...
- 561
0
votes
1
answer
149
views
Need help with computational and numerical methods for solve equations
This is my first question on this community. I am a applied scientist, not a mathematician.
I have the following simplified problem:
Let $u: [0,1] \rightarrow \mathbb{R}_+$ a real valued function ...
- 3
0
votes
1
answer
2k
views
When to use non-negative-least square and least-square [closed]
What are the typical case we need to use Non-negative least squares NNLS
$$
||Ax - B||^2
$$
instead of least-square $$ Ax-B$$ (or vice versa)?
And is there any drawback in applying them on large $A$...
- 135
0
votes
1
answer
140
views
QR alogrithm for eigenvalue problem [closed]
Considering pure QR algorithm (without shifts and preliminary tridiagonal reduction) are there sufficient conditions for algorithm to converge to quasi-diagonal form?
For the the following matrix
$$
...
0
votes
2
answers
244
views
Rewrite optimization objective
Hi,
I wanted to ask, under which conditions can one rewrite the optimization objective
$\min_x f(x)\;\;\;s.t.\;\;\;g(x) \leq s$
as
$\min_x g(x)\;\;\;s.t.\;\;\;f(x) \leq t$
I have particular ...
- 409
0
votes
2
answers
340
views
positive semidefiniteness: a psd matrix substracted by another rank 1 psd matrix
Given that $A$ is a positive semidefinite matrix, $x$ is a vector, $\lambda_0 \in [0, +\infty) $ is a real non-negative number. I want to know the answer to the following optimization problem.
$$
\...
- 101
0
votes
1
answer
2k
views
Find edge weights that fit given node weights
Let $G = (V,E)$ be a connected simple graph (unweighted, undirected, no selfloops) on $n$ nodes.
Let $\mathbf{d} := (d_1, d_2, ..., d_n) \in \mathbb{R}_{>0}^n$ be a vector of arbitrary given node ...
- 340
0
votes
1
answer
165
views
Nonlinear matrix equation 2
Solve the following nonlinear equations for $v$ and $w$
$Avv^TAw+Bvv^TBw=\lambda_1v+\lambda_2w$
$Aww^TAv+Bww^TBv=\lambda_1w+\lambda_2v$
$v^Tw=w^Tv=0$
$v^Tv=w^Tw=1$
where $\lambda_1, \lambda_2, \...
- 41
0
votes
1
answer
456
views
Is the Simplex Method still polynomial when all inequalities are through the origin?
Hello,
I want to solve a linear program using the simplex method, and I know that all my inequalities will pass through the origin (therefore, either my initial solution of (0, ... , 0) is optimal, ...
- 693
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{...
- 2,019
0
votes
2
answers
531
views
Any idea of solving an optimization problem with cubic constraints?
I have the following optimization problem with cubic constraints, which is hard to solve. Are there any ideas, or related references, of solving such a problem?
$$ \begin{array}{ll} \underset {y, z} {\...
- 21
0
votes
1
answer
103
views
Constrained linear optimization problem on $C^1$
I am dealing with a problem of the form ($a<b$)
$$
\displaystyle \max_{v \in C^1([a, b])} \int_a^b v(x)~\mathrm{d}x, \quad \mathrm{s.t.} \int^b_a \big(-o'(x)v(x)-v'(x)o(x)\big)f(x)~\mathrm{d}x \...
0
votes
1
answer
147
views
Is there a redundant constraint in linear programming? [closed]
From wikipedia:
But... Why do we need the $x\ge 0$ part? We can instead do $-x\le 0$, and thus saving a line in the definition (which is not a big deal but nevertheless nice).
(In order to do that, ...
- 3
0
votes
1
answer
143
views
$\mathrm{ILP}$-formulation for Minimum Maximal Matching (MMM) Problem
Despite some online searching I couldn't find examples of dedicated Integer Linear Programs ($\mathrm{ILP}$s) for determining smallest matchings, that are not contained in a larger one.
It seems that ...
- 13.2k
0
votes
1
answer
230
views
Solution of complex linear system
In Brubeck, Nakatsukasa, and Trefethen - Vandermonde with Arnoldi (example 3) they solve the following linear system:
$$\operatorname{Re}\left(\begin{array}{ccc}1 & \cdots & z_{1}^{n} \\ 1 &...
- 45
0
votes
1
answer
126
views
An otherwise linear matrix equation with the presence of a signum function : reference request
Consider the equation $$\pmb{c}+\text{sign}(G\pmb{c}) = L$$
$\pmb{c}$ is a $n\times1$ matrix.
$G$ is a $n\times n$ matrix which is also positive definite.
matrices $G$ and $c$ are real.
$L$ is a $n\...
- 698
0
votes
1
answer
405
views
Computing discrete optimal transport
I am trying to find a combinatorial approach to solve the following optimization problem.
\begin{align}
&\max_{x_{ij}} C_{ij} x_{ij}, \\
&\text{such that},\\
&\sum_{j} x_{ij} \leq r_i~\...
- 133
0
votes
1
answer
99
views
Finding dual of a scheduling LP formulation
Suppose I have an LP formulation as such:
$\min\ \ \sum\limits_{i,j,t}\ w_{ij}x_{ijt} (\frac{t-r_j}{p_{ij}}+0.5)$
$\sum\limits_{i,t}\frac{x_{ijt}}{p_{ij}}=1\,\forall\ j$
$\sum\limits_{j}x_{ijt}\leq ...
- 103
0
votes
1
answer
61
views
Variant of the linear programming problem
Good afternoon, my experience in mathematical programming is low. I would like to know if there is any general method to address the following problem:
$$\text{Minimize }\sum_{i=1}^n d_i(x_j)$$
$$s.a....
- 193
0
votes
1
answer
116
views
Matrix equation of the form $C A C^\intercal = D$
Consider the following square matrix
\begin{align}
A = \left(\matrix{d & 0 & -\frac12 & 0 & 0 & 0 & 0 & 0 \\
0 & d & -d+1 & -\frac12 & 0 & ...
- 323
0
votes
1
answer
145
views
How to solve this optimization problem efficiently? [closed]
Let, $D\in\mathbb{C}^{1\times M}$ is a row vector with $M$ elements
$V\in\mathbb{C}^{3^M\times M}$ is a given matrix
$T$ is a scalar (real and $>1$)
$\textbf{The problem at hand is as follows:}$
...
- 111
0
votes
1
answer
3k
views
Cholesky decomposition – non-positive definite matrix
In order to pass the Cholesky decomposition, I understand the matrix must be positive definite. However, I also see that there are issues sometimes when the eigenvalues become very small but negative ...
- 1
0
votes
1
answer
212
views
Is an exact violated inequality constraint met as equal constraint in optimal solution?
We have a solution which does not satisfied exactly one inequality constraint in linear program. The corresponding dual solution is also feasible. Is it correct this constraint is in equal form in the ...
- 25
0
votes
1
answer
79
views
algorithms and tools available for a particular polytope computation
Let me define each half space i as:
$${H_i}:{c_i}{\bf{x}} \le {b_i}$$
The intersection of all such ${H_i}$ gives a polyhedron (bounded or not). Suppose I am interested in if ${H_i}$ is active (...
- 867
0
votes
1
answer
201
views
Recursive linear programming on a linear subset of a simplex
The problem I am working on is:
Given an $n$ dimensional vector $r \in \mathcal{R}^n$, and a convex set $G=\{\mu \in \mathcal{R}^n | \mu_i \ge 0, ~ \mu^T \mathbf{1}=1, ~ A\mu =0 \}$ where $\mathbf{1}...
0
votes
1
answer
572
views
Recurrence Equation and Matrix Convergence
To begin with, let us give the conceptual background needed to expose the problem. First of all, we shall consider the set $\mathbb{L}^{n} = \mathbb{R}^{n}_{\geq0} = \{\overrightarrow{x}\in\mathbb{R}^{...
user89024
0
votes
1
answer
204
views
Is the linear production game a convex game?
In cooperative game theory, the linear production game (LPG) is defined by letting the characteristic function have the form of a linear programming problem.
Does anyone know if the LPG is a convex ...
- 17
0
votes
1
answer
543
views
Convert general optimization problem to LP problem
I am trying to convert the following problem into a linear programming problem:
There are $M\times N$ matrix $T$ of real numbers between 0 and 1 and $N\times 1$ vector $w$ of real numbers between 0 ...
- 99
0
votes
1
answer
82
views
Introducton books for $\frak{E}_p(I)$
Are there any good books different from abstract harmonic analysis by hewitt to study $\frak{E}_p(I)$. where $\frak{E}_p(I)$ is: Let $I$ be an arbitrary index set. For each $i\in I$ let $H_i$ ...
- 209
0
votes
2
answers
118
views
Inner Product of Given Sum Positive Sequence
Let $$A = \Big\{(a_1,a_2,\dots)\ \Big|\ a_i\ge 0, \sum_{i=1}^\infty a_i=1\Big\},$$ $$v(x)=\sup\left(\bigg\{\sum_{i=1}^\infty a_ib_i\ \bigg|\ (a_i)_{i=1}^\infty,\, (b_i)_{i=1}^\infty \in A,\,\sup\...
- 2,239
0
votes
1
answer
546
views
Solution of infinite dimension linear system
Suppose that ${a_n}$ and $b_n$ is decreasing sequence such that $a_0=A$, $lim_{n->\infty}a_n=0$ and $b_0=B$, $lim_{n->\infty}b_n=0$.
For fix n,
we can construct n dimension linear equation ...
- 111
0
votes
2
answers
708
views
Approximate solution to large mixed integer programming problem
What are the available approaches to find an approximate solution to a large mixed integer programming problem?
I ran my problem in the Gurobi MIP solver.
It can find a feasible solution in ...
user24451
0
votes
1
answer
452
views
Large scale least squares of non symmetric and non square problems
Given a system like $b=Ax$ with an non symmetric and non square $A$ I would like to solve it having many elements in $x$ (lets say $10^7$).
There is a large amount of algorithms for symmetric ...
- 125
0
votes
1
answer
100
views
generalization from linear programming solution [closed]
I have a series of similar linear programs that depend on an input vector $a\in A$ and whose solution is an output vector $b\in B$. I can solve them individually, but this is wasteful. I suspect that ...
- 109
0
votes
1
answer
720
views
Perturbation of Cholesky decomposition for matrix inversion
I am looking for a computationally cheap way to compute $x$ such that $$(L L^T + \mu^2 I)x = y$$
where $L \in \mathbb{R}^{n \times n}$ is a lower triangular definite positive matrix (with some very ...
- 103
0
votes
1
answer
85
views
About the suboptimality of linear estimators
Let $X$ be a random variable and $N$ a Gaussian noise independent from $X$. We observe $Y=X+N$ and want to estimate $X$ based on $Y$ to minimize the mean square error $mmse(X|Y):=E(\hat X(Y)-X)^2$.
...
- 29
0
votes
1
answer
2k
views
eigen-decomposition solution? is it unique?
Assume an N*N covariance matrix (Q) which is a positive definite matrix. The decoder X is assumed to be N*s, where s<=N. X is calculated to be s eigenvectors corresponding to s minimum eigenvalues. ...
- 1
0
votes
1
answer
193
views
Ease of calculation of norm
I have SPD matrix A and two vectors z and b.
Is there exist a norm where I can calculate $||A^{1/2}b-z||$ without having to calculate $A^{1/2}b$ explicitly ?
- 489
0
votes
1
answer
205
views
SDP Algorithms/ maximally complementary solutions
Hello,
I was wondering if there are algorithms for (linear) Semidefinite Programs (SDP) out there, that converge towards a maximally complementary solution, even if strict complementary does not hold.
...
- 1
0
votes
1
answer
504
views
$\ell_o$ Minimization (Minimizing the support of a vector)
I have been looking into the problem
$\min: \|x \|_0$ subject to$: Ax=b$. $\|x \|_0$ is not a linear function and can't be solved as a linear (or integer) program in its current form. Most of my time ...
- 11