All Questions
1,593 questions
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 ...
- 561
12
votes
1
answer
2k
views
Sard's Theorem For Banach Spaces
Given a smooth map from $\phi: B \rightarrow M$ where $B$ is a Banach Space and $M$ is a finite dimensional smooth manifold (for example, the end point map for a control system), what is the strongest ...
- 2,099
12
votes
5
answers
9k
views
Solving Lyapunov-like equation
The following matrix equation might be a Lyapunov-like equation, but it seems hard for me to develop a simpler way to solve it. From the computation effort, I need some help for solving the special ...
- 121
12
votes
3
answers
801
views
finding the most-isolated point in a high-dimensional cube
I have a set of points {$x_1,\ldots,x_n$} located in the d-dimensional unit cube $[0,1]^d$. $n$ is about 1000 and $d$ is about 25. I'd like to find
$\max_{\omega\in [0,1]^d}\min_{i=1,\ldots,n} \|\...
- 500
12
votes
2
answers
752
views
Geometric applications of Ekeland's variational principle
I'm looking for geometric applications of Ekeland's variational principle in order to see it at work in a context I'm familiar with. Let me recall the principle itself:
Definition. Let $(X,d)$ be a ...
- 13.5k
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} + \...
- 1,034
12
votes
3
answers
1k
views
Eigencircles of n x n matrices?
An eigenvalue of a 2 x 2 matrix satisfies the equation
$$ \left(\begin{array}{cc} a & b \\ c & d \end{array} \right)\left( \begin{array}{c} x \\ y \end{array}\right) = \lambda \left( \...
- 22.8k
12
votes
1
answer
361
views
An averaging game on finite multisets of integers
The following procedure is a variant of one suggested by
Patrek Ragnarsson (age 10). Let $M$ be a finite multiset of
integers. A move consists of choosing two elements
$a\neq b$ of $M$ of the same ...
- 50.8k
12
votes
1
answer
214
views
The angles subtended in a TSP tour
If I sample a large number of uniform points in the unit square and take a traveling salesman tour of them, is there anything at all that can be said/is known about the distribution of angles at each ...
- 4,049
12
votes
2
answers
800
views
A (linear) optimization problem subject to (linear) matrix inequality constraints
Let $A \in \mathbb{R}^{n \times n}$ be a Hurwitz matrix, i.e. $A$ satisfies $\mathrm{Re}\,\lambda_i< 0$, where $\{\lambda_i\}_{i=1}^n$ is the set of eigenvalues of $A$. Suppose that the trace of $A$...
- 2,712
11
votes
2
answers
964
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 ...
- 1,826
11
votes
4
answers
10k
views
"You can't push a rope" [closed]
"You can't push a rope" is a wisdom saying that some engineering teachers pass along to their students. Since I'm not an engineer, I can only guess at what they mean, but it sounds to me like code ...
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 ...
- 113
11
votes
2
answers
856
views
A generalization of Chebyshev polynomials
What is the monic polynomial $p(x)$ of degree $n$ which minimizes $\max_{x \in [-1,1]} |p(x)|$? The answer is the Chebyshev polynomial, and its largest value on $[-1,1]$ is $1/2^{n-1}$.
Now suppose ...
- 113
11
votes
1
answer
998
views
How do people prove $\Gamma$-convergence in more complicated settings?
This is a soft question, I guess. $\Gamma$-convergence is a notion of convergence of functionals so that if $F_n$ $\Gamma$-converges to $F$, then cluster points of $\arg\inf F_n$ are minimizers of $F$....
- 1,904
11
votes
2
answers
880
views
Covering a random graph with spanning trees.
Let $G=(V,E)$ be a connected graph, say $V=\{1,\ldots,n\}$. Let $F=(V,E')$ be a uniformly random forest in $G$. (In other words, $E'$ is a subset of edges $E$ not containing a cycle, and it is ...
- 4,922
11
votes
0
answers
759
views
Hamilton-Jacobi equations: Method of characteristics
In Cannarsa-Sinestrari's book 'Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control' there is a proof, via the Method of Characteristics, of global-in-time existence of classical ...
- 111
11
votes
0
answers
291
views
$L_2$ minimizing makespan vs. $L_\infty$ minimizing makespan
There are $n$ positive real numbers. We partition these numbers into $m$ parts, the size of each part is the sum the numbers in this part. Maximum size of the parts is called a makespan of a partition....
- 399
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.
- 693
10
votes
2
answers
9k
views
When do maximum and expectation commute?
Hi, I'm looking for conditions on $G(t,x)$ such that
$$
\sup\limits_{t\in [0,1]}E[G(t,X)]=E[\sup\limits_{t\in [0,1]}G(t,X)]
$$
where $X$ is a random variable (it's easy to see that $\sup\limits_{t\in [...
- 111
10
votes
2
answers
7k
views
Is there an "adjacency matrix" for weighted directed graphs that captures the weights?
I am currently writing up some notes on the max-plus algebra $\mathbb{R}_{\max}$ (for those that have never seen the term "max-plus algebra", it is just $\mathbb{R}$ with addition replaced by $\max$ ...
- 363
10
votes
4
answers
904
views
The distribution of the shortest path through $n$ points
In the big picture, I'd like to know: if I sample $n$ points uniformly at random in the unit square, what is the probability that the shortest path that visits each one of them is very small?
More ...
- 121
10
votes
1
answer
444
views
Constructing a hypersurface with given outer normals
Pick a point on each of the positive half-axes in $\mathbb{R}^n$. Put a (unit-norm?) vector at each of the n points.
(a) Is there a hypersurface in the orthant $\mathbb{R}^n_+$ going through these n ...
- 1,069
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 ...
- 7,857
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 ...
- 415
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$, ...
- 33.8k
10
votes
1
answer
1k
views
Rigorous proof of the good regulator theorem
As an applied mathematician with an interest in control theory, I have read several research papers that explicitly use the good regulator theorem of Conant and Ashby 1 which states that:
Every ...
- 3,871
10
votes
1
answer
308
views
In what area of study does one encounter this principle in timetabling?
A while ago I saw an image like the one below in a lecture, which was supposed to represent a rail network in a (square) city:
The circles represent trains that are moving either North/South or East/...
- 4,049
10
votes
1
answer
337
views
How can a Roomba turn as little as possible?
Suppose I have a convex polygon $C$ and a radius $r>0$, and I seek a path $P$ that "covers" $C$, in the sense that any point $C$ is within distance $r$ of $P$: $$d(x,P)\leq r~\forall x\in C~,$$
...
- 4,049
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 ...
- 37.7k
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 ...
- 133
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 ...
- 109k
9
votes
3
answers
2k
views
SDP Feasibility
I have a decision problem that I have formulated as a feasibility SDP. The answer to the decision problem depends on whether the SDP is feasible or not. It is known that a SDP can be solved to ...
- 505
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 ...
- 213
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 ...
- 93
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 \...
- 885
9
votes
2
answers
603
views
Book for matroid polytopes
I have made a study of polytopes with the books of Ziegler and "Integer Programming" of Conforti, my main goal is to study matroid polytopes; to study matroids I have thought about the book &...
- 251
9
votes
1
answer
395
views
An inequality on the simplex involving $x^x$
Is anything known about the behavior of the function $$f(x)=\prod_{i=1}^n x_i^{x_i}$$ on the standard simplex, i.e. the set $\{x\in\mathbb{R}^n:\sum_{i=1}^n x_i=1, x_i\geq0\}$? I ask because I have ...
- 93
9
votes
2
answers
301
views
Maximum of a quantity for two normal orthogonal vectors in $\mathbb{R}^n$
Let's define for every pair of vectors $u,v\in\mathbb{R}^n$, a quantity as follows:
$$f(u,v) = \sum_{1\leq i,j\leq n}|u_iu_j-v_iv_j|.$$
I want to find:
$$M(n)= \max \{f(u,v): u,v\in \mathbb{R}^n, |u|=...
- 4,484
9
votes
1
answer
3k
views
Difference between 'generalized gradient' and 'subgradient' ?
Hi, I am wondering what the difference between 'generalized gradient' and 'subgradient' of a (potentially non-differentiable) convex function 'f' is.
The generalized gradient I am interested in is ...
- 91
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 ...
- 381
9
votes
2
answers
3k
views
An optimization problem for points on the sphere (master's dissertation)
First, by means of a disclaimer, some background. I am entering the fourth and final year of an undergraduate master's degree in maths, and a quarter of the maximum credit for this year will be for a ...
- 3,612
9
votes
1
answer
562
views
The drunken blind man’s walk
Consider a drunk, blind man starting in the middle of the two dimensional open unit ball. At each turn, the man chooses a direction to move a step of size $\delta > 0$ in. Unfortunately, he is very ...
- 6,155
9
votes
1
answer
847
views
Maximizing a ratio of determinants
Let $D\in\mathbb{R}^{n\times n}$ be a diagonal positive definite matrix s.t. $D\leq I$ ($I$ denotes the $n$-dim. identity matrix) and let $\alpha$ be a strictly positive real number. Consider the ...
- 2,712
9
votes
2
answers
967
views
Removing constraints in convex optimization
Say I have a convex optimization problem of the form $$\min_x f(x) ~~ s.t.\\ g_1(x)\leq0,\\\vdots \\g_n(x)\leq 0$$ with all functions convex. Suppose that $x^*$ is a unique optimizer to my problem and ...
- 91
9
votes
2
answers
684
views
A trace-constrained maximization problem in the cone of positive definite matrices
Let $A\in\mathbb{R}^{n\times n}$ be a matrix having eigenvalues with strictly negative real part (in other words, $A$ is supposed to be Hurwitz stable). Let $\mathrm{tr}(\cdot)$ denote the trace ...
- 2,712
9
votes
2
answers
477
views
An extension of Gaussian Isoperimetry
The Gaussian isoperimetric inequality (Tsirelson,Sudakov, Borell) states that among all sets of given Gaussian measure in the n-dimensional Euclidean space, half-spaces have the minimal Gaussian ...
- 949
9
votes
1
answer
257
views
Higher or lower? (#2)
$N \geq 2$ players play a game - at the start of the game, they are each given independently and uniformly a number from $[0, 1]$. On each round, they are to guess whether their number is higher or ...
- 6,155
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 ...
- 221
9
votes
2
answers
462
views
Entropy conjecture for distributions over $\mathbb{Z}_n$
Suppose we have two independent random variables $X$ (with distribution $p_X$) and $Y$ (with distribution $p_Y$) which take values in the cyclic group $\mathbb{Z}_n$. Let $Z = X +Y$, where the ...
- 1,034