All Questions
564 questions with no upvoted or accepted answers
32
votes
0
answers
2k
views
A Combinatorial Abstraction for The "Polynomial Hirsch Conjecture"
Consider $t$ disjoint families of subsets of {1,2,…,n}, ${\cal F}_1,{\cal F_2},\dots {\cal F_t}$ .
Suppose that
(*)
For every $i \lt j \lt k$
and every $R \in {\cal F}_i$, and $T \in {\cal F}_k$,
...
- 24.7k
14
votes
0
answers
261
views
Dividing a convex region to minimize average distances
Let $C$ be a convex region in the plane with area 1 that contains distinct points $p_1,\dots,p_n$. Say I'd like to divide $C$ into $n$ pieces $C_1,\dots,C_n$, each of area $1/n$, and I'd like to ...
- 4,049
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?
- 1,015
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
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
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
8
votes
0
answers
232
views
Decay of orthogonal contributions in a random set of vectors
Suppose we sample $k$ vectors $v$ from normal distribution centered at zero and diagonal covariance with diagonal entries $1,\frac{1}{2},\ldots,\frac{1}{d}$ and normalize $v$:
$$\frac{v_1}{\|v_1\|},\...
- 2,442
8
votes
0
answers
553
views
Hasse-Weil Bound and Chebyshev Inequality
I was reading about the Hasse-Weil bound for the number of points in on a curve over the finite field $\mathbb{F}_q$.
$$ \big| |C(\mathbb{F}_q)| - (q+1) \big| \leq 2g \sqrt{q} $$
However, this ...
- 22.8k
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 ...
- 133
7
votes
0
answers
452
views
Geometric bang-bang theorem for nonlinear optimal control
The classical bang-bang theorem is usually stated for linear systems (e.g. Control Theory from the Geometric Viewpoint by Agrachev-Sachkov, p. 209). Sussman proved a nice generalization for systems ...
- 1,731
7
votes
0
answers
1k
views
Closed-form solution of a linear programming question
Among all the probability matrices
\begin{equation*}
P =
\left(\begin{array}{cccc}
p_{00} & p_{01} & \ldots & p_{0,J-1} \\
p_{10} & p_{11} & \ldots & p_{1,J-1} \\
\vdots & \...
7
votes
0
answers
209
views
Numerical linear algebra: how to compute $B^TC^{−1}B$ efficiently
Hi,
my question is similar to this one. I have to compute $B^TC^{−1}B$, where $C$ is a strictly positive definite $n\times n$ matrix and $B$ is $n\times m$.
The matrix $C$ is huge ($n$ up to a ...
- 619
7
votes
0
answers
895
views
Maximizing the matrix norm
Hi all,
I wish to find a 3x3 rotation (orthogonal) matrix $\mathbf{R}$ such that it maximizes the following matrix norm:
$||\mathbf{A} \mathbf{D}_r \mathbf{D}_b ||_2$
where $\mathbf{A}$ is a known $...
- 113
6
votes
0
answers
74
views
Roundest polyhedra: how well can we bound the edge count of their faces?
By "roundest" I mean having the lowest surface area for the highest volume, given a fixed number of faces $n$. There've been a few questions about them on here (including from me), but I'm ...
- 3,612
6
votes
0
answers
218
views
Optimal configurations on the flat torus
I'm studying (with my colleagues R.Piergallini and S.Isola) configurations of points on the flat torus which minimize an attractive or repulsive potential depending on the distance. Two model cases ...
- 4,459
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$$ where $x_1,x_2\...
6
votes
0
answers
317
views
Variant of orthogonal Procrustes problem
The orthogonal Procrustes problem seeks a matrix $M$ that minimizes $||AM-B||_F$ subject to $M^TM=I$, where $M$ is $d\times d$ and both $A$ and $B$ are $n\times d$. Geometrically, $M$ rotates a set of ...
- 61
6
votes
0
answers
149
views
Minmax problem for polygons
Let $\text{Pol}_n$ be the set of all convex polygons on a plane with $n$ vertices. For $P\in \text{Pol}_n$ denote by $\text{Tr}(P)$ the set of all triangles which vertices are some vertices of $P$. I ...
- 1,697
5
votes
0
answers
90
views
Rational maps from the circle to the unitary group (energy-preserving convolutive mixtures)
Consider a rational map $A : S^1 \to U(n)$, i.e. a matrix of rational functions such that evaluation at any $z \in S^1 \subset \mathbf C$ is unitary. These objects show up in digital signal processing ...
- 151
5
votes
0
answers
313
views
Hunting an invisible target
An invisible target on the integer line starts at $0$. On each round it either stays put, moves to the left or moves to the right by $1$ with probability $\frac{1}{3}$ each. You are then asked to ...
- 6,155
5
votes
0
answers
202
views
Difficulty of solving $Ax=b$ in terms of limiting spectral density of $A$?
Suppose $A$ is a random real-valued $n\times n$ matrix and we want to know the difficulty of solving $Ax=b$ when entries of $b$ are sampled IID from Normal$(0,1)$.
Can we say anything about the ...
- 2,442
5
votes
0
answers
259
views
Does the refined Slater's condition hold also in the infinite-dimensional case?
Let $X$ be an infinite-dimensional Banach space. I have the following optimization problem.
$$\begin{array}{ll} \underset{x \in X}{\text{minimize}} & f(x)\\ \text{subject to} & g_1(x) \leq 0\\ ...
- 51
5
votes
0
answers
95
views
Differentiability/continuity of stabilizing solution to algebraic Riccati equation with respect to matrix parameters
When solving the LQR problem to find the optimal feedback matrix $K^*$, i.e. solving
\begin{align*}
\min_K &\int_0^\infty \left(x^TQx + u^TRu\right)dt,\\
\text{s.t. }&\dot{x} = Ax+Bu,\\
&u=...
- 151
5
votes
0
answers
147
views
Projection of a function $f\in L^1(\Omega)$ onto a finite dimensional subspace
Suppose $\Omega \subset \Bbb R^n$ be a domain such that $|\Omega|<\infty$, $f\in L^1(\Omega)$. Let $Y= \text{span}\{g_1,\dots, g_k\}$.
Is there a characterization of the set of projections of $f$...
- 1,245
5
votes
0
answers
162
views
Homogeneous linear and quadratic inequalities
I have a bunch of vectors $b_i \in R^n$ for $i = 1,\ldots,N$ and a bunch of (indefinite) matrices $A_j$ for $j = 1,\ldots,M$. Let's consider the set $S \subset R^n$ of $x \in R^n$ vectors such that
$$...
- 1,150
5
votes
0
answers
96
views
Non-convex optimization problem involving minimum spanning trees
Suppose I am given $n$ points $p_1,\dots,p_n\in \mathbb{R}^2$, as well as two positive coefficients $a_1$ and $a_2$, and I am trying to select $n$ points $x_1,\dots,x_n$ to solve the following ...
- 4,049
5
votes
0
answers
2k
views
Find the axis of symmetry in a point cloud
I have some dataset which describes a spherical cloud of points in 4D space. Actually, the coordinates of the points are the coefficients of unit quaternions, so you get the idea on what the data is ...
- 151
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
5
votes
0
answers
194
views
A linear optimization problem on a graph
Let $G=(V,E)$ be a finite graph and let $f$ be any positive function defined on the vertices. Put weights on the vertices $v_{i}$, way $w_{i}$ so that $\sum_{i=1}^{n}w_{i}\leq 1$. Assume that every ...
- 2,288
5
votes
0
answers
275
views
stochastic control / geometric mean
Consider the following problem:
Given $\Omega$ and $U$ two symmetric definite positive matrices, choose a matrix $K$ to minimize the expectation $x' \Omega x + x'K'UKx$ when $x$ follows the invariant ...
- 427
5
votes
0
answers
204
views
A polytope associated with the Hadamard Transform
In an investigation of whether or not a subset $V$ of "Hamming Space" $M_n = \mathbb{F}_2^n$ is a tile (i.e. whether $M_n$ can be written as a disjoint partition of translates of $V$) in http://arxiv....
- 4,636
5
votes
0
answers
581
views
When is polytope compatible with network flow?
A linear program is the problem of optimizing an linear objective function within some polytope $A$ over $\mathbf R^n$. My question is motivated by the question of when a linear programming problem ...
- 3,475
5
votes
0
answers
427
views
The Gömböc and monostatic objects
This made the popular news a few years ago. Summary: it's the first homogeneous, convex solid to be found with only one stable and one unstable mechanical equilibrium when resting on a flat surface. I ...
- 3,612
4
votes
0
answers
46
views
Implementation of Friedman's algorithm of reconstructing simple polytopes
In Finding a Simple Polytope from Its Graph in Polynomial Time, Friedman gave a polynomial time algorithm on reconstructing a simple polytope from its graph. Has this algorithm been actually ...
4
votes
0
answers
243
views
Schrödinger Bridge for other costs
Stochastic control formulations of the Schrödinger bridge problem between $\mu,\nu$ are well known (e.g Chen et al Eq. 4.23)
$$\inf \limits_{p_t, v_t} \int_0^T \int \frac{1}{2}\lvert v_t\rvert^2 p_t ...
- 101
4
votes
1
answer
228
views
A question on eigenvalue of parametric matrix
Is there a way to efficiently check if all matrices in the following set are Hurwitz stable (eigenvalues strictly in the left-hand plane)?$$\left\{ A \in \Bbb R^{n \times n} : \ell_{i,j}\leq A_{i,j} \...
- 1,216
4
votes
0
answers
146
views
An inequality for three iid random variables with a log-concave density
It was previously shown that
$$H\ge cG,\tag{1}$$
where $c:=1/14334$,
$$G:=E|X-Y|,\quad H:=E|X-Y|-\tfrac12\,E|X+Y-2Z|,$$
and $X,Y,Z$ are independent random variables with the same log-concave density.
...
- 128k
4
votes
0
answers
117
views
Looking for an electronic copy of Lebeau's paper
I would like to know if anyone has an electronic copy of the paper "Gilles Lebeau - Contrôle De L'Équation De Schrödinger"? This article appeared in Journal de Mathématiques Pures et ...
- 509
4
votes
0
answers
54
views
Least squares with matrix product constraints
I am encountering a constrained LS problem with the following structure:
$$
\text{min}_Q\ \sum_{i=1}^M ||Q_i X_i-Y_i||_F^2
$$
$$
\text{s.t. }\ Q_M Q_{M-1}\cdots Q_1=I,
$$
where $Q_i,X_i,Y_i\in \mathbb{...
- 41
4
votes
0
answers
201
views
Is the Weber problem a NP-hard problem?
The Weber problem is a special case of a facilities location problem : In a basic formulation, the facility location problem consists of a set of potential facility sites L where a facility can be ...
- 141
4
votes
0
answers
66
views
Can a nonlinear dynamical system be rewritten in terms of constraints?
My question is based on thoughts after reading to a specific section in the paper "On Contraction Analysis for Nonlinear Systems" by W. Lohmiller and JJ. Slotine, Section 4.2 Constrained Systems. ...
- 141
4
votes
0
answers
249
views
Is every stable matrix orthogonally similar to a $D$-skew-symmetric matrix?
Let $\mathrm{diag}(A)$ denote the diagonal matrix with diagonal entries of $A\in\mathbb{R}^{n\times n}$ and let $\succeq$ denote the standard partial order in the cone of (symmetric) positive definite ...
- 2,712
4
votes
0
answers
223
views
Optimal control of SDEs
I've set up a system of stochastic differential equations that I'd like to control. I'm new to optimal control theory and SDEs (and, admittedly, weak on PDEs), so I'm not certain if I've set this up ...
- 41
4
votes
0
answers
203
views
$\ell^1$-norm minimization duality
I am looking for an explicit description and discussion of the dual of the $\ell^1$-norm minimization problem $\lVert A x\rVert_1\to\min$, where $A$ is a matrix, and $x$ belongs to the $n$-simplex $\...
- 17k
4
votes
0
answers
82
views
Non-singularity of a series of matrices
Let $A_1$, $A_2$ be $n\times n$ real matrices. Suppose that $A_1$ and $A_2$ are Schur stable (i.e., their eigenvalues are strictly inside the unit circle in the complex plane). Let $B_1$, $B_2$ be two ...
- 2,712
4
votes
0
answers
539
views
Using Linear Programming as an iterative procedure
Suppose, we have a linear program and an optimal solution to it. Suppose now, we get a new constraint. We want to obtain an optimal solution to the given linear program extended by that new constraint....
- 391
4
votes
0
answers
141
views
Asymptotic behavior of gradient descent on a smooth, convex, non-negative function with no finite minimum - part II
Let $f: \mathbb{R}^d\rightarrow\mathbb{R}_{\geq 0}$ be a function which is convex and smooth (i.e., in $C^{\infty}$). If $x^* \in \mathbb{R}^d$ is the (global) minimum of $f$, it is well known that ...
- 968
4
votes
0
answers
241
views
Stochastic subgradient descent almost sure convergence
I was reading up on stochastic subgradient descent, and most sources i could find via google search give quick proofs on convergence in expectation and probability, and say that proofs of almost sure ...
- 141
4
votes
0
answers
137
views
Covering Number of a Positive Semidefinite Cone (Approximate the Objective of a SDP)
I was wondering what the covering number of a positive semidefinite cone is. Consider the semidefinite optimization program
\begin{align}
\max\langle \mathbf{C}, \mathbf{X} \rangle~~\text{subject to}~...
- 1,127