All Questions
Tagged with linear-programming linear-programming or
492 questions
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94
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Boolean operation on n dimensional polyhedron
A polyhedron in $R^n$ is defined by a set of half-planes: $P = \{x \in R^n \mid Ax - b \le 0\}$.
Given a set of polyhedra in $R^n$, $ P_1, P_2, \dotsc, P_k$, is there an algorithm/implementation that ...
- 21
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votes
1
answer
64
views
Round Robin volleyball Tournament [closed]
Consider a set of N teams (N even number) that must make a
Round Robin Tournament. To each pair i; j, i ≠ j, of teams there is associated level
of interest si,j ∈ {1;2;3} of the match between them (1 =...
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1
answer
396
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What is the best way to choose initial basis when applying simplex method to an equality form of LP?
Currently I'm trying to write a practically fast LP solver for a sparse instance, which is by simplex method with LU decomposition and eta-matrix update. In the development I realized that I'm not ...
- 1
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115
views
Explicit equation for border of the Minkowski sum of sets
Assume we have sets of the form
$$
M_j = \{x\in\mathbb{R}^d : f_j(x) \le 0,x \ge 0\}
$$
where $x\ge 0$ means $x_i \ge 0 \quad \forall i=1,\dots, d$.
Goal
I am looking for an (explicit) representation ...
- 385
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0
answers
124
views
The best unitary matrices that approximate a matrix product
Let $\mathbf{A}$ be an arbitrary $N\times N$ complex matrix. Moreover, $\mathcal{U}_1$ and $\mathcal{U}_2$ are distinct subsets of all unitary matrices. Suppose the matrices $\mathbf{U}_1$ and $\...
- 287
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votes
0
answers
108
views
How to find a set given its support function
Let $\mathcal{U}$ be a convex and compact set. Its support function is defined as $\delta^*(v|\mathcal{U})=\sup_{u\in \mathcal{U}} v^T u$. Assume that we are given the support function $\delta^*(v|\...
- 53
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answers
40
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Subtour-gluing constraints for ILP formulation of TSPs
If one doesn't want to introduce additional variables to the ILP of a TSP instance, one has to add exponentially many so-called subtour-elimination constraints; in practical calculations subtour-...
- 13.2k
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answers
96
views
Why is Gaussian distribution always chosen for smoothed analysis?
I came across the algorithmic perfomance analysis model of smoothed analysis. In all references that I read a Gaussian distribution was used for perturbation (e.g. Spielman and Teng 2004 for the ...
- 29
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votes
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165
views
Minimum circumscribed ellipsoid of $\mathcal H$-polytope
Given matrix $A \in \mathbb{R}^{m \times n}$ and vector $b \in \mathbb{R}^n$, consider the $\mathcal H$-polytope $P$ defined as follows
$$ P := \left\{ x \in \mathbb{R}^n : Ax \leq b \right\} $$
I ...
- 235
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137
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Any technique for linearization, or linear approximation?
Consider the following Matrix constraint:
$$
\begin{bmatrix} -U+\psi\Sigma_b^{-1} & V \\ V^T & -V^TU^{-1}V+\tau_2 -\psi \end{bmatrix} \leq 0
$$
where $\Sigma_b$ is a known positive definite ...
0
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1
answer
116
views
Iterations of Dantzig-Wolfe Decomposition for a Simple Linear Programming problem
This arises from an engineering problem I am working on. Let $\mathbf{c}_i,\mathbf{a}_i,\mathbf{b}_i\in \mathbb{R}^{d}$ be a given set (collection) of vectors where $i\in\{1,\dots,n\}$. Define the ...
- 1,421
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votes
0
answers
93
views
Number of vertices in a polyhedron
Consider polytopes
$$A_1[x_{1,1},\dots,x_{1,m_1},z_{1}]'\leq b_1$$
$$A_2[x_{2,1},\dots,x_{2,m_2},z_{2}]'\leq b_2$$
$$B[z_{1},z_{2},z]'\leq c$$
having vertex count $v_1,v_2$ and $v$ respectively.
We ...
- 13.9k
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0
answers
68
views
Convex optimization under asymmetric loss in infinite dimensional space
The following problem is common in financial economics
$$ \min_{m \in L^2} \mathbb{E}[ \phi(y(\theta)-m)] \quad \text{s.t. } \mathbb{E}[ mx ]= q $$
That is, given a random variable $y(\theta)$ ($\...
- 45
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answers
108
views
Solutions to matrix equations in the non-negative integers
For an integer matrix $S$, and an integer vector $y$, I'm looking for solutions to $xS = y$ where the entries in $x$ are in the non-negative integers.
I've been doing this with Sage's mixed integer ...
- 101
0
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1
answer
139
views
Linear programming with exponential inequalities and rational variables
If we are given a set of real linear inequalities then using elimination theory or just linear programming we can decide. If the program also has inequalities of form $2^x\leq g$ in addition to linear ...
- 1,826
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0
answers
43
views
Minimizing along independent directions, nonlinear programming
Good afternoon, I am studying the book Nonlinear Programming: Theory and Algorithms (by Mokhtar S. Bazaraa, Hanif D. Sherali, C. M.) particularly the Theorem $7.3.5$. I'm not sure I understand this ...
- 193
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votes
0
answers
101
views
How can we analytically solve this max-sum-min problem?
Let $I$ be a finite set, and $A_{ij},B_{ij},x_i,y_j\ge0$. I want to find the choice of $x_i,y_j$ maximizing $$\sum_{i\in I}\sum_{j\in J}A_{ij}\min\left(x_i,B_{ij}y_j\right)\tag1$$ subject to $$\sum_{i\...
- 167
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0
answers
35
views
Converting a vector in a cone statement to inequality constraints
I would like to convert the following condition for $x$
\begin{align}
x = N \lambda, \lambda \geq 0
\end{align}
to a pure linear inequality form, i.e. find an $L$ and eliminate $\lambda$
\begin{...
- 1
0
votes
0
answers
232
views
What do square roots as minimums have to do with Harmonic numbers?
In an earlier question where I conjectured (and GH from MO confirmed) that the von Mangoldt function is the limit at s=1 of a certain Dirichlet series:
$$\Lambda(m)=\lim_{s\to 1+}\zeta(s)\sum_{d\mid ...
- 1,183
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0
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89
views
Why there isn't lexicographically smallest solution to a bounded linear program?
I am learning computational geometry when I run into this confusion. "A bounded 2D linear program may not have a lexicographically smallest solution", as the book says. I wonder why? I think we can ...
- 1
0
votes
1
answer
490
views
Relax a rectangular linear assignment problem
I wonder if there is any literature on the following problem
$$\begin{array}{ll} \underset{X \in \mathbb R^{m\times n}}{\text{minimize}} & \displaystyle\sum_{i,j} C_{i,j} X_{i,j}\\ \text{subject ...
- 205
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votes
0
answers
99
views
Is this Graph Iteration Already Known?
When attempting to set up an ILP formulation for a weight-minimal cubic spanning tree (i.e. one with vertex degrees either 1 or 3) I needed connectivity constraint, but misremembered the contents of ...
- 13.2k
0
votes
0
answers
46
views
linear inequalities and reference request
I have proved and am using the following simple lemma in my current research problem:
Let $\{a_1,...,a_m\}$ and $\{b_1,b_2,...,b_n\}$ be set of positive numbers such that $\sum_{i=1}^m a_i < \sum_{...
- 1,269
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votes
0
answers
368
views
Finding a point in the relative interior of the convex hull of a set of integer-valued vectors
Let $X \subset \mathbb{Z}^n$ be the set of integer-valued vectors satisfying a system of linear constraints. We can suppose that $X$ is the set of integral points in a given polyhydral set $Y \subset \...
- 136
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1
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81
views
Can convex combinations of indicator functions for pairwise non-disjoint sets unordered by inclusion dominate one another?
Let $N$ be a finite subset of the naturals. Let $P$ be a set of subsets of $N$ such that:
1) $P\neq \varnothing$,
2) $\forall x\in P, |x| >1$,
3) $\forall x,y\in P,$ if $x\neq y$, then $x\not\...
- 3
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votes
0
answers
68
views
A seemingly easy integer programming question
Let $k, m \in \mathbb{Z}_{ > 1}$. Let $a \in \mathbb{Z}_{> 0}^m$ and $t \in \mathbb{Z}^k$. Let $\varepsilon = (\varepsilon_{i,j})_{1 \leq i \leq m \\1 \leq j \leq k}$ be a matrix with entries in ...
- 501
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0
answers
890
views
Maximum shortest path problem
I have the following problem. You have a graph and every edge has a certain set of possible weights. The question is to find the assignment of those weight which will maximize the shortest path.
In ...
- 342
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1
answer
270
views
Generalized assignment problem with no integrality gap
Suppose I am solving the generalized assignment problem, so that I
am given matrices $U$ and $W$ and a vector $c$ (all three of which
have, say, positive entries), and I want to solve
$$\text{...
0
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0
answers
917
views
Inverse problem with a rank-1 update
I hope you can help me out with this. I have to find the solution x to an inverse system
$$
x=A^{-1}b
$$
This inverse problem is basically a least square problem with a rank-1 update.
$$
x=[uv^{T}...
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0
answers
104
views
Big eigenvalues of a special stochastic matrix
Given a matrix $M$ of size $n\times n,$ we write its different eigenvalues by $x_1,x_2,\ldots,x_m$ with $m\leq n$ such that $|x_1|>|x_2|>|x_3|>\cdots|x_m|,$ and call $x_2\doteq |\lambda_2|(M)....
- 105
0
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1
answer
2k
views
Finding linearly independent columns of a large sparse rectangular matrix
I have a problem that necessitates solving a large non-negative least-squares
problem. My matrix A is large, sparse, highly rectangular (num rows >> num cols)
and nearly binary. However, A is not ...
- 103
0
votes
0
answers
103
views
Gauss-Newton for quotient functions
I'm optimizing a function of the form
$$
\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
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
0
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
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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
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0
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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
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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
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
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
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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....
