All Questions
Tagged with linear-programming linear-programming or
492 questions
2
votes
1
answer
104
views
Standard names and methods for this type of fitting minimization
In material science research, we have come across the following type of problem.
Given a m by n matrix A, a m vector b, and error tolerance $\varepsilon$, we want to do this minimization
$$\eqalign{
...
- 867
2
votes
1
answer
301
views
books on very large scale linear optimization
Recently in my material science research, I have encountered problems of very large scale linear optimization. I read the introductory book "Introduction to Linear Optimization (Athena Scientific ...
- 867
2
votes
1
answer
134
views
Integer point in a non-empty polytope
I have a high-dimensional, non-empty polytope $Ax\geq b$ sitting inside the cube ($0\leq x_i \leq 1$). Is there any general theory or technique to show that this polytope contains an integer point, ...
- 243
2
votes
2
answers
840
views
Finding the maximum of a multivariate polynomial of degree one
I need to find the global maximum of the function
\begin{align}
f\left(x\right) & = p_1 \max\left(\sum a_{1i} x_{1i}, \sum b_{1i} x_{1i}\right) - \sum c_{1i} x_{1i} \\
&+\ldots \\
&+ p_n ...
user24451
2
votes
2
answers
798
views
Survey on Compared Running Time: Ellipsoid Method vs. Simplex Method
If you look through papers on the Ellipsoid Method, there is a large agreement, that the Ellipsoid Method, although theoretically polynomial, is in practice way slower than the Simplex Method. ...
- 329
2
votes
1
answer
1k
views
Finding integer points inside of a parallelogram
Suppose $P = \{p_1,\ldots,p_4\} \in \mathbb{R}^2$ defines a quadrilateral (here, specifically, a parallelogram). In the particular case I'm dealing with, I know that there exists at least one point ...
- 1,318
2
votes
2
answers
129
views
LP constraint enconding
I have an objective function to be maximized
$obj(x) = \sum_i \gamma_i x_i$ with $x_i \in \mathbb{R}$
With multiple constraints of the form:
$\min_{y \in 0,1} (\sum_{i \in A} \alpha_i x_i + \sum_{i ...
- 21
2
votes
1
answer
6k
views
sum of maxima vs the maximum of the sum
Consider the following integer program
$$
\begin{align}
\max &\sum\nolimits_{i}\sum\nolimits_{j} U_i(j)\cdot x_{i,j}\\
\text{subject to}& \sum_{i}x_{i,j}\cdot f\left(i,j\right)\leqslant c_j,&...
- 21
2
votes
0
answers
119
views
Seeking insights on bounded set positive solutions for a set of linear systems in $\mathbb{R}^n$
Before delving into my query, I'd like to provide some context. Consider a continuous function $f:\mathbb{R}^{k}\rightarrow\mathbb{R}^{m}$ and a compact set $\mathcal{B}\subset \mathbb{R}^{k}$ (...
2
votes
1
answer
875
views
Interpreting mincost flow dual variables
Consider the task of finding flow of size $b$ with minimum possible cost.
It may be formulated as linear programming in a following way:
$$\boxed{\begin{gather}
\min\limits_{f_{ij} \in \mathbb R} &...
- 1,171
2
votes
0
answers
76
views
Polyhedron coordinate bound
Given a polyhedron
$$Ax\leq b$$
where we assume $A\in\mathbb Q^{m\times n}$ and $b\in\mathbb Q^{m}$ and it takes $L$ bits to represent the inequalities what is a good bound on the quantity $\|y\|_\...
- 13.9k
2
votes
0
answers
46
views
Notion of distance between linear programs
Consider the linear programming problem
\begin{align}
\max_{x}&~c^Tx \\~s.t.~~a^Tx &\leq B~,~0\leq x_i \le1
\end{align}
where $c$ and $a$ are $n \times 1$ given non-negative vectors. $B$ is a ...
- 1,421
2
votes
0
answers
66
views
Proving the existence of a dual for an infinite linear program
I am concerned with proving the existence of the dual of an infinite linear program. In addition to the writings of Rockafellar, Luenberger, and Boyd & Vandenberghe on: subdifferentials, Legendre-...
- 121
2
votes
0
answers
47
views
A linear program where coordinate descent works pretty well
I am working with a polytope $P\subset \mathbb{R}_+^n$ with the property that there are at about $n!$ minimizers of $\sum_{i=1}^n x_i$, in the following sense:
Select any coordinate $j$ and set $...
- 21
2
votes
0
answers
148
views
Generalization of Farkas' Lemma to Hermitian Matrices
I recently stumbled upon a well-known version of Farkas' Lemma which, roughly speaking, I would like to generalize from real vectors to hermitian matrices, as it seems promising for something else I ...
2
votes
0
answers
74
views
Possible ordering of coordinates in a linear subspace [closed]
This question was asked on Mathematics Stack Exchange with no answers.
Let $X$ be a linear subspace of $\mathbb{R}^n$. For how many permutations $p$ on $1,...,n$ does there exists $x$ in $X$ with $...
- 31
2
votes
0
answers
283
views
Derivative with multiple summation operators
I have a defined utility function as Eq.(1), and I am seeking the minimized utility subjects to some constraints. The notation used is as following:
\linebreak
$V$ is the set of nodes, $v_i\in V$; $O$...
- 21
2
votes
0
answers
43
views
Partitioning $n$-space based on linear combinations
I'm trying to figure out the approximate number of areas the positive $n$-space will be divided into if we partition it as follows: we have $k$ linear functions $F_1$, $F_2$, ..., $F_k$ on $n$ ...
- 21
2
votes
0
answers
2k
views
How to find a positive solution to an under-determined linear system (if such a solution exists)?
Like the title says, if an under-determined system of linear equations does have at least one positive solution, how to find it efficiently?
Suppose we have an under-determined system:
$$Ax = b$$
...
- 121
2
votes
0
answers
80
views
Making a polyhedron integral by selecting value for a specific co-ordinate of constraint vector
I am currently trying to solve a binary integer programming(maximization) problem, where the first row of the constraint matrix corresponds to the constraints on the total number of 1's in the vector ...
- 123
2
votes
0
answers
105
views
Optimization over a convex cone generated by a set is equal to optimization over the set
Within my research I found an important doubt and that prevents me from advancing, the context of my doubt is as follows:
We considerer the following optimization problem
$$
\left\{\begin{array}{cl} \...
- 159
2
votes
0
answers
344
views
Linear programming with an infinite matrix
I would like to solve the following infinite linear system subject to $x_i \ge 0$ that minimizes $x_3$.
The third column contains no additional nonzero values beyond what is shown. Though the first ...
- 283
2
votes
0
answers
126
views
Unveiling hidden structures
One way to unveil a hidden structure of a undirected graph - given as an adjacency matrix - is to permute the rows and columns until a pattern with a maximal geometrical symmetry is found. (The ...
- 9,720
2
votes
0
answers
299
views
Practical application of envelope theorem for linear programs
Assume that we have solved a (standard) linear program
$$
\text{minimize}_{x\in {\mathbb R^n}}\,\, c_0^Tx, \,\,\,\,\, \text{s.t. } A_0x \leq b_0,
$$
and would like to know how sensitive is the optimal ...
- 7,182
2
votes
0
answers
64
views
Finding orthogonal basis with constraint
Is there any fast algorithm that output an orthogonal basis $e_i,i\leq n$ of $R^n$
with $e_i\in V_i$? Where $V_i,i\leq n$ are given linear subspaces of $R^n$.
And is there any condition on $V_i,i\leq ...
- 909
2
votes
0
answers
71
views
Existence of probability distribution satisfying upper/lower bounds on events
Suppose we have a finite sample space $S$ and some events $A_1, \dots, A_k \subseteq S$. We would like to put a probability distribution on $S$ so that no element has probability greater than a ...
- 21
2
votes
0
answers
177
views
Formulating shortest path as submodular minimization
I'm curious about the general question of whether any combinatorial optimization problem with polynomial time solution can necessarily be reformulated as minimizing a submodular function.
The answer ...
- 21
2
votes
0
answers
112
views
Pcross-like, nonogram-like in near-linear time [closed]
I have a problem with a puzzle game like pcross in which I have a nxn square: At any index of rows and columns I have an integer that say the maximum numbers of points that I can place in that row/col....
2
votes
0
answers
154
views
Listing all Lattice Points in a Box
Let $B := [-1,1]^n$ be an $n$-dimensional box. Moreover, let $v_1,\ldots,v_n \in \mathbb{R}^n$ form a basis of $\mathbb{R}^n$, where the entries of the $v_i$ are explicitly irrational. We can assume ...
- 173
2
votes
0
answers
210
views
Finding optimal linear transformation for intersection of convex polytopes
I previously posted this on MathSE and am now trying here.
I have the following situation, as shown in the following diagram:
$W=\{w_i\}_{i=1..|W|}$ is a set of vertices (show in diagram in blue) ...
- 695
2
votes
0
answers
148
views
Derivation of gradient of SSE in Geodesic Regression
On page 79 (or page 5) of this this paper the gradient of the SSE of the Geodesic model is described explicitly. My question is how are these equitations derived in detail; where can I find the ...
- 5,405
2
votes
0
answers
71
views
Select n vectors from k vectors (in 3D) such that each component of the resultant vector >= each component of a given vector M
this was left unanswered for 1 week on MStackExchange, so I thought MOverflow would be more appropriate. Thanks :)
Let $R = (R_x, R_y, R_z)$ be the resultant vector of the n vectors and $M = (M_x, ...
- 21
2
votes
0
answers
149
views
How to solve the following generalized quadratic programming problem [closed]
I want to solve a generalized form of a quadratic programming problem
$$\min_x \left(\sqrt{x^TPx}+\sqrt{x^TQx}\right)^2+c^Tx$$,
$$\textrm{ s.t. } Ax\le b.$$ Here, $P$ and $Q$ are both positive ...
- 21
2
votes
0
answers
91
views
Algorithms to find the solutions of a homogenous matrix equations for non-commutative rings
In one paper from 1980 I found a note that there are no known algorithms for solving
homogenous matrix equations $x \cdot M = 0$ for matrices which elements belong to a non-commutative ring.
(The non-...
2
votes
0
answers
120
views
integrality of a linear program -- binary equality constaints
Consider the following linear program:
$\left\{
\begin{array}{l}
\underset{x}{max} \;\;c^Tx\\
[I, \;B]x = \mathbf{1}\\
x\geq 0
\end{array}
\right.$
where $c$ is a vector ...
- 127
2
votes
0
answers
39
views
In what paper was the shrinkage parameter introduced to the nelder-mead simplex direct search algorithm?
I have read lots of papers referencing a 4th shrinkage parameter when talking about the Nelder Mead Simplex method. However, I cannot see any shrinkage parameter in the flow chart of the original ...
- 21
2
votes
0
answers
163
views
existence of lattice point in polytope
This question was probably asked before but here goes. I have a convex polytope given by $Ax\leq b$ for a specific integer matrix $A$ and integer vector $b$. I need a simple method/result on how to ...
- 501
2
votes
0
answers
63
views
Put positive polynomial in finite intersection of half-spaces
This is a cross-posting of a MSE question (which did not attract any attention there so far).
Denote by $V={\mathcal P}_{n,d}$ the space of polynomials in $n$ variables with degree at most $d$, ...
- 621
2
votes
0
answers
230
views
Consistency of a system of linear equations
I have a system of linear equations in form of $AX=b$ where $A_{m\times n}$, $X_{n\times 1}$ and $b_{m\times 1}$. Coefficient matrix $A$ is quite sparse. However, using a practical LP solver like ...
- 221
2
votes
1
answer
137
views
Design constraint systems over the reals
This question is inspired by the discussion at this problem.
Suppose I have a design consisting of a finite point set $U$ of size $|U|=m_{\emptyset}$ and a family of $n$ subsets (sometimes called ...
- 30.1k
2
votes
0
answers
917
views
Guessing game with guess cost
This is a question about Problem 328 on the website Project Euler. A description of the problem is provided in the previous link. I was wondering if there has been any research done on this question. ...
- 4,952
2
votes
0
answers
215
views
Number of breakpoints in parametric maximum flow problems
The parametric maximum flow problem can be formulated as
$$f(\lambda) = \min_{x\in\{0,1\}^n} \left( \sum_{i}(a_i + b_i\lambda)x_i + \sum_{i,j}c_{ij}x_ix_j \right),
$$
where all $c_{ij}<0$ (so that ...
- 567
2
votes
0
answers
281
views
Recovering a piecewise affine function
Lets say I have an piecewise affine convex function $f(x_1,x_2)$, on which the following operations are possible:
Computing $f(x_1,x_2)$.
Computing a subgradient to $f$ at $(x_1,x_2)$
Computing all ...
- 567
2
votes
0
answers
5k
views
A system of linear equations with linear constraints
Mathematical problem.
Suppose we have $2n$ indeterminates $x_1,\dots,x_n$ and $y_1,\dots,y_n$ (which are denoted by $q$ with indices and called abundances below) and $m$ subsets $P_1,\dots,P_m$ of $\...
1
vote
3
answers
2k
views
How to solve Linear Programming problem with tighter Integer Programming constraints
I want to learn a bit about Linear Programming.
After some research, I decided to solve the Cutting Stock problem as an example to learn. After doing some more research, I feel like I finally ...
1
vote
1
answer
126
views
a linear programming problem
Recently I have a conjecture on decomposing a linear program into smaller ones. I have tested it in Mathmatica by a lot of examples. However, I cannot prove it. I will appreciate if someone can give ...
- 467
1
vote
3
answers
138
views
Literature request: Function that depends on a linear optimization problem [closed]
my question is about functions of the following form:
$$ f(t) = \max_{\mathbf{x}}~ \mathbf{c^T x} ~ {\rm s.t. \mathbf{Ax} +t \cdot \mathbf{a} \leq \mathbf{b}}, $$
where $\mathbf{x},\mathbf{b}, $ ...
1
vote
1
answer
155
views
Derive a vertex representation of a permutohedron from its linear-inequalities form
Let us define the $n$-permutohedron $P_n$ as the set of all $x\in\mathbb{Q}^n$ such that
$$\sum_{i=1}^n x_i = \binom{n{+}1}{2}\ \ \ \land\ \ \ \forall\,\text{nonempty}\ S\subsetneq\mathbb{N}_n\colon\ ...
user94257
1
vote
2
answers
150
views
investigating positivity/negativity of a function [closed]
I'm investigating if and how the positivity or negativity of a multivariable function can be proved. Consider $y_{1},y_{2},y_{3}\in\mathbb{R}$ and the following function
$$f\left(y_{1},y_{2},y_{3}\...
- 23
1
vote
1
answer
4k
views
Maximizing linear objective function with absolute values
This has be asked on other forums, though couldn't
find authoritative answer.
I have a linear program over the reals and don't
want to introduce integer or binary variables.
The objective function ...
- 25.4k