All Questions
12 questions
0
votes
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55
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Relationship of optimal solutions between the total function and the sub function
This is an unconstrained convex optimization problem. Let $\mathcal{N}=\left\{1,\ldots,n\right\}$, $2\leq n<\infty$. Suppose there are many strongly convex functions $f_i(x)$, where $x\in\mathbb{R}^...
- 1
0
votes
1
answer
93
views
How quickly can this IQP or its MILP relaxation be solved
Let $A\in\{0,1\}^{(n,n)}$ be a $n$ by $n$ boolean matrix (in particular think of an adjacency matrix of a graph), and consider the following optimization problem:
$$\begin{align*}&&\max_{P\in\{...
- 71
1
vote
0
answers
98
views
Solution of a simple optimization problem
Let $\mathbf{U}_1$ and $\mathbf{U}_2$ be two arbitrary unitary matrices and $\mathbf{D}$ be a diagonal matrix. What is the solution of the following optimization problem?
\begin{align}
\min_{\mathbf{...
- 287
0
votes
0
answers
124
views
The best unitary matrices that approximate a matrix product
Let $\mathbf{A}$ be an arbitrary $N\times N$ complex matrix. Moreover, $\mathcal{U}_1$ and $\mathcal{U}_2$ are distinct subsets of all unitary matrices. Suppose the matrices $\mathbf{U}_1$ and $\...
- 287
3
votes
0
answers
122
views
Convex optimization upper bound for a non-linear optimization
Is there any good convex optimization problem based upper-bound for the following non-linear optimization problem?
\begin{align}
\max_{x_1,\ldots,x_N}&\quad \sum_{n=1}^{N} \log(1+\frac{x_n}{1+\...
- 287
2
votes
0
answers
46
views
Notion of distance between linear programs
Consider the linear programming problem
\begin{align}
\max_{x}&~c^Tx \\~s.t.~~a^Tx &\leq B~,~0\leq x_i \le1
\end{align}
where $c$ and $a$ are $n \times 1$ given non-negative vectors. $B$ is a ...
- 1,421
1
vote
0
answers
163
views
Can we reduce the maximization of this integral to the maximization of the integrand?
I would like to know whether we are able to reduce the following optimization problem to the pointwise optimization of the integrand (or how we can solve it otherwise): Maximize $$\sum_{i\in I}\sum_{j\...
- 167
0
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
3
votes
2
answers
331
views
Program to solve Optimization Problem
I have an optimization problem, this problem has linear constraints and nonlinear constraints. I solved the linear part by MATLAB but the nonlinear constraints I could not solve it. I downloaded ...
- 31
1
vote
0
answers
81
views
Maximizing sum of homogeneous functions of order one over a polytope
Let $f_i: \mathbb{R}^n\rightarrow \mathbb{R}$ be
concave, increasing (i.e., if $x\geq y$ where the inequality is entry wise, we have $f_i(x)\geq f_i(y)$), and a
homogeneous function of order one for ...
- 393
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
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 ...
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