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7 votes
3 answers
6k views

Minimize trace of inverse of convex combination of matrices.

Hello! (First question--please forgive me if its unclear.) I am interested in efficient/approximate optimization techniques for minimizing a norm of a convex combination of symmetric, positive semi-...
1 vote
2 answers
513 views

Optimizing directly on the eigenspectrum of a matrix

I have an application where I want to the eigenvalues of the graph to be involved in the objective and constraints in a flexible way (moreso than just the nuclear or frobenius norm). Whats a good ...
5 votes
2 answers
680 views

Finding the solution to b = Ax that minimizes the Hamming weight (everything over the field F_2).

Is there an efficient algorithm for finding the solution $x$ of $b = Ax$ that minimizes the Hamming weight of $x$, where $A$ is a nxm-matrix over the field $\mathbb{F}_2$ ("integer matrix modulo 2")...
2 votes
1 answer
1k views

Condition number for Ellipsoid method matrix

Hello, When using the ellipsoid method (for solving a linear program for example), the volume of the ellipsoid at each iteration is proven to decrease, and do so by at least a factor of $e^{1/2n}$. ...
1 vote
0 answers
576 views

Minimizing quadratic form over permutations

Let $Q$ be an $n \times n$ real symmetric matrix and $x$ an $n \times 1$ real vector. Consider the following minimization problem: $\min_{\pi \in S_n} ~(\pi x)^{\rm T} Q (\pi x)$, where $S_n$ ...
6 votes
3 answers
3k views

minimize the sum of absolute eigenvalues

Hi, We have a real symmetric matrix M with diagonal elements 0's, the eigenvalues and eigenvectors of M are computed. Now we wish to change its diagonal elements arbitrarily to minimize the sum of ...
3 votes
1 answer
1k views

Maximize the multiplicity of an eigenvalue

Hi, We have a real, non-singular and symmetric matrix M of size n by n, with diagonal elements 0's. Its eigenvalues and eigenvectors are computed. Now we wish to change its diagonal elements ...

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