All Questions
Tagged with nonlinear-optimization calculus-of-variations
22 questions
5
votes
0
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608
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What is the correct $L^\infty$ limit of this strange variational problem, and what does it encode?
1. On the $L^\infty$ calculus of variations:
The field known as the $L^\infty$ calculus of variations is a relatively new field that concerns itself with minimising functionals involving the supremum ...
- 6,205
4
votes
1
answer
249
views
Does this functional admit an absolute minimizer?
This is a close relative of the following problem.
Let $\Omega$ be an open, bounded subdomain of $\mathbb R^n$ with smooth boundary, and $f_i \in W^{1, \infty} (\Omega)$ a sequence of functions ...
- 6,205
1
vote
0
answers
61
views
How can we calculate the Euler-lagrange equations?
In this paper https://arxiv.org/pdf/1907.09605.pdf \
let $\Omega \subset \mathbb{R}^n$ with $n \geq 1$ be a bounded Lipschitz domain with boundary $\partial \Omega$, $f: \Omega \rightarrow \mathbb{R}$ ...
- 11
1
vote
1
answer
99
views
How to interpret the vector fields $F_p(x,u,Du)$ in a Lagrangian optimization problem
Let $\Omega$ be an open bounded subset of $\mathbb{R}^n$ with $C^1$ boundary. Let
$$
\begin{matrix}
F: \mathbb{R}^n \times \mathbb{R}^N \times \mathbb{R}^{nN} \to \mathbb{R},& \\
(x,z,p) \mapsto F(...
- 217
2
votes
1
answer
426
views
How to solve an optimization problem whose optimization variable is a function?
I would like to find an optimal probability density function (PDF) $f$. Given $b$,
$$ \begin{array}{ll} \underset {f} {\text{minimize}} & C \\ \text{subject to} & 1 + \frac{b}{x} \displaystyle\...
- 21
1
vote
0
answers
89
views
Variational problem with constraint
Let $D\subseteq [0,2\pi]\times [0,2\pi]$ and ${D}^\complement$ be the complementary region, i.e.
$D \cup {D}^\complement = [0,2\pi]\times [0,2\pi]$ and
$D\cap {D}^\complement = \emptyset$.
I would ...
4
votes
1
answer
336
views
Which set of functions admits the existence of the minimizer?
Let $a,b \in \mathbb R$ and consider the functional $J$ on $X$:
$$J[u] = \int_0^1 \left( (u'(x))^2 -a)^2 + b \ln (1+ u^2(x))\right) dx$$
Providing reasons specify if the $\inf J$ over $X$ is attained ...
- 159
2
votes
1
answer
148
views
The regularity theorem, a non-regular minimizer problem
During my self study to the calculus of variations I come across this problem. Because of my search, I know what I wanted to do but I need some help to do them.
The function $f:[-1,1] \times \mathbb R ...
- 159
3
votes
1
answer
322
views
Special version of Tonelli’s theorem
I am trying to prove this theorem. I have not found anything similar to it on the internet.
Special version of Tonelli’s theorem
Assume that the functions $f(x,u): [a,b] \times \mathbb{R} \to \mathbb{...
- 159
5
votes
1
answer
534
views
Minimiser of a certain functional
Let $f_i \in L^1 ([0, 1])$ be a sequence of functions equibounded in $L^1$ norm - that is, there exists some $M > 0$ such that $\|f_i\|_{L^1} < M$.
Define the functional $F: L^1([0, 1]) \to \...
- 6,205
2
votes
0
answers
141
views
Optimization of functionals with constraints
I have a minimization problem as follows:
$\min\left( \int_0^1\int_0^1\beta(t)\beta(s)G_1(t, s)dtds\right)^{1/2}+\left( \int_0^1\int_0^1\beta(t)\beta(s)G_2(t, s)dtds\right)^{1/2} $
$\texttt{s.t.}\;\;\;...
1
vote
1
answer
225
views
Calculus of variations for double sum with Lagrange multiplier
This cropped up in a research question I'm tackling.
I wish to solve the following optimization problem:
$$
\text{minimize}\ \sum_{i=1}^\infty f_i \sum_{j=1}^i \sqrt{f_j}
\quad\text{subject to}\ \sum_{...
- 91
2
votes
0
answers
70
views
Monotone rearrangements of function, constrained optimization in $\mathcal{L}^p$
By $\mathcal{S}$ let us denote the set of such step functions $f:[0,1]\to [0,1]$ that additionally satisfy:
$$\forall_{ x>\frac{1}{2}} \ \ \lambda\Big(f=x\Big) \ = \ x\cdot \Big[\lambda\Big(f=x\Big)...
user153000
4
votes
2
answers
209
views
If all points of a real function with positive values would be local minimum, can one say it is constant function?
During my studies I faced a function $f:\mathbb{R} \to \mathbb{R}^+ $ with the property: for all $x \in \mathbb{R} $ and all $y$ in open interval $(x-\frac{1}{f(x)} ,x+\frac{1}{f(x)}) $ we have $f(x) \...
- 179
3
votes
1
answer
228
views
Reference request: Variational techniques for complex "iterated" Lagrangians
I am interested in solving variational problems of the form
$$
\min_u \int \Big\{L(x,y,u(x,y)) + \phi\Big(\int J(z,y,u(z,y))\,dz\Big)\Big\} p(x,y)\,dx\,dy.
$$
for some known, smooth functions $L,J,\...
- 31
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 $$\sum_{i\in I}\sum_{j\...
- 167
3
votes
0
answers
202
views
Maximize an $L^p$-functional subject to a set of constraints
Let
$(E,\mathcal E,\lambda)$ and $(E',\mathcal E',\lambda')$ be measure spaces
$f\in L^2(\lambda)$
$I$ be a finite nonempty set
$\varphi_i:E'\to E$ be bijective $(\mathcal E',\mathcal E)$-measurable ...
- 167
2
votes
0
answers
141
views
Variational inference: Does the natural gradient follow (Fisher-Rao) geodesics locally?
Amari's natural gradient descent is a well-known optimisation algorithm for functionals defined on statistical manifolds. It consists of preconditioning the vanilla gradient descent update rule with ...
- 203
4
votes
0
answers
275
views
Computing Bohr Radii
The Bohr radius $R$ for $\mathcal{H}(\mathbb{D})$ is defined as the radius $$R = \sup\limits_{0<r<1} \Bigl\{ r\ \Big|\sum\limits_{k=0}^{\infty}|a_k|r^k \leq |f|_\mathbb{D}, \text{ for all }f(z)=\...
- 3,209
3
votes
1
answer
1k
views
Minimizing the expectation of a functional of probability distribution subject to an entropy constraint
Consider a PDF $\pi(x)$ for $x\in[0,1]$, and the following functional
$$
F(\pi) = \mathbb{E}_\pi |x-y| $$
It is minimized by any point mass, so to avoid such degeneracy I'd like to lower-bound the ...
- 341
2
votes
0
answers
143
views
variational calculus problem
I have two functions $f_1(x)$ and $f_2(x)$ defined for $0\leq x \leq 1$.
Let $$L^HL = \left[\begin{array}{cc} 1 & \rho \\ \rho & 1\end{array} \right].$$
Define $$R(x) = \log\left(1 + \frac{...
1
vote
1
answer
441
views
Generalized Lax-Milgram for Weak Formulation of 1D Linear Schrodinger
I am interested in the variational formulation of the 1D Schrodinger equation:
$i u_t- \beta u_{xx} = 0 $ and $u(x,0)=u_0(x)$ which upon integration by parts yields:
$i(u_t,v) + \beta (u_x,v_x) = 0$ ...
