All Questions
Tagged with nonlinear-optimization fa.functional-analysis
36 questions
1
vote
1
answer
176
views
Maximization of $\ell^2$-norm
Consider for $r,c>0$ the set
$$X_{r,c}=\{x \in \ell^1(\mathbb{N}) \mid \|x\|_1=r,\, \forall i \in \mathbb{N}: |x_i|<c\}.$$
Then I can show that $\inf_{x \in X_{r,c}} \|x\|_2 = 0.$
But is it ...
- 11
1
vote
1
answer
84
views
optimization over moving domains
Let $A, B$ be Banach spaces, and for any $a\in A$, $B_a\in B$ is a measurable subset. Consider the following optimization problem:
$$L(a)=\inf_{b\in B_a}\ell(b),$$
where $\ell(b)$ is a infinite-times ...
- 87
1
vote
0
answers
89
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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 ...
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
2
votes
1
answer
304
views
On the Lipschitz continuity of $x \mapsto \arg\min_{c \in C}d(x,c)$ w.r.t Hausdorff distance
Let $C$ be a (nonempty) compact subset of euclidean $\mathbb R^n$, and consider the set-valued map $p_C:\mathbb R^n \to 2^C$ defined by
$$
p_C(x) = \{c \in C \mid \|x-c\| = \mbox{dist}(x,C)\},
$$
...
- 6,853
2
votes
0
answers
141
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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
173
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Taut string algorithm and TV-minimization equivalence
Given real numbers $y_i's$, consider the following convex optimization problem:
$$
\min_{x_i's} \sum_{i=1}^N(y_i-x_i)^2 + \lambda\sum_{i=1}^{N-1}|x_{i+1}-x_{i}|.
$$
The paper A Direct Algorithm for 1D ...
- 1,216
2
votes
0
answers
66
views
Minimizing a certain norm of the identity operator on $\mathbb R^2$
$\newcommand\R{\mathbb R}\newcommand\Q{\mathcal Q}$For mutually orthogonal vectors unit vectors $a=[a_1,\dots,a_n]^T$ and $b=[b_1,\dots,b_n]^T$ in $\R^n=\R^{n\times1}$ (so that $n\ge2$) and for all $x=...
- 128k
5
votes
1
answer
332
views
On a certain norm of the identity operator on $\mathbb R^2$
$\newcommand\R{\mathbb R}\newcommand\Q{\mathcal Q}$For mutually orthogonal vectors unit vectors $a=[a_1,\dots,a_n]^T$ and $b=[b_1,\dots,b_n]^T$ in $\R^n=\R^{n\times1}$ (so that $n\ge2$) and for all $x=...
- 128k
2
votes
0
answers
49
views
A question about strong slopes (nonsmooth analysis)
Context. I'm reading the manuscrip "Nonlinear Error Bounds via a Change of Function" by Dominique Azé and Jean-Noël Corvellec (J Optim Theory Appl 2016), and I'm having a hard time ...
- 6,853
1
vote
1
answer
195
views
Metric / strong slope restriction of function on unit ball in $\mathbb R^m$
Diclaimer. I'm not sure this is the right venue for this question, but I'll give it a try
Definition [Strong / metric slope]. Given a complete metric space $(M,d)$ and a function $f:M \to (-\infty,+\...
- 6,853
3
votes
1
answer
228
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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
2
votes
1
answer
188
views
Optimal function existence? what is it?
It's a problem abstracted from a real engineering project.
I want to find the best curve $y=y(x)$, $x \in [0,1]$: $y$ doesn't have to be a continuous function.
The constraint is
$$
L=\int_{0}^{1} \...
- 29
0
votes
0
answers
255
views
Span of a nonlinear function
Fix vectors $x,y\in\mathbb{R}^d$ and a smooth function $\phi:\mathbb{R}\rightarrow \mathbb{R}$. Define $\phi^d: \mathbb{R}^d \rightarrow \mathbb{R}^d$ as applying $\phi$ entrywise (i.e. $\phi^d(x_1, ...
- 159
3
votes
0
answers
255
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How can we solve this kind of saddle point problem?
I'm trying to solve a saddle point problem of the following form: Let
$(E,\mathcal E,\lambda)$ be a measure space;
$p$ be a probability density on $(E,\mathcal E,\lambda)$ and $\mu:=p\lambda$
$W$ be ...
- 167
0
votes
1
answer
65
views
Is there a general guideline for minimizing $\sup_{y\in H}F(\;\cdot\;,y)$?
Let $H$ be a $\mathbb R$-Hilbert space and $F:H^2\to\mathbb R$. Is there a general guideline for minimizing $\sup_{y\in H}F(\;\cdot\;,y)$?
Since the question is rather abstract, feel free to impose ...
- 167
2
votes
0
answers
131
views
Can we conclude $\sup_g\int f_1g\le\sup_g\int f_2g$ from $\int f_1\le\int f_2$ in this situation?
Disclaimer: Please bear with me, the question isn't as complicated as it looks like, but I wasn't able to find any simplification for which no counterexample comes to my find.
Let $(E,\mathcal E,\...
- 167
1
vote
0
answers
79
views
Minimization of a smooth integral functional over a closed convex set
Let $(E,\mathcal E,\mu)$ be a probability space, $I$ be a finite nonempty set, $\gamma:(E\times I)^2\to[0,\infty)$ be measurable, $$F_1(g,w):=\sum_{i\in I}\int\mu({\rm d}x)w_i(x)g(x)\sum_{j\in I}\int\...
- 167
1
vote
0
answers
99
views
Minimize $\langle(1-\kappa)^{-1}f,f\rangle$ for a parameter-dependent integral operator $\kappa$
I've got a contractive self-adjoint linear integral operator $\kappa$ of the form $$(\kappa g)(x):=g(x)+\int\lambda({\rm d}y)k(x,y)(g(y)-g(x))\;\;\;\text{for }g\in L^2(\mu),$$ where $k$ depends on the ...
- 167
0
votes
0
answers
32
views
Spectral measures of a family of parameter-dependent self-adjoint contractions on an $L^2$-space
I have a self-adjoint linear contraction $A_g$ on an $L^2$-space of the form $$A_gf=\int\gamma(f,g),$$ where $\gamma$ is Lipschitz continuous and $g$ is an a priori fixed function. Assuming $1-A_g$ is ...
- 167
1
vote
0
answers
167
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Gradient formula for Clarke's generalized gradient on a general Banach space
In Theorem 10.27 of the book Functional Analysis, Calculus of Variations and Optimal Control, there is the following gradient formula:
($\operatorname{co}$ deotes the convex hull).
Is there an ...
- 167
1
vote
1
answer
148
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How can we calculate the generalized gradient of $L^2\ni x\mapsto a\min(x(s),by(t))$?
Let $(T,\mathcal T,\tau)$ be a measure space, $a,b\ge0$, $s,t\in T$ and $$f(x):=a\min(x(s),bx(t))\;\;\;\text{for }x\in L^2(\tau).$$
How can we calculate the generalized gradient $\partial_Cf(x)$ of ...
- 167
2
votes
2
answers
257
views
Reference request on Min-Max theorem
Consider the following min-max problem
$$\inf_{x\in M} \sup_{y\in N} F(x,y),$$
where $F: M\times N\to\mathbb R$ is Lipschitz and $y\mapsto F(x,y)$ is concave for all $x\in M$. Could we derive $\...
user128095
2
votes
0
answers
445
views
Lax Milgram for non coercive problem?
I obtained the variational form of my problem. and the bilinear form is below.
Bilinear Form Let $\Omega\subset\mathbb{R}$ be an open set. For $u,v\in H^1_0(\Omega)$. I have
$$a(u,v)=\int_\Omega u(t)...
- 55
4
votes
0
answers
275
views
Computing Bohr Radii
The Bohr radius $R$ for $\mathcal{H}(\mathbb{D})$ is defined as the radius $$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
3
answers
550
views
Looking for a very particular kind of non-convex functions
I want some examples (hopefully parametric families!) of non-convex functions which satisfy the following properties simultaneously,
It should be at least twice differentiable.
It should have a ...
- 2,246
2
votes
1
answer
167
views
Are the intersection of proximinal sets in a Hilbert Space proximinal?
Let $X$ be a real Hilbert Space and $C \subseteq X$. Let $d_C$ be the infimal distance function to $C$ and $P_C(x) = C \cap S[x; d_C(x)]$ be the metric projection. We say $C$ is proximinal if $P_C(x) \...
- 191
1
vote
1
answer
170
views
Subset optimization with composite aggregate functions
I have a finite set $P = \{1, 5, 3, 6, 4, ..., p_n\}$ of size $N$ and average $A$.
I want to find the most efficient way to maximize the following function:
$$
f(x, y) = \frac{1}{(1+e^{-6(x-2)})(1+e^...
- 113
3
votes
1
answer
195
views
Partial results on composition of operators such that overall composition is monotone
(Adapted from Rockafellar)
Definition: Let $H$ be a real Hilbert space with inner product $\langle \cdot
,\cdot \rangle$. A function $T: H \to H$ is said to be a monotone
operator if \begin{...
- 155
-1
votes
1
answer
328
views
About the critical points of quasi-convex functions
What do we know about the structure of critical points of quasi-convex functions?
I am looking for statements like "the critical points of a quasi-convex function are always either a global minima ...
- 2,246
1
vote
0
answers
94
views
About a particular definition of a Hessian of a function of tuples of matrices
Say I have a function $L : (W_1,..,W_{H+1}) \rightarrow \mathbb{R}$ i.e it takes a tuple of $n$ matrices of different dimensions and computes a number from them.
Then I see being defined a ...
- 2,246
1
vote
1
answer
441
views
Generalized Lax-Milgram for Weak Formulation of 1D Linear Schrodinger
I am interested in the variational formulation of the 1D Schrodinger equation:
$i u_t- \beta u_{xx} = 0 $ and $u(x,0)=u_0(x)$ which upon integration by parts yields:
$i(u_t,v) + \beta (u_x,v_x) = 0$ ...
0
votes
0
answers
533
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Constructing an $\epsilon$-net for a Lipschitz subspace of $L^2$
Let $X$ be a subset of $L^2([0,1])$ which contains only Lipschitz function.
Also, the member of $X$ are uniformly bounded
$$
|x(t)| < M, \text{ for all $x \in X$ and $t \in [0,1]$}.
$$
Let $F: X \...
user24451
4
votes
1
answer
2k
views
lipschitz constant of a multivariate function
I have a function $f:\mathbb{R}^{50} \rightarrow \mathbb{R}$ and I need to compute the Lipschitz constant of $f$ to solve an optimization problem using a specific algorithm. Does any one have ...
- 41
0
votes
0
answers
189
views
functional maximization
Define a functional space of functions of the form $F(t)=p_1 exp^{-\mu_1(\delta-t)}+p'_1 (1-exp^{-\mu_1(\delta-t)}))$. $p_1,p'_1,\delta,\mu$ are parameters in [0,1] and trivially, variation of these ...
- 221