All Questions
Tagged with nonlinear-optimization measure-theory
13 questions
8
votes
2
answers
2k
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What is Young measure?
I read about Young measures from the book, Weak convergence methods for nonlinear partial differential equations by L.C. Evans. He introduces the concept by the following theorem:
Theorem. Assume ...
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
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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
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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
240
views
Maximize a smooth integral functional by pointwise maximization of the integrand
Let $(E,\mathcal E,\lambda),(E',\mathcal E',\lambda')$ be measure spaces, $I$ be a finite nonempty set, $p,q_i$ be probability densities on $(E,\mathcal E,\lambda)$, $\varphi_i:E'\to E$ be bijective ...
- 167
1
vote
0
answers
106
views
Show a Poincaré inequality for a Markov kernel and minimize the Poincaré constant
Let $\tilde\kappa$ denote the transition kernel of the Markov chain generated by the Metropolis-Hastings algorithm with proposal kernel $\tilde Q$ and target distribution $\tilde\mu$ (see definitions ...
- 167
2
votes
0
answers
111
views
Maximization of an integral functional over a closed convex set
I want to maximize $$F(w):=\sum_{1\le i,\:j\le2}\int\lambda^{\otimes2}({\rm d}(x,y))\left(w_i(x)f_j(x,y)\wedge w_j(y)f_i(y,x)\right)g_{ij}(x,y)$$ over the closed convex set $$S:=\left\{w\in{\mathcal L^...
- 167
1
vote
1
answer
232
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Maximize a Lebesgue integral subject to an equality constraint
I want to maximize $$\Phi_g(w):=\sum_{i\in I}\sum_{j\in I}\int\lambda({\rm d}x)\int\lambda({\rm d}y)\left(w_i(x)p(x)q_j(y)\wedge w_j(y)p(y)q_i(x)\right)\sigma_{ij}(x,y)|g(x)-g(y)|^2$$ over all choices ...
- 167
3
votes
0
answers
106
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Dependency of the Wasserstein distance on the parameter: a differential perspective
Let $\mu(dx)=\sum_{i=1}^np_i\delta_{x_i}(dx)$ and $\nu(dy)=\rho(y)dy$ be two probability measures on $\mathbb R^d$. Consider the $2-$Wasserstein distance below:
$$W_2(\mu,\nu)^2 \quad := \quad \inf_{\...
- 345
2
votes
1
answer
133
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Optimal-score partitions
The question about throwing darts asked on the MathOverflow page Sacred Geometry of Chance was not well received, apparently because of "[t]oo much noise around the actual math", as stated in a well-...
- 128k
3
votes
1
answer
420
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measurable selection and values of optimization problem
In general, my problem can be formulated as follows: Let $X$ be a random variable with value in $\mathbb R^2$, and let $G:\mathbb R^2 \times \mathbb R\rightarrow \mathbb R$ be a function which is ...
- 325
2
votes
0
answers
45
views
Maximizing the sum of a decreasing function over a separated set
Fix $d>0$. Let $f:[0,\infty)\to(0,\infty)$ be a decreasing function of $x$ for $x\geq d$. Let $S_d\subset\mathbb{R}^n$ represent a set of points containing the origin such that the (Euclidean) ...
- 21
5
votes
0
answers
199
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measure of an image under an argmax function
I am trying to find any techniques to analyze the measure of an image of a set under an argmax function.
For example, let $\Omega\subset\mathbb{R}^n$ be compact and $\phi:\Omega\to\mathbb{R}$ be ...
