Questions tagged [nonlinear-optimization]
Nonlinear objectives, nonlinear constraints, non-convex objective, non-convex feasible region.
613
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Can a real quartic polynomial in two variables have more than 4 isolated local minima?
This question: "Can a real quartic polynomial in two variables have at most 4 isolated local minima?" came up in this post on Math SE but with no answer so far.
Finding examples of 4 ...
26
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5
answers
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Is the matrix $\left({2m\choose 2j-i}\right)_{i,j=1}^{2m-1}$ nonsingular?
Suppose we have a $(2m-1) \times (2m-1)$ matrix defined as follows:
$$\left({2m\choose 2j-i}\right)_{i,j=1}^{2m-1}.$$
For example, if $m=3$, the matrix is
$$\begin{pmatrix}6 & 20 & 6& 0 ...
26
votes
1
answer
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Finding the closest matrix to $\text{SO}_n$ with a given determinant
$\newcommand{\GLp}{\operatorname{GL}_n^+}$
$\newcommand{\SLs}{\operatorname{SL}^s}$
$\newcommand{\dist}{\operatorname{dist}}$
$\newcommand{\Sig}{\Sigma}$
$\newcommand{\id}{\text{Id}}$
$\newcommand{\...
14
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3
answers
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How to prove $e^x\left|\int_x^{x+1}\sin(e^t) \,\mathrm d t\right|\le 1.4$?
Related question asked by me on Math SE a few days ago: How to prove $e^x\left|\int_x^{x+1}\sin(e^t) \,\mathrm d t\right|\le 1.4$?
A few days ago, somebody asked How to prove $ \mathrm{e}^x\left|\...
14
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2
answers
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Conjecture on maximum of symmetric combinatoric function
A curious symmetric function crossed my way in some quantum mechanics calculations, and I'm interested its maximum value (for which I do have a conjecture).
(The question was first asked at math.SE, ...
13
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1
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An intuition for three different types of subgradients (proximal, regular, limiting)
I'm having a bit of difficulty getting my head around the different types of subgradients we're currently covering in a nonsmooth optimisation class I'm taking.
These subgradients are (assume $x \in$ ...
11
votes
2
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Quadratic Farkas' Lemma?
The Farkas Lemma says that if a system of linear inequalities implies
yet another linear inequality, then this last inequality can be obtained by
taking a positive linear combination of the ...
11
votes
2
answers
339
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A (reverse)-Minkowski type inequality for symmetric sums
Let $(u_1, u_2, u_3, u_4)$ and $(v_1, v_2, v_3, v_4)$ be vectors in $\mathbb R_+^4$. Is the following inequality true?
\begin{align*}
\left(\sum_{{[4] \choose 3}} \sqrt{u_i u_j u_k}\right)^{2/3} + \...
11
votes
1
answer
550
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Is there a "formula" for the point in $\text{SO}(n)$ which is closest to a given matrix?
$\newcommand{\Sig}{\Sigma}$
$\newcommand{\dist}{\operatorname{dist}}$
$\newcommand{\distSO}[1]{\dist(#1,\SO)}$
$\newcommand{\distO}[1]{\text{dist}(#1,\On)}$
$\newcommand{\tildistSO}[1]{\operatorname{...
11
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0
answers
290
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$L_2$ minimizing makespan vs. $L_\infty$ minimizing makespan
There are $n$ positive real numbers. We partition these numbers into $m$ parts, the size of each part is the sum the numbers in this part. Maximum size of the parts is called a makespan of a partition....
10
votes
2
answers
610
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Maximize $f(0)+\cdots+f(n-1)$ subject to $f(x)f(y) + f(x+y) \leq 1$
Suppose $f:\mathbf{N} \to [0,1]$ satisfies $$f(x)f(y) + f(x+y)\leq 1\qquad(1)$$ for all $x,y$. Let $$d_n = \frac{1}{n} \sum_{x=0}^{n-1} f(x).$$ It is easy to prove that $$\limsup d_n \leq 1/\varphi,$$ ...
9
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5
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Software for rigorous optimization of real polynomials
I am looking for software that can find a global minimum of a polynomial function over a polyhedral domain (given by, say, some linear inequalities) in $\mathbb R^n$. The number of variables, $n$, is ...
8
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5
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Prove that this expression is greater than 1/2
Let $0<x < y < 1$ be given. Prove
$$4x^{2}+4y^{2}-4xy-4y+1 + \frac{4}{\pi^2}\Big[
\sin^{2}(\pi x)+ \sin^{2}(\pi y) + \sin^{2}[\pi(y-x)] \Big] \geq \frac{1}{2}$$
I have been working on this ...
8
votes
5
answers
471
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Nearest matrix orthogonally similar to a given matrix
Given $A,B\in\Bbb R^{n\times n}$ is there technique find $$\min_{ T\in O(n,\Bbb R)}\|A-TBT^{-1}\|_F\mbox{ or }\min_{ T\in O(n,\Bbb R)}\|A-TBT^{-1}\|_2$$ within additive approximation error in $\...
8
votes
1
answer
640
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How many saddle points can a quartic polynomial in two real variables have? All 9?
By Bézout's theorem a quartic polynomial $p(x,y)$ can have at most 9 isolated critical points. Can all of them be saddle points?
In case of a cubic polynomial there is a mechanical way to answer this ...
8
votes
1
answer
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Finding a point maximizing the minimal distance to a set of points
Given a set of of $N$ points $\{\mathbf x_i \in \mathcal{S}^d\}_{i = 1, \ldots, N}$, where $\mathcal{S}$ is a set of possible values, how can I find the point $\mathbf x^*$ that maximizes the minimum ...
8
votes
2
answers
324
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Projecting onto space of matrices with spectral radius less than one
Consider the space
$$ S = \left\{ A \in \mathbb{R}^{n \times n} : \mathrm{SpectralRadius}(|A|) \leq 1 \right\}$$
where $|A|$ is the entry-wise absolute value. Given a matrix $M \in \mathbb{R}^{n\times ...
8
votes
1
answer
491
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Higher dimensional scutoids?
The recent discovery of scutoids in biological structures is fascinating. Two scutoids are depicted below (from Scientists Have Discovered an Entirely New Shape, And It Was Hiding in Your Cells), each ...
8
votes
0
answers
277
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The busy Star Guardian
On an infinite plane, the Prime Star has disintegrated into four constituent stars, the North Star, the South Star, the East Star and the West Star, each traveling at a constant speed of $1$ in their ...
8
votes
0
answers
192
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Concavity of product and ratio of sums
Apologies if this question is not appropriate for MathOverflow. I have asked at Math.StackExchange without success.
Consider the function $f:\mathbb{R}^n\rightarrow \mathbb{R}$ defined as
$$
f(x)=\...
8
votes
0
answers
196
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Solving matrix equation $X^{-1}=\sum_{i=1}^n D_i X A_i$
Does anybody know an algorithm to solve the following matrix equation?
$$X^{-1}=\sum_{i=1}^n D_i X A_i$$
where $D_i$s are diagonal and $A_i$s are symmetric matrices.
It would be great to have an ...
7
votes
1
answer
989
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Can a cubic polynomial in two real variables have three saddle points?
Is there a cubic polynomial $c(x,y)$ with exactly 3 saddle point critical points?
In other words, can a cubic polynomial in two variables have three critical points, all of which are saddle points? ...
7
votes
1
answer
362
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An elementary inequality for three complex numbers
The following problem arose in asymptotic analysis of difference equations.
Numerical maximization suggests that for all nonzero complex numbers $a,b,c$ we have
$$h\big(r(a,b,c),r(b,c,a),r(c,a,b)\big)...
7
votes
2
answers
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What is Young measure?
I read about Young measures from the book, Weak convergence methods for nonlinear partial differential equations by L.C. Evans. He introduces the concept by the following theorem:
Theorem. Assume ...
7
votes
2
answers
1k
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Maximum average Euclidean distance between $n$ points in $[-1,1]^n$
For my research I have designed a metric that is based on the average Euclidean distance between $n$ points in the $n$-dimensional hypercube $[-1,1]^n$. However, I have a hard time finding the maximal ...
7
votes
1
answer
303
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Surprisingly simple minimum of a rational function on $\mathbb R_+^n$
Motivation:
The following problem has occurred in a study of energy dissipation in a chain of coupled, damped oscillators.
The problem:
Let me define specific rational functions $f$, $g$, and $...
7
votes
1
answer
397
views
Generalization of the equilateral triangle?
I consider points in the two-dimensional plane.
An equilateral triangle is a set of three points in the plane which are equidistant.
Suppose now I have $n$ points $x_1,...,x_n$. What is the ...
7
votes
2
answers
509
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Proving an infinite norm minimization problem has finite support (non-convex p-norms)
Consider an optimization problem over infinite variables:
$$
\begin{align}
\min_{x}~& {\left\lVert{x}\right\rVert }_p
\\
\text{s.t}~& \left\langle x, a_n\right\rangle \ge 1~,~\forall n=1,\...
7
votes
1
answer
350
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Is the solution of this optimization problem always positive semidefinite?
We are given a set of unit vectors $U \subset \mathbb{C}^n$ which spans the space $\mathbb{C}^n$. Given another unit vector $x$, consider then the following optimization problem:
$$ \sup_H \left\{ x^*...
7
votes
1
answer
470
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Generalized Rayleigh-quotient gradient flow on Grassmannian
The following theorem appears without proof in :
Helmke, Uwe, and John B. Moore. Optimization and dynamical systems. Springer Science & Business Media, 2012.
Let $A$ be a symmetric $n\times n$ ...
7
votes
2
answers
565
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Determining if a quadratic form is non-negative if variables are non-negative
Let $f(x_1,\dots,x_n) = \sum_{1 \le i \le j \le n} c_{i,j}x_ix_j$ be a homogeneous quadratic form. Is there a quick-ish way to determine whether $f(x_1,\dots,x_n) \ge 0$ for all $x_1,\dots,x_n \ge 0$?
...
7
votes
2
answers
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Quadratically constrained linear program (QCLP) over $x$ with the linear constraint $x = Az$
I have a problem that looks very much like a norm-constrained linear program, but with an extra constraint that is unusual for me. The problem is the following. Given a matrix $A$ and a vector $w$,
$$...
7
votes
3
answers
678
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How to solve such an optimization problem
I encounter the following optimization problem, but I can't solve it.
Given $N$ variables satisfying $0 \leq x_1 \leq x_2 \leq x_3 \leq ... \leq x_N \leq 1$ and an integer $K$ no large than $N$, find ...
7
votes
0
answers
454
views
Analytic expression for the Tsirelson bound of the I3322 inequality?
Finding Tsirelson bounds for Bell inequalities is a well-loved problem in quantum information theory. A famous case where it is still open is for the I3322 inequality. In this paper Pál and Vértesi ...
7
votes
0
answers
215
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Characterizing matrices with rank constraint
Given matrix $M\in\Bbb\{0,1\}^{n\times n}$, is there a nice method to characterize $$\mathscr{D}[M]=\{Q\in\Bbb\{0,1\}^{n\times n}:\mathsf{rank}(M-Q)= \mathsf{rank}(Q),\quad M-Q\in\Bbb\{0,1\}^{n\times ...
6
votes
2
answers
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Find minimum-area ellipse which encloses two ellipses
I need an efficient algorithm to find the ellipse with the smallest possible area which encloses two given ellipses. The given ellipses are constrained to have coincident centers at the origin but can ...
6
votes
2
answers
701
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Can we decompose a polynomial into difference of convex polynomials?
Given a multivariate polynomial $p(x_1, ..., x_n)$ on $\mathbb{R}^n$, can we always decompose it into the difference of two convex polynomials? i.e., is there a pair of convex polynomials $f$ and $g$, ...
6
votes
1
answer
660
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How to solve optimization problems on manifolds?
I encountered some optimization problem on the special Euclidean group SE(3) at work and wonder how to solve it. The current approach of my colleagues was to use a local parametrization of the ...
6
votes
2
answers
8k
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How to fit the parameters of differential equations with known data?
I have the following data from chemical kinetics research to fit the parameters of ordinary differential equations:
$$
\left[
\begin{array}{ccccccc}
\text{No.}& t & y_1(t)&y_2(t) & ...
6
votes
1
answer
1k
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Solve equation with matrix variable
I want to solve a matrix $\Omega$ from a equation $\sum_k (\Omega + \Theta_k)^{-1} = Q$. The $Q$ and $\Theta, \forall k=1,\ldots,K$ are known, and are positive definite matrices. $\Omega$ also has to ...
6
votes
1
answer
532
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Bound on the sum of arguments
Problem: Show that for all real $s,t,u$ and all complex $z$ with $|z|<1$ one has
$$(*)\qquad \arg\frac{1-zf(s-u)}{1-zf(s+u)}
+\arg\frac{1-zf(t+u)}{1-zf(t-u)}<\pi,
$$
where $f$ is the ...
6
votes
1
answer
155
views
Adding constraints as penalty with $\| \cdot \|_0$ norm
In the paper Image Denoising Via Sparse and Redundant Representations Over Learned Dictionaries (page 2), the authors rewrite the minimization problem
\begin{align}
\min_{\alpha \in \mathbb R^k} \| \...
6
votes
1
answer
574
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Combinatorial equation system with exponentially many equations in quadratic many variables
A certain question on graph theory (about the existance of graphs with a certain coloring inherited by perfect matchings) can be translated into the satisfiability problem of a certain set of ...
6
votes
1
answer
5k
views
max-min optimization problem
I'm curious if there is any nice way to approach solving the following kind of optimization problem. Given a $n \times m$ matrix $A = (a_{ij})$, I want to solve
\begin{align*}
& \max_{c}\min_{1 \...
6
votes
0
answers
251
views
Concavity of a function implicitly defined by a polynomial
Consider the following system of $n$ equations:
\begin{equation}f_j^2 = x_j^2\sum_{i=1}^n A_{ij} f_i
\tag{$\star$}
\end{equation}
where $A_{ij}\geq 0$ are known constants and where $x_j>0$ for ...
6
votes
0
answers
77
views
Bounding volume of cell in complement of zero set
I am given an integer polynomial $f \in \mathbb{Z}[X_1, \ldots, X_n]$ of bounded degree and bounded coefficient size. The polynomial's zero set partitions $\mathbb{R}^n$ into cells. What I am looking ...
5
votes
5
answers
615
views
Elementary inhomogeneous inequality for three non-negative reals
I need the following estimate for something I am working on, but I don't immediately see how to establish it.
For $x, y, z \in \mathbb{R}_{\ge 0}$, show that
$$2xyz + x^2 + y^2 + z^2 + 1 \ge 2(xy + yz ...
5
votes
2
answers
490
views
Minimizing $x_1^2+x_2^2+x_3^2+x_1x_2+x_2x_3+x_3x_1$
Look at the expression
$$
f(x_1,x_2,x_3) = x_1^2+x_2^2+x_3^2+x_1x_2+x_2x_3+x_3x_1.
$$
The numbers $x_1,x_2,x_3$ are non-negative, and I assume that $x_1+x_2+x_3=3$. This is a sum of squares and "...
5
votes
4
answers
2k
views
Levenberg's original article "A method for the solution of certain problems in least squares"
Does there exist any digital copy of the original article (or a transcript) K. Levenberg, A method for the solution of certain problems in least-squares, Quart. Appl. Math. 2 (1944): 164-168?
It is (...
5
votes
4
answers
2k
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Differentiability of eigenvalue and eigenvector on the non-simple case
Let $h:\mathbb{R}^n\to\mathbb{R}^m, n>1$ be a twice continuously differentiable function and $J_h:\mathbb{R}^n\to\mathbb{R}^{m\times n}$ be its jacobian matrix. Let us consider the functions $A(x):=...