Questions tagged [nonlinear-optimization]

Nonlinear objectives, nonlinear constraints, non-convex objective, non-convex feasible region.

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108 views

Does this non-negative function, with No stationary points, have only descend directions close to a constraint set?

Suppose $P: \mathbb{R}^n \rightarrow \mathbb{R}_{\ge 0} $ is differentiable map, with $P(x) = 0 \ \forall x \in \mathcal{X}$ and $P(x) > 0 \ \forall x \in \mathcal{X}^c$. Further, suppose $P$ has ...
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1answer
36 views

Does coercivity/supercoercivity conjugates?

According to Wikipedia, a function $f: \mathbb{R}^n \to \mathbb{R} \cup \{-\infty, +\infty\}$ is called coercive if, $$f(x) \to +\infty \text{ as } \|x\| \to +\infty$$ and it is super-coercive if $$\...
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2answers
236 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 ...
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0answers
41 views

Three-constraint homogeneous QCQP

Consider the homogeneous quadratically constrained quadratic program, $$\min_{u^T u =1} u^T A_1 u$$ $$\textrm{subject to}\quad u^T A_2 u = 0,\quad u^T A_3 u = 0$$ This problem is particularly studied ...
2
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1answer
226 views

Hardness of concave minimization problem

I have an optimization problem $\underset{x}{\min} ~ c(x) - k \cdot x$ where $c(x)$ is a non-decreasing concave function with $c(0) = 0$, $x \in C \subseteq \mathbb{R}^d_{\geq 0}$. By non-decreasing, ...
3
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1answer
67 views

Numerical scheme for convex optimization

Given $(e_n)_{-N\le n\le N}\in\mathbb R^{2N+1}$ and $-1<x<1$, solve \begin{eqnarray} &&\max_{(q_n)_{-N\le n\le N}\in\mathbb R^{2N+1}_+}~ \sum_{n=-N}^N (e_n-\log(q_n))q_n \\ \mbox{s.t.} &...
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0answers
40 views

Why not use global optimization algorithms like PSO to solve decentralized control problems?

I do not see many works that use global optimization algorithms to solve decentralized control problems. Here the decentralized control problem means some entries of the feedback matrix are ...
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256 views

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 ...
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20 views

How to find least-square point to plane alignment in SE(3)?

Given $\mathbf{l}_i\in\mathbb{R}^3$, $c_i\in\mathbb{R}$, and $\mathbf{x}_{ij}\in\mathbb{R}^3$, $i=1\cdots M$, $j=1\cdots N$, \begin{equation*} \begin{aligned} & \underset{R\in SO(3), \mathbf{t}\in\...
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57 views

Analytical solution of 2nd order nonlinear ODE ($y''+(a+by^2)y'+cy = 0$)

I encountered the following ode in the attempt to solve the problem of nonlinear van der pol equation. I have tried for a long time to give it a solution but failed. $y''+(a+by^2)y'+cy = 0$ where $a$, ...
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1answer
140 views

How do I get an analytical solution to this nonlinear equation?

I posted this question over on Math Stack Exchange (link), but have not received a response. I'm wondering if it's too complicated for that audience, so I'm posting it here in the hopes that someone ...
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1answer
503 views

Difference between Chebyshev first and second degree iterative methods

Consider linear equation $Au = f$. We want to solve it with iterative method (assuming $A$ is good). First order iterative method is: $$ u^{k+1} = u^k - \alpha_{k+1}(Au^k - f), $$ The second degree ...
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1answer
215 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 \...
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1answer
104 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,+\...
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1answer
101 views

Was a quotient of two norms considered as a constraint to a convex optimization problem before?

I want to solve the optimization problem $$ \text{minimize }g(x) \quad \text{subject to} \quad \Vert x\Vert_{\infty}/\Vert x\Vert_{2} \le s $$ for $x\in\mathbb{R}^d$ and $s\in(0,\infty)$. The function ...
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27 views

Breaking up an infinite-dimensional optimization problem into a sequence of finite-dimensional problems

My question is a bit vague. I have an infinite-dimensional convex optimization problem and I can solve constrained versions of the problem by restricting the domain of the objective function to a ...
1
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1answer
162 views

Is it possible to find an upper bound and a lower bound for $(f(\xi)-f(\tilde{\xi}))^T(\frac{\partial f}{\partial \xi}(\bar{\xi}))(\xi-\tilde{\xi})$?

For a system engineering problem I have to solve the problem below, but since I am not a mathematician, I am not sure if I have enough knowledge to solve it. Problem definition: Let $f(\xi) \in \...
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52 views

Chain rule for Clarke's subdifferential

My question is on the validity of the chain rule for Clarke's subdifferential for functions into spaces of dimension larger than $1$. In Clarke's original work (Optimization and nonsmooth analysis) as ...
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99 views

Existence and uniqueness of solution of a nonlinear system

I need a proof of the following result to calculate a Nash equilibrium in the Showcase Showdown game. For all $n>1$, the system of equations $$\left\{ \begin{aligned} (1+e^{x}(-1+x))^{n-2}&=\...
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2answers
336 views

Limits of argmin ratios and sums

In my research on convergence properties of certain Bayesian methods I have encountered $\mathop{\mathrm{arg\,min}}$ limits of the forms \begin{equation} \lim_{n\to\infty} \mathop{\mathrm{arg\,min}}_{\...
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43 views

Nested, successive minimization solved by asympotic minimization?

I am curious about the general relation between nested, successive minimization (M1) and asymptotic minimization (M2) as defined in the following. What one wants is to implicitly minimize a sequence ...
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103 views

An inequality for three iid random variables with a log-concave density

It was previously shown that $$H\ge cG,\tag{1}$$ where $c:=1/14334$, $$G:=E|X-Y|,\quad H:=E|X-Y|-\tfrac12\,E|X+Y-2Z|,$$ and $X,Y,Z$ are independent random variables with the same log-concave density. ...
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31 views

Lipschitz solutions to linear complementarity problems (LCP)

Let $M\in\mathbb{R}^{n\times n}$. For $q\in\mathbb{R}^n$, define the set: $$S_M(q)=\{y\in\mathbb{R}^n|y\ge 0,q+My\ge 0, y^\top (q+My)=0\}.$$ This is the set of solutions to the LCP $(q,M)$. We say $...
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2answers
181 views

Of all probability matrix $P$ having stationary distribution $\pi$, find the one having smallest diagonal

I am requesting your help today trying to solve a somewhat odd problem. Is there a way to find through some numerical algorithm such as Newton's method the stochastic matrix $\boldsymbol{P}$ having ...
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1answer
230 views

A "nice" (but non-definite) quadratic programme

For integers $n\geq k>0$, let $f$ be the following quadratic form: $$f(x_1,\ldots,x_n)=\sum_{i=1}^n\sum_{j=0}^{k-1}x_ix_{i+j\bmod n}.$$ Is it true that the minimum of $f$ over the unit simplex is ...
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44 views

Iterative minimization of a functional $f=f((x(\xi^1,\xi^2, ...), \frac{\partial x}{\partial \xi^1 }, \frac{\partial x}{\partial \xi^2 }, ...)$

Consider the minimization of a nonlinear functional $f$ of a field $x$ and its partial derivatives, $$ f=f\left(x(\xi^1,\xi^2,\dots,\xi^n), \frac{\partial x}{\partial \xi^1 }, \frac{\partial x}{\...
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1answer
135 views

Reference request on computational schemes for $\inf_{x\in\Omega^n}\sup_{y\in\mathbb R^n}F(x,y)$

Let $\Omega\subset \mathbb R^d$ be compact, $\rho$ be a density function on $\Omega$ and $p_1,\ldots, p_n\in (0,1)$ be weights satisfying $\int_{\Omega}\rho(z)dz=1=\sum_{k=1}^n p_k$. We consider the ...
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0answers
52 views

Continuum of Lagrange multipliers, duality gap, and minimax theorem

Suppose I have a linear optimization problem involving random variables on some (infinite) probability space $\Omega$. For example, need to maximize expectation $E[Q]$ of random variable $Q$ subject ...
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0answers
165 views

How to sweep the leaves efficiently?

A cleaner, denoted by $P$, aims to sweep $n\ge 1$ leaves that appear one by one in a courtyard modeled by a compact set $D\subset \mathbb R^2$. Denote by $x_0$ the initial position of $P$ and by $v>...
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2answers
657 views

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 ...
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0answers
43 views

Minimize smooth function $(x,y) \to f(x,y)$ subject to $x \perp y$

Let $V$ be a finite-dimensional real vector space (e.g space of $m \times n$ real matrices equiped with Hilbert-Schmidt inner product $(A,B) \to \mathrm{tr}(AB^\top)$, and let $f:V^2 \to \mathbb R$, $(...
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2answers
407 views

Maximizing a function that is sum of gaussians

Let $\mathbf{x}_1,\dots,\mathbf{x}_n$ be given $n$ vectors in $\mathbb{R}^d$. Define the function \begin{align} \mathcal{K}(\mathbf{x},\mathbf{y})= \alpha\exp(-\frac{||\mathbf{x}-\mathbf{y}||^2}{2\...
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0answers
107 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.}\;\;\;...
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2answers
81 views

Variant of Parthasarathy's minimax theorem

Does there exist a variant of Parthasarathy's minimax theorem [1] that relaxes the assumption that the spaces $X$ and $Y$ are $[0,1]$? [1] https://en.wikipedia.org/wiki/Parthasarathy%27s_theorem
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1answer
209 views

optimization to find the maximum of sum of sigmoids with some constraints

I am having a problem of maximizing a sum of sigmoid functions over different time instants with some constraints. Considering the standard sigmoid function $f(x)=\frac{1}{1+e^{-\alpha x}}$ and it's ...
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1answer
209 views

Maximizing the distance sum of some points inside a circle

Consider $n$ points $\{p_i\}_{i=1}^n$ located inside or on a circle with radius $r$ in the plane. The question is: how to place the $n$ points so that the sum of inter-point distances, $$J=\sum_{i=1}^...
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1answer
254 views

Eigenvectors of a tensor in $\mathbb{C}^2 \otimes \mathbb{C}^2 \otimes \mathbb{C}^2$

I want to find the critical point of tensor $f=a_0b_0c_0 + a_1b_1c_1$ in $\mathbb{C}^2 \otimes \mathbb{C}^2 \otimes \mathbb{C}^2$, and I followed this construction: First, I take the following partial ...
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1answer
69 views

Do Pareto critical points of a multicriteria optimization problem form an attractor of the dynamical system induced by a descent algorithm?

Let $d\in\mathbb N$, $k\in\mathbb N$ and $f:\mathbb R^d\to\mathbb R^k$ be differentiable. Say that $v\in\mathbb R^d$ is a descent direction at $x\in\mathbb R^d$ if ${\rm D}f(x)v<0$ (component-wise) ...
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23 views

Are such assumptions of functions similar to strong convexity reasonable in convex optimization?

For $\mu$-strongly convex function $f:\mathbb{R}^d\to\mathbb{R}$, the following property holds: for any given $x,y\in\mathbb{R}^d$, we have $$ (\nabla f(x) - \nabla f(y))^\top(x-y) \ge \mu \|x-y\|^2.$$...
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0answers
117 views

Condition under which the Clarke's subdifferential is locally Lipschitzian

Given a locally Lipschitz continuous function $f: \mathbb{R}^{n} \rightarrow \mathbb{R}$ and closed set $$\Omega =\left\lbrace x \in\mathbb{R}^n \ |\ f(x) \leq 0 \right\rbrace$$ such that f is semi-...
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1answer
107 views

Fritz-John conditions: Equality-constrained case as special case of inequality constraints

In Chapter 4 of Nonlinear Programming: Theory and Algorithms by Bazarra, Sherali, and Shetty, the following claim is made after Theorem 4.3.2 (Fritz-John necessary conditions): "Note also that these ...
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1answer
108 views

What is the computational complexity of the calculation of $ \Psi(x) $?

What is the computational complexity of the calculation of $ \Psi(x) $ described below: Let $\left\{ f_i : \{0,1,\dots,m\} \to \mathbb{R} \right\}_{i=1}^n$. For each $x \in \{0,1,\dots,m\}$ we ...
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1answer
96 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_{...
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1answer
119 views

What to call a function that is negative on a set

Let $Y$ be a nonempty region in $\mathbb{R}^n$. I am designing an algorithm which given a point $x_0$ outside $Y$ in a finite number of steps lead to a point $x_n∈ Y$. The way I do it is that I have a ...
1
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1answer
166 views

How to solve a system of nonlinear equation, with y known and x or its coefficients unknown? [closed]

While solving a complex problem I have ended up with this simplified problem: There are eight straight lines in the plane. They are notated as follows: \begin{gather} \tag{1} \label{1} y=k_1 x+b_1\\ y=...
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2answers
1k views

Minimizing product subject to linear constraints

I am looking for a solver that allows me to solve an optimization problem of the form $$\begin{array}{ll} \text{minimize} & x_1 x_2 \cdots x_n\\ \text{subject to} & \color{gray}{\text{(some ...
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0answers
25 views

Norm of vector components optimization of linear matrix combination

Given complex matrices $A_1, A_2, \dots, A_k\in\mathbb{C}^{m \times n}$, $B \in\mathbb{R}^{m \times n}$, the objective is to find a vector $x \in \mathbb{C}^k$ such that: $\max {||x_i||}$ , $i\in 1,2.....
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0answers
65 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)...
4
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0answers
74 views

Minimizing the largest eigenvalue of matrix product

Let $A\in\mathbb{C}^{m\times n}$, $B\in\mathbb{C}^{n\times k}$, $C\in\mathbb{C}^{k\times m}$ be given complex matrices. The objective of the optimization problem is \begin{equation} \mathop {\arg \min ...
3
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2answers
231 views

On some inequality (upper bound) on a function of two variables

There is a problem (of physical origin) which needs an analytical solution or a hint. Let us consider the following real-valued function of two variables $y (t,a) = 4 \left(1 + \frac{t}{x(t,a)}\right)...

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