# Questions tagged [nonlinear-optimization]

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

232
questions with no upvoted or accepted answers

**10**

votes

**0**answers

274 views

### $L_2$ 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....

**8**

votes

**0**answers

184 views

### 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

**0**answers

258 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 ...

**7**

votes

**0**answers

167 views

### 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)=\...

**7**

votes

**0**answers

392 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

210 views

### 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

**0**answers

239 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

72 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

**0**answers

144 views

### 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 ...

**5**

votes

**0**answers

384 views

### Find subset of collection of sets whose intersection has minimum average value

Let $a_1,\ldots,a_n>0$, and let $S_1,\ldots,S_d\subset\{1,\ldots,n\}$ (all non-empty).
For any $I\subseteq\{1,\ldots,d\}$, define $S(I)=\bigcap_{i\in I} S_i$.
Given some $1\leq s < d$, consider ...

**4**

votes

**0**answers

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.
...

**4**

votes

**0**answers

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 ...

**4**

votes

**0**answers

221 views

### A conjecture about the barycenter of a polytope

Could someone help me with the following conjecture? Thanks a lot!
Suppose I have a polytope $\Delta$ in $\mathbb R^n (n\geq 2)$ with coordinates $(x_1,x_2,\cdots,x_n)$ defined by linear ...

**4**

votes

**0**answers

265 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)=\...

**4**

votes

**0**answers

212 views

### Minimization over a convex function of equal vs unequal success probabilities of Bernoulli random variables

Let $U_1,U_2,\ldots,U_n$ be $n\geq 2$ mutually independent Bernoulli random variables. There are two cases of interest:
$1.$ The random variables $U_1,U_2,\ldots,U_n$ are identically distributed;
$...

**4**

votes

**0**answers

205 views

### Optimisation over $SO(3)$: is it safe to use a global parametrisation?

I am a functional analyst by training, but I am doing some numerical experiments which require me to minimise continuous functions $f:SO(3)\longrightarrow [0,+\infty)$ using a computer (I know that ...

**4**

votes

**0**answers

215 views

### Stochastic subgradient descent almost sure convergence

I was reading up on stochastic subgradient descent, and most sources i could find via google search give quick proofs on convergence in expectation and probability, and say that proofs of almost sure ...

**4**

votes

**1**answer

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 ...

**4**

votes

**0**answers

614 views

### What does the Von Neumann's stability analysis tell us about non-linear finite difference equations?

I've asked this question on computation science stackexchange, but it did not receive any answers so I have decided to ask it here as well.
I am reading a paper [1] where they solve the following non-...

**4**

votes

**0**answers

245 views

### Comparison of Constrained Optimization Methods

I am trying to solve a constrained optimization problem using filter methods and came across two papers on the topic that I am having some problems with. The original filter method paper is the ...

**4**

votes

**0**answers

367 views

### maximize non-convex composite function

I want to maximize a composite function over a convex set
\begin{equation}
\begin{aligned}
& \underset{\mathbf{p}}{\text{maximize}}
& & f(\mathbf{p})-g(\mathbf{p})\\
& \text{subject to}...

**4**

votes

**0**answers

220 views

### Determining Nullspace Basis such that only one column is deleted or added as row is added or deleted, and remaining columns of basis stay the same

I would like to compute, in MATLAB, the basis Z for the nullspace of an m by n matrix A, such that if one row of A is added (resulting in A_a), the basis for A_a is n-m-1 of the n-m columns of Z, i.e.,...

**4**

votes

**0**answers

188 views

### Optimization problem involving Multivariate Normal

I use $\phi(t)$ to describe the standard normal distribution density and $\Phi(t)$ as the normal distribution CDF and would like to prove that for all
$n\geq3$, the function:
$$h(\mu_{1},\ldots,\...

**3**

votes

**1**answer

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.} &...

**3**

votes

**0**answers

90 views

### Convex optimization upper bound for a non-linear optimization

Is there any good convex optimization problem based upper-bound for the following non-linear optimization problem?
\begin{align}
\max_{x_1,\ldots,x_N}&\quad \sum_{n=1}^{N} \log(1+\frac{x_n}{1+\...

**3**

votes

**0**answers

46 views

### Convergence of iteration of a convex program

Let $\mathbf{V} \in \mathbb{R}_{+}^{n \times m}, \ \ \mathbf{E} \in \mathbb{R}_{+}^{n \times m}$, with $\mathbf{V} \mathbf{1}_{m} = \mathbf{1}_{n}$ and $\mathbf{E}^{T} \mathbf{1}_{n} = \mathbf{1}_{m}$...

**3**

votes

**0**answers

239 views

### 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 ...

**3**

votes

**0**answers

197 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 ...

**3**

votes

**2**answers

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 ...

**3**

votes

**0**answers

98 views

### 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_{\...

**3**

votes

**0**answers

116 views

### Finding a mixture of 1st and 0'th order Markov models that is closest to an empirical distribution

I am interested in finding the distribution "$p^*$" closest to an empirical distribution $\hat{p}$ where $p^*$ is a mixture of first and zeroth order Markov models. That is, I want to find $$
p^* = \...

**3**

votes

**0**answers

502 views

### Can a quadratic matrix inequality constraint be convex?

I have an optimization problem with a semi-definiteness constraint:
$$
N \preceq 0
$$
where the entries $N^{AB}$ of the matrix $N$ are defined through
$$
N^{AB} = \sum_{i,j} x^i M_{ij}^{AB} x^j
$$
The ...

**3**

votes

**0**answers

89 views

### Are there scenarios under which feasibility bilinear programming is easy?

Given $c\in\Bbb R^{n_1},d\in\Bbb R^{n_2}$, $E\in\Bbb R^{n_1\times n_2}$, $A\in\Bbb R^{m_1\times n_1}$, $B\in\Bbb R^{m_2\times n_2}$ $a\in\Bbb R^{m_1}$, $b\in\Bbb R^{m_2}$ and $t\in\Bbb R$ we know ...

**3**

votes

**0**answers

202 views

### Constrained optimization with a Proportional-Integral-Derivative (PID) controller

My engineering colleagues have devised an interesting approach to equality-constrained optimization. I.e. they wish to solve the problem $\min_x f(x)$ subject to the constraint $g(x) = 0$ where $f, g ...

**3**

votes

**0**answers

91 views

### The complexity of an optimization problem involving sum of binomial coefficients

I'm just new to this community. So please forgive me if the question is not properly asked.
I would like to get the natural number e such that the following function can be minimized:
$f(e)=\frac{b}{...

**3**

votes

**0**answers

198 views

### Can the following system of equations be solved analytically/in a closed form?

From a constrained non-linear maximization problem I obtained the following system of equations:
$a_1=\frac{1+a_3-\sqrt{a_2a_3}\sqrt{v_1}}{1+\sqrt{\frac{a_3}{a_2}}\sqrt{v_1}}$
$a_2=\frac{2-a_3-\sqrt{...

**3**

votes

**0**answers

803 views

### Minimize L-infinity norm with restrictions

I need to minimize the following L-infinity norm with respective to $\tau$. L-infinity norm of a matrix $A$ is defined as $\|A\| = max_{i,j}|a_{i,j}|$.
$$
min_{\tau} \| I -S(S+\tau)^{-1}\|
$$
$$
\...

**3**

votes

**0**answers

200 views

### existence of optimal control

I'm looking for an existential result in optimal control for the following class of problems:
Given $T > 0$, $\bar x, \hat x\in\mathbb R^d$, an instantaneous cost function $c:\mathbb R^d\times \...

**2**

votes

**0**answers

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**

votes

**0**answers

41 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 ...

**2**

votes

**0**answers

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 $a$, ...

**2**

votes

**0**answers

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}&=\...

**2**

votes

**0**answers

53 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 ...

**2**

votes

**0**answers

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.}\;\;\;...

**2**

votes

**0**answers

119 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-...

**2**

votes

**0**answers

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)...

**2**

votes

**0**answers

87 views

### Global minimum of sum of a non-convex and convex function, where minima of the non-convex function can be found

I'm interested in finding $\arg\min_{x \in X} (f(x) + \lVert x\rVert_2^2)$ where $X$ is a $[0,1]^n$, $f$ is Lipschitz but non-convex and we already have a procedure to find some $x^* \in \arg\min_{x\...

**2**

votes

**0**answers

56 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=...

**2**

votes

**0**answers

46 views

### Which algorithm to optimize this problem?

I do need to find coefficients of a parametric model given observations, and I was wondering which algorithm I should use. The problem is as follows.
I have a set of values $\mathbf x_i = (x_{i,1},\...

**2**

votes

**0**answers

39 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 ...