Questions tagged [nonlinear-optimization]

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

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26
votes
1answer
1k views

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{\...
25
votes
5answers
1k views

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 ...
14
votes
2answers
868 views

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
votes
1answer
2k views

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 $x \in$ ...
12
votes
3answers
1k views

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|\...
11
votes
2answers
900 views

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
2answers
596 views

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 $$\limsup d_n \leq 1/\varphi,$$ ...
11
votes
1answer
479 views

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{...
10
votes
2answers
293 views

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} + \...
10
votes
0answers
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....
9
votes
5answers
540 views

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
votes
5answers
395 views

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
2answers
544 views

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 ...
8
votes
1answer
455 views

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
0answers
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
1answer
286 views

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
2answers
791 views

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
2answers
359 views

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
1answer
245 views

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
1answer
353 views

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
2answers
395 views

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
1answer
1k views

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 ...
7
votes
0answers
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 ...
7
votes
0answers
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
0answers
391 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
0answers
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
4answers
2k views

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 ...
6
votes
1answer
321 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 ...
6
votes
2answers
605 views

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
1answer
310 views

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
1answer
214 views

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 $...
6
votes
2answers
6k views

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
1answer
521 views

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
1answer
150 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
1answer
4k 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
0answers
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
0answers
71 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
5answers
554 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
2answers
400 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
4answers
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
2answers
2k views

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 ...
5
votes
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 ...
5
votes
2answers
271 views

Can this optimization problem be transformed into or approximated by a SOCP?

We would like to know if the following optimization problem can be transformed into an SOCP problem or maybe approximated by a SOCP problem. The objective function is defined as $$ \mathrm{Obj}(x) = \...
5
votes
1answer
223 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=...
5
votes
1answer
293 views

Optimization problem on trigonometric polynomials

I would like to maximize $$ \int_0^{2\pi} \frac{(f'(x))^2}{f(x)}dx $$ subject to $f(x)\leq 1$ for all $x$ over the space of nonnegative trigonometric polynomials of degree smaller or equal to $n$. ...
5
votes
2answers
348 views

convert a special case of nonlinear fractional programming into a convex problem

Is it possible to convert a fractional problem (maximization) with objective function equal to the ratio of a concave function and convex function ? This question sound impossible but I have read this ...
5
votes
2answers
418 views

Decomposition of a semi-definite matrix into sums of sparse semi-definite matrices

I'll first provide the background. Let $x\in\mathbb{R}^N$ be decomposed into $n$ non-overlapping blocks of variables $x^{(1)},\ldots,x^{(n)}$. We say that $f:\mathbb{R}^N\rightarrow\mathbb{R}$ is ...
5
votes
1answer
944 views

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 $\Theta, \forall k=1...K$ are known, and are positive definite matrices. $\Omega$ also has to be ...
5
votes
1answer
171 views

Resource Constrained Routing with Refueling

What are good algorithms (resp. models) for calculating optimal or near optimal routes while taking into account fuel consumption, options for refueling and, limited tank capacity? Especially modeling ...
5
votes
1answer
204 views

Bounding function of norms in constrained vector space

$v$ is a vector of length $n$, where $v_1 = 1$ and every element $v_i \in [0,1]$ $w = \| v \|_1^1 = \sum_i |v_i| = \sum_i v_i$ $x = \| v \|_2^2 = \sum_i |v_i|^2 = \sum_i v_i^2$ $y = \| v \|_3^3 = \...

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