All Questions
Tagged with nonlinear-programming or nonlinear-optimization
640 questions
0
votes
1
answer
90
views
How to calculate the maximum dimensions of a rectangle inside two concentric circles? [closed]
If I have a rectangle ABCD such that A and B touch two points of the outer circle and CD's touches one point of the inner circle, how could the maximum dimensions of the rectangle be calculated?
...
- 17
1
vote
0
answers
78
views
Markov Chain that maximises the entropy creation rate
I am working on MERW (Maximal entropy random walk) for a project.
I want to show that given a graph G, there is $\textbf{only one}$ aperiodic markov chain on G that maximises the entropy creation rate ...
- 11
1
vote
0
answers
29
views
Change in active constraints when perturbing the objective of a QP
Suppose I have a quadratic program (with positive semidefinite cost matrix) with affine (polytopic) constraints. It is known that the solution to this is piecewise affine, with the ``pieces'' defined ...
- 11
0
votes
0
answers
37
views
Maximise norm over the boundary of a convex set
Let $K\subset \mathbb R^2$ be compact, convex and connected. What is the know numerical scheme to find the extremal points of $K$?
Denote by $\partial K$ the collection of all extremal points of $K$. ...
- 1,389
3
votes
0
answers
144
views
An optimisation problem
Let $E\subset \mathbb R^2$ be compact, convex and connected. For $p_1,\ldots, p_n>0$ with
$$\sum_{i=1}^n p_i=1,$$
and a probability measure $\nu$ supported on $E$ of density $f$, we consider
$$\...
- 1,389
0
votes
0
answers
22
views
Alignment of unit vectors under graph-neighbor constraints with a global vector
Statement
Let $G = (V, E)$ be a connected, unweighted, and undirected graph with $n$ nodes, represented by its adjacency matrix $A$. Suppose each node $i$ is associated with a unit vector $ \mathbf{v}...
0
votes
1
answer
60
views
Optimizing sum of discrete minimum
Please consider the following optimization problem: Given a fixed positive natural $n < N$, and a set of functions $f_i$ over a finite domain of nonnegative outputs, s.t. $1 \le i \le N$, then we ...
- 103
0
votes
0
answers
55
views
How can we tighten the bounds of the $\ell_1$-norm of $\mathbf{A}x$ where $\mathbf{A}\in\mathbb{Z}^{m\times p}$ and $x \in \{0,1\}^p$?
I am curious about the upper bound of $\|\mathbf{A}x\|_1$ where $\mathbf{A}\in\mathbb{Z}^{m\times p}$ and $x \in \{0,1\}^p$, for a specific $\mathbf{A}$ as defined below.
I know this is an NP-hard ...
1
vote
0
answers
30
views
Critical point of perturbed stratifiable function has no cluster point
Given a smooth function $f:\mathbb{R}^d\rightarrow\mathbb{R}$ and a smooth manifold $\mathcal{M}$. Now, consider the set
$$
S(v)=\{x:0\in x\circ(\nabla_{\mathcal{M}} f(x)+N_{\mathcal{M}}(x)+v)\}.
$$
...
- 43
-2
votes
1
answer
141
views
Prove the function $g(x,y,t)\ge1$
I have the function
$$
g(x,y,t)=\frac{(8x^2y^2+f_+(x,y,t)-\cos(2t))(8x^2y^2(1+(x+y)^2)+(x+y)^2(f_-(x,y,t)-\cos(t))+4xy(x+y)\sin(2t))}{64x^4y^4(1+(x+y)^2)}
$$
with
$$
f_{\pm}(x,y,t) = 1+2x^2+2y^2\pm4xy\...
- 375
0
votes
1
answer
84
views
Transform a matrix optimization problem into a semidefinite programming
I am working on a matrix optimization problem, and the constraints are difficult to handle.
The constraints are in the following form,
\begin{align}
\text{Given: } &b \in \mathbb{R}^n \text{ , and ...
- 11
2
votes
1
answer
96
views
Why rough path theory principle is not applied in parameter estimation of stochastic differential equation(SDE)?
My apologies if this question is not proper for this site, but I could not figure out the following. Can anyone provide insight? It is almost certain that stochastic differential equations (SDEs) can ...
- 495
4
votes
0
answers
235
views
What is the maximum tidal force between two objects with unit volumes and unit density?
Motivation for this problem
This problem arises from the fact that the derivative of the gravitational force (tidal force) in the $z$-direction between two objects $A$ and $B$, which have equal ...
- 273
5
votes
0
answers
608
views
What is the correct $L^\infty$ limit of this strange variational problem, and what does it encode?
1. On the $L^\infty$ calculus of variations:
The field known as the $L^\infty$ calculus of variations is a relatively new field that concerns itself with minimising functionals involving the supremum ...
- 6,155
4
votes
1
answer
249
views
Does this functional admit an absolute minimizer?
This is a close relative of the following problem.
Let $\Omega$ be an open, bounded subdomain of $\mathbb R^n$ with smooth boundary, and $f_i \in W^{1, \infty} (\Omega)$ a sequence of functions ...
- 6,155
11
votes
2
answers
425
views
Maximization of a cubic form over the $14$-dimensional sphere
For any integers $i$ and $j$ such as $1\le i<j\le6$, let $x_{ij}$ be a nonnegative real number.
Is it true that, given the condition
$$\sum_{1\le i<j\le6}x_{ij}^2=1,$$
the sum
$$\sum_{1\le i<...
- 128k
6
votes
2
answers
492
views
Does this polynomial have a real zero less than or equal to $1/2$?
Is the smallest root $x$ of
$$
10x^{3}-30x^{2}+\left(30-2\sum_{1\le i<j\le6}\cos^{2}\alpha_{ij}\right)x\\
+2\sum_{1\le i<j\le6}\cos^{2}\alpha_{ij}-\sum_{1\le i<j<k\le6}\cos\alpha_{ij}\cos\...
user538574
9
votes
3
answers
2k
views
Smallest root of a degree 3 polynomial
Is it true that the smallest root $t$ of the polynomial
$$
20 t^3 - 30 t^2 + (12 - 4 \cos^2 \alpha - 4 \cos^2 \beta - 4 \cos^2 \gamma) t + \cos^2 \alpha + \cos^2 \beta + \cos^2 \gamma - 2 \cos \alpha \...
- 171
2
votes
1
answer
754
views
On a combinatorial inequality
Is it true that
\begin{gather}
\min\left(\lambda_{\min}(M_{12}), \lambda_{\min}(M_{13}), \lambda_{\min}(M_{14}), \lambda_{\min}(M_{15}), \lambda_{\min}(M_{23}), \\ \lambda_{\min}(M_{24}), \lambda_{\...
- 178
3
votes
1
answer
138
views
Handling absolute value and other discontinuities in numerical optimization methods that use gradients
Suppose we have difficult peak fitting problems where the the users wish to fit asymmetric peaks to their experimental data by the least squares method. One such function is illustrated below:
Here
$...
- 879
1
vote
0
answers
45
views
Inequality Involving Concave Monotonic Function
Assume that $ f: \mathbb{R} \to \mathbb{R}_+ $ is a concave, non-decreasing and positive function. Let $\mathbb{X}$ be a finite set consisting of $ 0\leq x_1 \leq x_2 \leq x_3 \leq \ldots \leq x_n$. ...
0
votes
0
answers
96
views
When can a point be reconstructed from relative angle measurements?
Given a set of points $p_1,\dots,p_n$ in $\mathbb{R}^d$ and a target point $x\in\mathbb{R}^d$, I measure all the angles between all pairs of points and the target point. In other words, I have the ...
- 427
0
votes
0
answers
35
views
A question on the optimisation problem and FWL theorem
Let's say we are considering the following model:
$$
(\beta^{\star},f^{\star}) := \arg\min_{\beta,f \in \mathcal{F}} \mathbb{E}[\left(Z_i - f(X_i, E_i) - \beta^\top \boldsymbol{\tau}_{i,E_i}\right)^2|...
0
votes
0
answers
63
views
A maximisation problem : finite or not?
Let $\mathcal M_2$ be the space of real $2\times 2$ matrices and $\mathcal S_2\subset \mathcal M_2$ be its subset consisting of positive semidefinite elements, i.e. $A\in \mathcal S_2$ iff $A$ is ...
- 1,389
1
vote
0
answers
56
views
Extension of this maximisation problem : finite or not?
$\mathcal M$ is the space of real $d\times d$ matrices and $\mathcal S\subset \mathcal M$ is its subset consisting of positive semidefinite elements. We consider the distance the product space $\...
- 1,389
2
votes
1
answer
61
views
$k$-subset with minimal Hausdorff distance to the whole set
Let $(\mathcal{M}, d)$ be a metric space. Let $k \in \mathbb{N}$. Let $[\mathcal{M}]^k$ be the set of $k$-subsets of $\mathcal{M}$. Consider the following problem:
$$ \operatorname*{argmin}_{\mathcal{...
- 2,203
2
votes
1
answer
203
views
Does this maximisation problem admit a finite upper bound?
Let $\mathcal M_2$ be the space of real $2\times 2$ matrices and $\mathcal S_2\subset \mathcal M_2$ be its subset consisting of positive semidefinite elements, i.e. $A\in \mathcal S_2$ iff $A$ is ...
- 1,389
0
votes
0
answers
44
views
How to formulate piecewise quadratic function optimization without introducing binary variables?
I have a problem with logical constraints (either-or constraints). I know that it can be solved by either big-M or complementary formulations. However, i do not want to convert it into mixed-integer ...
0
votes
0
answers
72
views
Minimizing the Spectral Norm of the Hadamard Product of a Quadratic Form Using CVX
I am trying to use CVX to minimize the spectral norm of the Hadamard product of two matrices, one of which is in quadratic form. Specifically, I am trying to minimize $\|{\bf A} \odot {\bf XX}^H\|_2$, ...
- 43
0
votes
0
answers
36
views
How to prove the convergence of Gechberg-Saxton algorithm?
I just have a problem that Gerchberg-Saxton algortihm is no worse than the previous iteration
but not sure whether it is convergent.
2
votes
1
answer
170
views
Equivalence of minimizing trace and determinant over matrix quadratic form in multivariate regression
Consider the multivariate regression model
$$Y = XB + E$$
where $Y$ is $n \times p$ and corresponds to the dependent variables, $X$ is $n \times k$ and corresponds to the independent variables, $B$ is ...
2
votes
0
answers
72
views
Gradient descent over the set of complex symmetric matrices
In the course of my research (somewhat related to compressive sensing), I am trying to determine a complex, symmetric matrix $L$ (i.e. $L = L^T$) through the following optimization formulation:
$$ \...
- 21
0
votes
1
answer
74
views
Clarification about this optimisation problem
Good morning everybody. First of all, I apologise to ask here the same question I asked on MSE three days ago, but I am in fact re-asking since I obtained no relevant advice. Perhaps I will hear some ...
- 149
0
votes
0
answers
77
views
Generalizations of Berge's maximum theorem
I have a parameterized optimization problem
\begin{eqnarray}
\max_{x\in D(\theta)} f(x,\theta).
\end{eqnarray}
Assumptions of the standard Berge's maximum theorem are satisfied, so the value function $...
1
vote
0
answers
61
views
How can we calculate the Euler-lagrange equations?
In this paper https://arxiv.org/pdf/1907.09605.pdf \
let $\Omega \subset \mathbb{R}^n$ with $n \geq 1$ be a bounded Lipschitz domain with boundary $\partial \Omega$, $f: \Omega \rightarrow \mathbb{R}$ ...
- 11
1
vote
0
answers
62
views
Under which condition, such that all second-order critical points satisfy $\sum_j\cos(\theta_i-\theta_j)>0$ for all $i\in[n]$?
Consider the following non-convex function
$$E(\theta):=-\sum_{i,j}A_{ij}\cos(\theta_i-\theta_j)$$
where $A$ is a symmetric, diagonal-free matrix whose non-diagonal element are $\pm 1$. In other words,...
- 49
0
votes
1
answer
104
views
Optimality condition for strongly convex function under sparsity constraint
Let $f: \mathbb{R}^p \to \mathbb{R}$ be a $2s$-sparse strongly smooth, $2s$-sparse strongly convex and twice differentiable function. In other words, there exists positive constants $\alpha, L >0$ ...
- 399
0
votes
0
answers
27
views
How to control the angles of Kuramoto model by controlling its order parameter?
Consider Homogenous Kuramoto model in this paper. In theorem 3.1, the author derive condition on $A$ such that all second-order critical points of $E(\theta)$ are in two opposite quadrants, by saying ...
- 49
1
vote
1
answer
163
views
Numerical partial differentiation of a convolution product with FFT
How can one numerically calculate the partial derivatives of a convolution function, particularly when the closed-form or analytical expressions of the derivatives are not readily available? I am ...
- 879
1
vote
1
answer
309
views
Numerical estimation of partial derivatives of convolved functions when closed forms do not exist
Summary: Some peak functions are convolutions which may not have a closed form solution. A classical example can that of a Voigt which is a convolution of a Lorentzian and a Gaussian, followed by ...
- 879
1
vote
0
answers
48
views
How to derive a lower bound of a MinMax inequality?
Let $x_5,\cdots,x_n\in[0,\alpha]\cup[-\pi,\alpha-\pi]$ where $\alpha$ is a fixed angle $\in(0,\pi/2)$.
The goal
For a fixed $(A_{ij})_{1\leq i\leq 4,5\leq j\leq n}\in\{-1,+1\}$, verify whether it ...
- 405
0
votes
0
answers
41
views
Efficient algorithms to find the global minimum of a non-convex quadratically-constrained quadratic program
I am working on a problem involving a non-convex quadratically-constrained quadratic program and am seeking efficient algorithms to find its global minimum. The problem is structured as follows:
Fix ...
- 1
1
vote
1
answer
98
views
How to interpret the vector fields $F_p(x,u,Du)$ in a Lagrangian optimization problem
Let $\Omega$ be an open bounded subset of $\mathbb{R}^n$ with $C^1$ boundary. Let
$$
\begin{matrix}
F: \mathbb{R}^n \times \mathbb{R}^N \times \mathbb{R}^{nN} \to \mathbb{R},& \\
(x,z,p) \mapsto F(...
- 207
0
votes
0
answers
52
views
Seeking help with a matrix optimization problem involving matrix exponentiation
I'm working on an optimization problem where I need to find matrices $P$, $Q$, and $C$ that minimize the norm of the difference between a given matrix $A$ and another matrix defined as $e^{P(Q + Q^T - ...
0
votes
0
answers
153
views
Do we have tetration uniqueness by $ A = \inf \sum_n a_n^2 $?
Let $f$ be a real analytic (on at least $|x|<2$) and real solution of the functional equation $f(0) = 1,f(x+1) = \exp(f(x))$. For the existence of such $f$, see here.
Then
$$
f(x) = \sum_n a_n x^n ;...
- 769
0
votes
1
answer
77
views
Optimization: Determine the categorical pmf that maximizes the objective function
Let $T$ denote a $J$-component categorical random variable with pmf
$$
\mathsf P(T=t_j)=w_j,\quad j=1,2,\dots,J,
$$
where $t_j\in[0,t_\max]$, $t_\max>0$.
I came across a problem that seeks to ...
0
votes
0
answers
29
views
Which penalization works for this optimisation problem?
Let $m,n$ be given integers. Set $K:=[0,1]^{mn}$ and define the function $L:K\times\mathbb R_+^m\times\mathbb R_+^n\to\mathbb R$ as follows : for $z=(z_{i,j})\in K$, $a=(a_i)\in\mathbb R_+^m$, $b=(...
- 1,389
0
votes
0
answers
129
views
Primal optimal attained implies dual optimal attained
Given some optimization problem
$$\min_{x \in S \subset \mathbb{R}^n} f_0(x) \quad \text{s.t.} \quad f_i(x) \leq 0, \quad 1\leq i\leq m$$
we can find the dual problem
$$\max_{\lambda\in\mathbb{R}^m} g(...
- 275
0
votes
1
answer
169
views
How to integrate an indicator function/constraint into the cost function of a linear program?
I have a mathematical model $P$ for which I optimize two cost functions say $F_1$ and $F_2$ subject to a set of constraints $C1$–$C10$.
In $F_2$, I want it to be included only when its expression ...
- 3
1
vote
1
answer
176
views
Maximization of $\ell^2$-norm
Consider for $r,c>0$ the set
$$X_{r,c}=\{x \in \ell^1(\mathbb{N}) \mid \|x\|_1=r,\, \forall i \in \mathbb{N}: |x_i|<c\}.$$
Then I can show that $\inf_{x \in X_{r,c}} \|x\|_2 = 0.$
But is it ...
- 11