Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options answers only not deleted user 11100

Operations research, linear programming, control theory, systems theory, optimal control, game theory

1 vote
Accepted

Minimizing product subject to linear constraints

This is a hard problem (maximizing the product is a bit better one, as sometimes one can take $\log$ of the objective function, and it becomes concave...). Your best shot might be to use the sum of sq …
Dima Pasechnik's user avatar
7 votes

Is there a class of optimization problems more general than semidefinite programming?

If you like, you might look at cones of sums of squares of polynomials (cones of PSD matrices are the same thing as cones of sums of squares of linear polynomials). This is the starting point of the m …
Dima Pasechnik's user avatar
2 votes
Accepted

What kind of optimization problem is this?

Let us simplify your constraints. Namely, set $x=r\sin\phi$, $y=r\cos\phi$. Then it simplifies to $u\sin^2\phi + v\cos^2\phi \geq \sin\phi \cos\phi$, for all $0\leq \phi\leq 2\pi.$ Then divide both si …
Dima Pasechnik's user avatar
2 votes

Solving a non-convex quadratically-constrained quadratic program

In theory, there is a polynomial-time algorithm (follows from results of my joint paper with Dima Grigoriev) when $m$ is fixed, but this is not a practical one, and moreover I see from comments above …
Dima Pasechnik's user avatar
11 votes
Accepted

How to show a $3\times3$ matrix has three distinct eigenvalues?

To answer on methods applicable here (and elaborate on comments I made). The most promising is to use a surprisingly little-known theorem that says that the discriminant $D$ of a symmetric $n\times n$ …
Dima Pasechnik's user avatar
50 votes
Accepted

Can all convex optimization problems be solved in polynomial time using interior-point algor...

No, this is not true (unless P=NP). There are examples of convex optimization problems which are NP-hard. Several NP-hard combinatorial optimization problems can be encoded as convex optimization prob …
Dima Pasechnik's user avatar
6 votes

Finding permutation matrix $P$ that minimizes the trace of $P C P^T D$

This is the well-known problem: http://en.wikipedia.org/wiki/Quadratic_assignment_problem In general there is no efficient algorithm known for this problem. A much more famous Travelling Salesman Pro …
Dima Pasechnik's user avatar
2 votes

Counting extrema on a simplex

This is a hard question, in view of Motzkin-Straus theorem (cf. e.g. 5.2.4 here), which in particular says that the local minima of $f(x):=x^\top (I+A) x$, where $A$ is the adjacency matrix of a graph …
Dima Pasechnik's user avatar
0 votes

What is the dual of an semidefinitely representable (SDR) cone?

It's a long comment, not an answer. Already the well-known SDR cone $\Sigma_{n,d}$ of sums of squares of homogeneous $n$-variate degreed $d$ polynomials has an interesting dual (also SDR), described …
Dima Pasechnik's user avatar
4 votes
Accepted

Constrained optimization of sum of squares polynomials

If $g_j$ is SOS, i.e. $g_j=\sum_k h_k^2$, then $g_j(x)\leq 0$ iff $g_j(x)=0$, i.e. $h_1(x)=h_2(x)=\dots =0$. So this is a general case, although with equality constraints only. A more interesting que …
Dima Pasechnik's user avatar