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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 …
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 …
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 …
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 …
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 $n\times n$ …
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 …
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 …
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 …
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 …
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 …