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Optimization with convex constraints and convex objectives; notions related to convex optimization such as sub-gradients, normal cones, separating hyperplanes

0 votes

Optimization of non-smooth convex function in a polytope

A good survey may be found here: www.mat.univie.ac.at/~herman/skripten/NCO_OSGA.pdf (M Ahookosh, 2017)
Igor Rivin's user avatar
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0 votes

Optimization problem with determinant as objective

Your constraints are linear on the entries of $S,$ since in your case the singular values are equal to the eigenvalues (since $S$ is symmetric positive definite) and so their sum is the trace. I assum …
Igor Rivin's user avatar
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2 votes

Algorithm for a linear optimization problem

I am not sure I understand the question. The constraints are a system of linear equations and inequalties in the variables $p_{ij}$ and the objective function is linear. So, this is a box generic line …
Igor Rivin's user avatar
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0 votes

Has anyone developed a technique to generate a polytope given (possibly redundant) inequalit...

The magic words are "Motzkin's double description method"
Igor Rivin's user avatar
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3 votes
Accepted

Find the minimum distance between two convex hulls

This is discussed at length here. (Kaown and Liu, 2009)
Igor Rivin's user avatar
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3 votes

How to prove the existence of the polytope in $\mathbb{R}^d$ with a given number of faces, m...

This is an explanation of Anton's comment. For each set of $f$ unit vectors, one finds the polytope minimizing the isoperimetric quotient. The set of configurations of $f$ (not necessarily distinct) u …
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1 vote
Accepted

Functions that are easy to compare to a norm

If $f$ is homogeneous, you can just try to minimize it on the unit ball (which is a Lagrange multiplier problem, which does not mean it's easy), and see if any of your critical values are smaller than …
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1 vote

The distribution of the shortest path through $n$ points

It seems that even the constant in front of the $\sqrt{n}$ is not known, but there are experimental results which seem to describe the distribution pretty well. In particular, it seems that the varian …
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0 votes

Distance between two sets

There is a much earlier (and seemingly very efficient) algorithm by Gilbert, Johnson, Kerthi. (1988, IEEE Journal of Robotics and Automation).
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1 vote

Lagrange multiplier and semidefinite programming

For all you ever wanted to know about this, check out Boyd and Vanderberghe's Convex Optimization, especially the part on KKT. In fact, that page advertises a MOOC on Convex Optimization...
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3 votes

maximizing convex quadratic form over the intersection of unit sphere and positive orthant

The magic words are quadratically constrained quadratic programming. And semidefinite programming. EDIT I misread the question (it is a convex maximization problem). This is still somewhat tractable …
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2 votes

Is unconstrained integer convex optimization problem NP-hard?

Yes, since the shortest vector in lattice problem is NP-hard, see http://en.wikipedia.org/wiki/Lattice_problem
Igor Rivin's user avatar
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1 vote

How to Find a Matrix Closest to a Given One Under Certain Constraints

This seems to be covered by the wikipedia.
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7 votes

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

You should check out Boyd-Vanderberghe's convex optimization, available for free on Boyd's web page at Stanford. This has a discussion of the "easy" classes of convex optimization problems (google "se …
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1 vote

Convex optimization over vector space of varying dimension

Dimension minimization problems are notoriously hard (a standard example is: given a graph $G,$ what is the minimal dimension Euclidean space where the graph can be embedded with unit edge lengths? (m …
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