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

9 votes
Accepted

An Optimization problem

Calculus is a tough discipline. No wonder our students don't get it. On the other hand, analysis is an easy subject (so easy that we find it unnecessary to teach it to our students). So, let's do ana …
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3 votes
Accepted

Linear programming piecewise linear objective

Sorry for making you wait 14 hours unnecessarily but you are partially guilty yourself: if you posted a correct and full version of the question from the beginning, you would get the answer in 5 minut …
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9 votes
Accepted

An optimization problem

I'll change the variable $y=\frac 12-x$ to make typing easier. Since, as Peter already observed, the condition $Q(0)=0$ is worthless and since $\frac 1{12}$ is just an additive constant, we are just t …
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2 votes

Optimization of a continuous function

Here is just a recipe. It has its advantages and disadvantages, so try to implement it and see if it gives what you want or there are some undesirable features. It minimizes the integral of the gradie …
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2 votes

Suggestions for infinite horizontal optimization

The first maximum of $f(s)=\sin s+\sin\sqrt 2 s$ is attained at some $s_0\in [1.2,1.3]$ and exceeds $1.9$. The derivative of $f$ is at most $1+\sqrt 2\le\frac 52$. One obvious strategy is to go at the …
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4 votes
Accepted

Steering an ODE out of a ball

Do you have an easy argument... Sorry for the late reply, but it is, actually, a rather simple story. Let $R=1$ and suppose that we have declared some $M$ and $\delta$. Then the adversary starts at s …
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5 votes
Accepted

Maximizing sum of vector norms

I have no doubt that someone will come with some brighter idea but here are my 2 cents anyway. If you don't aim at something very fast, I would just use the inequality $(a+b)^2\le (ta^2+(1-t)b^2)(t^{- …
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6 votes
Accepted

Maximizing a ratio of determinants

Yes, of course (provided that you mean that the maximum is attained on a diagonal matrix, not that every matrix on which it is attained is diagonal). First notice that it is a bit more convenient to …
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8 votes
Accepted

If a quadratic form is positive definite on a convex set, is it convex on that set?

$x^2-y^2$ is positive on $[2,3]\times [-1,1]$ but not convex there. This creates problems for any convex sets not containing the origin. You are, probably, after something else not so obviously false. …
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1 vote
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Stability of linear controller in the presence of a lag

If $k>0$, it becomes elementary algebra. As Arthur pointed out, the equation is $P(z)=z^3-kz^2+(bk)z-ak=0$. On the one hand, assume that all roots have positive real part. Then we either have 3 positi …
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6 votes
Accepted

A path in the unit square that "doubles back" on itself in a nice way

This is just about the asymptotic behavior for $a\to+\infty$. I claim that the minimal length $\ell$ is about $\sqrt{2a}$ for large $a$. The upper bound Consider $2n$ horizontal lines splitting the …
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8 votes
Accepted

Maximum of a quantity for two normal orthogonal vectors in $\mathbb{R}^n$

Just use Cauchy-Schwarz and the identity $$ \sum_{i,j}(u_iu_j-v_iv_j)^2=\left[\sum_i u_i^2\right]^2+\left[\sum_i v_i^2\right]^2-2\left[\sum_i u_iv_i\right]^2=2 $$ to get $f(u,v)\le \sqrt2 n$ for all $ …
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3 votes

What tools should I use for this problem?

If $m=k+\ell$, then the question reduces to when the intervals $(a_i-m,a_i+m)\mod p$ do not cover the full interval $[0,p]$. The answer is, of course, a union of finitely many intervals and the intere …
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8 votes
Accepted

Equal segmentation of a series of numbers

It turns out that the algorithm I was trying works for the minimization of the sum $\sum_{j=1}^m F(r_{k_{j-1}+1}+\dots+r_{k_j})$ (we put $k_0=0$) for an arbitrary strictly convex function $F$, so I'll …
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3 votes

Minimize trace of inverse of convex combination of matrices.

Since the functional is convex, I would try modified gradient descent. The main problem with this approach is that you'll really have to compute the inverse matrix a few times, which may be out of que …
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