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Nonlinear objectives, nonlinear constraints, non-convex objective, non-convex feasible region.

3 votes
Accepted

Solving a nonlinear equation system: is there a general result on complexity?

There is not even an algorithm to test whether a solution exists. See e.g. Richardson's theorem. To have something sensible, you need at least to be able to restrict the domain to a bounded region. …
Robert Israel's user avatar
2 votes
Accepted

Newton's minimizing method converge to local maximum

Newton's is not really a "minimizing method". If you're using Newton's method to find a root of $f'$, the root you find might be a local minimum, local maximum or neither. To remove the root $x=0$ fr …
Robert Israel's user avatar
2 votes
Accepted

Is there a closed-form solution for this problem?

If $B$ is one left inverse of $A$, then $B+X$ is a left inverse of $A$ (where $X$ is $n \times m$) iff $X A = 0$, i.e. the restriction of $X$ to $\text{Ran}(A)$ is $0$. Of course if $A$ is surjective, …
Robert Israel's user avatar
3 votes
Accepted

How can I find the maximum value of this function?

Note that since the objective is convex, there are optimal solutions that are extreme points of the feasible region, i.e. we can assume all $x_i \in \{0,1\}$. We can encode an Ising hamiltonian in …
Robert Israel's user avatar
1 vote

Linearly constrained saddle-point optimization

Given a smooth function $g(x)$ on a convex compact $X \subset\mathbb R^n$, there is $K$ such that $K \|x\|^2 + g(x)$ is convex. Let $f(x,y) = g(x) + K \|x\|^2 - K \|y\|^2$, which is convex in $x$ and …
Robert Israel's user avatar
2 votes

About the critical points of quasi-convex functions

A local minimum of a quasi-convex function is a global minimum. At a critical point where the function is $C^2$, the Hessian matrix is positive semidefinite; if such a critical point is not a local …
Robert Israel's user avatar
1 vote
Accepted

Approximate solution to large mixed integer programming problem

You might try a local optimization approach. Guess values for the integer variables and solve the remaining continuous linear programming problem. Using sensitivity analysis, see if the solution can …
Robert Israel's user avatar
0 votes
Accepted

Optimization function of two variables

The gradient is $0$ iff $[x,y] = [1/D-1, 1/C-1]$, at which point the objective value is $1/(C+D-CD)$. If this is in the feasible region $[0, A] \times [0,B]$, it may be optimal. Compare to the optima …
Robert Israel's user avatar
5 votes
Accepted

Can one maximize the spectral norm of a matrix via semidefinite programming?

No: maximizing the norm makes it a non-convex problem.
Robert Israel's user avatar
1 vote

Zero lambda, zero constraint in the complementary slackness condition of the Kuhn-Tucker pro...

This can occur even in linear programming, in the presence of degeneracy. At an optimal basic solution, the slack variable for some binding constraint may be basic (but with value $0$ since it is bin …
Robert Israel's user avatar
3 votes
Accepted

Of all probability matrix $P$ having stationary distribution $\pi$, find the one having smal...

If you make the objective to minimize the sum of the diagonal entries (i.e. the trace), your problem becomes a linear programming problem, solvable with readily available software (I think even Excel) …
Robert Israel's user avatar