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

0 votes

How can I simplify this quadratic optimization?

Your constraint is non-convex, there's no getting around that (so you can't just replace it with some linear constraints, say). But what you might try is this: start by minimizing the objective witho …
Robert Israel's user avatar
1 vote

Infinite dimensional optimization

It "can be" but usually is not. Think of it in reverse. Start with a problem of minimizing a convex function $f$ over a convex set $S$ in vector space $V$, where the minimum value happens to be posi …
Robert Israel's user avatar
2 votes
Accepted

Nonlinear constraint and product of variables

$x_1 x_2 - x_3 x_4 = 0$ is inherently nonlinear, and maybe more importantly non-convex: e.g. the midpoint of two feasible solutions may not be (in fact, hardly ever is) a feasible solution. So in gen …
Robert Israel's user avatar
1 vote

Constrained Optimization: Matrix Inverse in Objective/Constraints?

Are these really all the constraints? Let $u$ be the vector of all $1$'s. Consider solutions of the following form: $p$ is an arbitrary vector with $u^T p = 1$, $A = B + c u^T$ where $B p = 0$. …
Robert Israel's user avatar
1 vote

A problem about a matrix norm on $\mathfrak{su}(4)$

You want a positive (I assume) number $1/s$ such that $\det(sA + B \pm iI) = 0$. For any given $A$ and choice of $\pm$, that is a polynomial in $s$ of degree at most $4$. So yes, it can be solved in …
Robert Israel's user avatar
0 votes

LP/QP with not-so-constant linear constaints

Consider a problem $\min_x f(x)$ subject to $A x \le b$, for which you have an optimal solution $x^\star$ with Lagrange multipliers $\lambda^\star$ satisfying the Karush-Kuhn-Tucker conditions $$ \eqa …
Robert Israel's user avatar
3 votes
Accepted

Maximum distance of points in intersection of balls

Let $q - p = u$ and $\|u\| = d$. Let $x = p + t_1 u + v_1 \in B_{r_1}(p) \cap B_{s_1}(q)$ and $y = p + t_2 u + v_2 \in B_{r_2}(p) \cap B_{s_2}(q)$ where $t_i \in {\mathbb R}$ and $v_i \perp u$. The c …
Robert Israel's user avatar
4 votes
Accepted

Unique matrix satisfying a system of equations

In the case $n=3$,$p=2$, your 5 constraints for $v_1 = (1,0,0)^T$, $v_2 = (0,1,0)^T$, $v_3 = (0,0,1)^T$, $v_4 = (1,-2,0)^T$ and $v_5 = (1,-1,1)^T$ have solution $G = \pmatrix{1 & 1 & t\cr 1 & 1 & t\cr …
Robert Israel's user avatar
1 vote
Accepted

Bound on expression from probability distributions

$t$ is in fact a tight bound. It's slightly tricky because the objective is not defined at what should be the optimal solution (due to zeros in numerators and denominators). What you want is first $p_ …
Robert Israel's user avatar
1 vote

maximization of a log norm function

No, because this could easily have several local maxima.
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

Applications of linear fractional relationship

See the Michaelis-Menten equation in biochemistry.
Robert Israel's user avatar
14 votes

When does symmetry in an optimization problem imply that all variables are equal at optimality?

The assumption of convexity can be weakened to quasiconvexity.
Robert Israel's user avatar
3 votes

Algorithm to find the “optimal” path in a given graph

$\Phi(v,w) \le h$ if there is a path from $v$ to $w$ in the graph obtained from $G$ by removing all vertices of height $> h$. Moreover, the maximum height of any path in this graph from $v$ to $w$ gi …
Robert Israel's user avatar
4 votes
Accepted

Differences between the convex discrete maximization and minimization problems?

For continuous problems, minimizing a convex function on a convex domain is considered an easy problem, because there is only ever one local minimum, and a local minimum is the global minimum. Findin …
Robert Israel's user avatar

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