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

1 vote

Transform a matrix optimization problem into a semidefinite programming

$\newcommand\diag{\operatorname{diag}}$Write $X^{-1}$ as $Y_1-Y_2$, where $Y_1$ and $Y_2$ are positive-semidefinite symmetric matrices. Detail: This can be done for any nonsingular symmetric matrix $ …
Iosif Pinelis's user avatar
7 votes

Prove the function $g(x,y,t)\ge1$

This inequality is not true. E.g., $$g\Big(\frac1{10},\frac1{10},\frac\pi4\Big)=-1783.256\ldots\not\ge1.$$ The OP has changed the problem, thus invalidating the previous answer. After the change, the …
Iosif Pinelis's user avatar
4 votes

Does this polynomial have a real zero less than or equal to $1/2$?

$\newcommand\al\alpha$Let $$u:=\sum_{1\le i<j\le6}c_{ij}^2\quad\text{and}\quad v:=\sum_{1\le i<j<k\le6}c_{ij}c_{ik}c_{jk},$$ where $c_{ij}:=\cos\al_{ij}$. This answer is somewhat similar to the previ …
Iosif Pinelis's user avatar
7 votes

Smallest root of a degree 3 polynomial

Write $a,b,c$ instead of $\alpha,\beta,\gamma$. Let $p(t)$ be the polynomial in question. Let $$u:=\cos^2a+\cos^2b+\cos^2c,\quad v:=\cos a\,\cos b\,\cos c,$$ $$t_*:=\frac{1}{30} \left(15-\sqrt{15} \sq …
Iosif Pinelis's user avatar
1 vote
Accepted

Equivalence of minimizing trace and determinant over matrix quadratic form in multivariate r...

$\newcommand\tr{\operatorname{tr}}$Let $$Q(B):=(Y-XB)^T(Y-XB).$$ Since the column spaces of the matrices $X^TX$ and $X^T$ are the same, there is a matrix $B_*$ such that $$X^TXB_*=X^T Y.$$ For each $z …
Iosif Pinelis's user avatar
2 votes
Accepted

Clarification about this optimisation problem

Your question is Find the minimum of $f(x,y)=(x-2)^2+y$ subject to $y-x^3\ge0$, $y+x^3\le0$ and $y\ge0$. The restrictions $y-x^3\ge0$, $y+x^3\le0$, and $y\ge0$ can be rewritten as $0\le y\le-x^3$ or …
Iosif Pinelis's user avatar
1 vote
Accepted

Optimization: Determine the categorical pmf that maximizes the objective function

Let $c:=\Phi>0$ and $a:=t_{\max}>0$. For any given value (say $m$) of $ET$, the variance $VT$ of $T$ is maximized when $T$ takes only the endpoint values, $0$ and $a$, so that $P(T=a)=m/a=1-P(T=0)$, a …
Iosif Pinelis's user avatar
2 votes

Maximization of $\ell^2$-norm

$\newcommand{\n}{\lfloor{r/c}\rfloor}$We have \begin{equation*} s_{r,c}=\sqrt{\n c^2+(r-\n c)^2}. \end{equation*} Indeed, by continuity and interchangeability of the coordinates, \begin{equation*} …
Iosif Pinelis's user avatar
2 votes

Reference for article that introduces and motivates different notions of subdifferentials

Section 1.3 of Chapter Nonsmooth Optimization by V. F. Demyanov in the book Nonlinear Optimization discusses in some detail the Dini, Hadamard, Shor, Clarke, and Michel–Penot notions of the subdiffere …
Iosif Pinelis's user avatar
4 votes

optimization over moving domains

$\newcommand\R{\mathbb R}$The answer is no. E.g., let $A=B=\R$, $B_a=[1-a^2,2]$ for $a\in A$, and $\ell(b)=b^3-3b$ for $b\in B$. Then $\ell(b)$ and $B_a$ are perfectly smooth, but $L$ is not different …
Iosif Pinelis's user avatar
1 vote
Accepted

Maximizing the ratio of multilinear polynomials

Not in general. E.g., let $n=3$, $A(x_1,x_2,x_3):=1-x_1 x_2+2 x_3 x_2+x_1 x_3$, and $B(x_1,x_2,x_3):=2-x_1 x_2+x_3 x_2+2 x_1 x_3$. Then for $x_3\in(0,2\sqrt2)$ $$G(x_3)=\max_{t\in\mathbb R}\frac{A(t, …
Iosif Pinelis's user avatar
1 vote
Accepted

Interesting question about the Thomson problem for arbitrary number of electrons

We only need to consider $n\ge5$. Let us move each of the $n$ "equidistant points" on the equator slightly towards one of the two poles of the globe, so that after such a movement the points on the sp …
Iosif Pinelis's user avatar
2 votes
Accepted

A variant of (discrete) optimal transport problem

The minimum here can be found exactly, in a finite number of steps. Indeed, the target function is concave. So, its minimum on the (compact) (transportation) polytope $P:=\Pi(\alpha,\beta)$ is attaine …
Iosif Pinelis's user avatar
3 votes
Accepted

Sensitivity of the solution of QP with respect to parameters

$\newcommand\R{\mathbb R}\newcommand\tz{\tilde z}\newcommand{\de}{\delta}$Yes, the minimizer $x_{A,b}$ of $\frac12 x^TAx + b^Tx$ subject to $Cx\le d$ is continuous with respect to $A$ and $b$ -- provi …
Iosif Pinelis's user avatar
6 votes
Accepted

Local maxima of the sum of Gaussian functions in *one dimension* are always strict local max...

The derivative $f'_n$ of $f_n$ is a nonzero real-analytic (and even entire) function. Therefore, $f'_n$ can have only finitely many zeroes in any bounded interval. So, all the local maxima of $f_n$ ar …
Iosif Pinelis's user avatar

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