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Nonlinear objectives, nonlinear constraints, non-convex objective, non-convex feasible region.
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 …
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 $ …
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 …
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
$$u:=\cos^2a+\cos^2b+\cos^2c,\quad v:=\cos a\,\cos b\,\cos c,$$
$$t_*:=\frac{1}{30} \left(15-\sqrt{15} \sq …
1
vote
Accepted
Equivalence of minimizing trace and determinant over matrix quadratic form in multivariate r...
$\newcommand\tr{\operatorname{tr}}$Let
$$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.$$
For each $z …
2
votes
Accepted
Clarification about this optimisation problem
Your question is
Find the minimum of $f(x,y)=(x-2)^2+y$ subject to $y-x^3\ge0$, $y+x^3\le0$ and $y\ge0$.
The restrictions $y-x^3\ge0$, $y+x^3\le0$, and $y\ge0$ can be rewritten as $0\le y\le-x^3$ or …
1
vote
Accepted
Optimization: Determine the categorical pmf that maximizes the objective function
Let $c:=\Phi>0$ and $a:=t_{\max}>0$. For any given value (say $m$) of $ET$, the variance $VT$ of $T$ is maximized when $T$ takes only the endpoint values, $0$ and $a$, so that $P(T=a)=m/a=1-P(T=0)$, a …
2
votes
Maximization of $\ell^2$-norm
$\newcommand{\n}{\lfloor{r/c}\rfloor}$We have
\begin{equation*}
s_{r,c}=\sqrt{\n c^2+(r-\n c)^2}.
\end{equation*}
Indeed, by continuity and interchangeability of the coordinates,
\begin{equation*} …
2
votes
Reference for article that introduces and motivates different notions of subdifferentials
Section 1.3 of Chapter Nonsmooth Optimization by V. F. Demyanov in the book Nonlinear Optimization discusses in some detail the Dini, Hadamard, Shor, Clarke, and Michel–Penot notions of the subdiffere …
4
votes
optimization over moving domains
$\newcommand\R{\mathbb R}$The answer is no.
E.g., let $A=B=\R$, $B_a=[1-a^2,2]$ for $a\in A$, and $\ell(b)=b^3-3b$ for $b\in B$. Then $\ell(b)$ and $B_a$ are perfectly smooth, but $L$ is not different …
1
vote
Accepted
Maximizing the ratio of multilinear polynomials
Not in general. E.g., let $n=3$, $A(x_1,x_2,x_3):=1-x_1 x_2+2 x_3 x_2+x_1 x_3$, and $B(x_1,x_2,x_3):=2-x_1 x_2+x_3 x_2+2 x_1 x_3$. Then for $x_3\in(0,2\sqrt2)$
$$G(x_3)=\max_{t\in\mathbb R}\frac{A(t, …
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 …
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 …
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 …
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 …