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

1 vote
0 answers
87 views

How to optimize parametric information-theoretic bounds?

I am faced with an information-theoretic upper bound, such as \begin{align} \sqrt{\alpha'}2^{I_\alpha(X;Y)}, \end{align} where $I_\alpha(X;Y)$ is the Rényi mutual information with parameter $\alpha>1$ …
0 votes
0 answers
156 views

Optimal solution of complex optimization problem

Let $Q(x)=a(x)e^{jb(x)}$ be a complex function of $x$. We want to approximate this function with $R(x)=\alpha e^{jx\beta}$ such that \begin{align} \text{arg}\min_{\alpha,\beta} \int_{-\frac{A}{2}}^{\f …
1 vote
0 answers
98 views

Solution of a simple optimization problem

Let $\mathbf{U}_1$ and $\mathbf{U}_2$ be two arbitrary unitary matrices and $\mathbf{D}$ be a diagonal matrix. What is the solution of the following optimization problem? \begin{align} \min_{\mathbf{ …
0 votes
0 answers
119 views

The best unitary matrices that approximate a matrix product

Let $\mathbf{A}$ be an arbitrary $N\times N$ complex matrix. Moreover, $\mathcal{U}_1$ and $\mathcal{U}_2$ are distinct subsets of all unitary matrices. Suppose the matrices $\mathbf{U}_1$ and $\mathb …
0 votes
0 answers
41 views

Iterative algorithm for obtaining similarity

Let $x_1,x_2,\ldots,x_M$ be $M$ non-negative variables. Moreover, assume that $f_m(x_m)=\frac{x_m}{1+\sum_{n}\beta_{n}^{(m)}x_n}$ be $M$ fractional functions with non-negative constants $\beta_{n}^{(m …
1 vote
1 answer
348 views

A quadratic program with non-negativity constraints

Is there any closed form solution for the optimal value of the folowing optimization problem? $$\begin{array}{ll} \text{minimize} & (\mathbf{x} - \mathbf{y})^{\mathrm{T}}\mathbf{B}(\mathbf{x} - \math …
3 votes
0 answers
119 views

Convex optimization upper bound for a non-linear optimization

Is there any good convex optimization problem based upper-bound for the following non-linear optimization problem? \begin{align} \max_{x_1,\ldots,x_N}&\quad \sum_{n=1}^{N} \log(1+\frac{x_n}{1+\sum_{m} …
0 votes
1 answer
151 views

Difference of two optimization problem's optimal value

Let we have two following optimization problems: \begin{align} \text{(P1)}\quad \alpha_1 = \max_{x_1,\ldots,x_M} &\quad \sum_{m=1}^{M}\log(1+f_m(x_1,\ldots,x_M))\\ \textrm{s.t.} &\quad \boldsymbol{A}\ …
1 vote
2 answers
362 views

How to solve this stochastic optimization problem?

How one can solve the following stochastic optimization problem? \begin{align} \max\quad& \mathbb{E}[\mathbf{1}^{\mathrm{T}}X]\\ \text{s.t.} \quad& \mathbb{E}[\mathbf{A}X]\leq\mathbf{1}_{m\times 1}\qq …
1 vote
1 answer
331 views

A close-form solution for a simple quadratic optimization problem

Is there any closed form solution for the following optimization problem: \begin{align} &\min_{\mathbf{X},\alpha} \mathrm{Tr}[(\mathbf{A}-\mathbf{B}\mathbf{X})(\mathbf{A}-\mathbf{B}\mathbf{X})^{\mathr …