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Let $\Delta_n := \{x \in \mathbb{R}^n | x \ge 0, \sum_{1 \le i \le n}x_i = 1\}$ be the $n$-simplex. For $a, b \in \mathbb R^n$, with $\Delta_n \not \ni a$, consider the problem of computing the follo …

Let $G_{k,n}$ be the grassmannian of $k$-dimensional vector spaces of $\mathbb R^n$. By the Courant–Fisher characterization, the $k$th largest eigenvalue of an $n \times n$ psd matrix $A$ is given by …

Let $\gamma_n$ be the standard gaussian distribution on $\mathbb R^n$. Let $V$ be a $k$-dimensional subspace of $\mathbb R^n$. Finally let $A$ be any (nonempty) Borel subset of $A$ with $\gamma_n(A) = …

Let $C$ be a (nonempty) convex compact subset of $\mathbb R^n$. General question: Under what conditions on $C$ does the support function $$\sigma_C(x) := \sup_{y \in C}x^Ty $$ define a norm on $\mat …

Let $C$ be a convex body in $\mathbb R^n$, i.e a bounded convex subset of $\mathbb R^n$ which has nonempty interior, and which is (A) open, or (B) closed (I'm not sure one makes more sense; choose the …

Let $n$ be a positive integer, and suppose $f$ is a probability distribution on the $2^n$ subsets of $[\![n]\!] := \{1,\ldots,n\}$. What is a "natural" way to extend $f$ to a distribution $\bar{f}$ on …

Given an $m \times n$ matrix $A$ and a vector $c \in \mathbb R^n$, define $\eta(A,c) \ge 0$, $$ \eta(A,c) := \sup_{u \in \mathbb R^n} u^\top c - \frac{1}{2}\|u\|^2 - \|Au\|. $$ Note that $\eta(A,c) = …

Let $P$ be the polytope obtained as the convex hull of $n$ points in $\mathbb R^d$. This is the $V$-representation of $P$. Note that $P$ can also be represented as an intersection of closed half-space …

Let $C$ be a (nonempty) compact subset of euclidean $\mathbb R^n$, and consider the set-valued map $p_C:\mathbb R^n \to 2^C$ defined by $$ p_C(x) = \{c \in C \mid \|x-c\| = \mbox{dist}(x,C)\}, $$ wher …

Let $X$ be random vector on the unit-sphere $S_{n-1}$ in $\mathbb R^n$. We don't assume that the distribution of $X$ is uniform on $S_{n-1}$ I'm interested in proving the existence of a (deterministi …

Let $a,b \in \mathbb R$, $R \ge 0$, and $c > 0$. Define $C := \{(x,y) \in \mathbb R^2 \mid x^2 + y^2 \le 1,\,x^2 + c y^2 \le R^2\}$, and set $$ \alpha := \sup_{(x,y) \in C} ax + b y. $$ Question. In …

Let $K$ be a convex body in $\mathbb R^d$ which contains the origin and let $\theta \in (0,1)$. Question. Is it always possible to find $n$ points $x_1,\dotsc,x_n \in \mathbb R^d$ such that $$ \theta …

Let $E$ be a large sparse $l$-by-$n$ matrix ($l$ and $n$ can be in the billions...) with coefficients in $\{-1, 0, 1\}$: the first row of $E$ is the vector $(1,0,0,\ldots,0) \in \mathbb R^n$, and ever …

Let $d$ be a large positive integer. Fix a unit-vector $v \in \mathbb R^d$, and scalars $b,c \in \mathbb R$ with $b > 0$. Let $X$ be a log-concave random vector in $\mathbb R^d$ normalized so that $\ …

Let $n$ and $d$ be large positive integers with $n \le d^\gamma$, for some absolute constant $\gamma>0$; i.e., $n$ is at most polynomial in $d$. Let $x_1,\ldots,x_n,x_{n+1}$ be drawn iid from the unif …