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Optimization with convex constraints and convex objectives; notions related to convex optimization such as sub-gradients, normal cones, separating hyperplanes

2 votes
Accepted

Optimization over sliding windows

It's not clear to me from the problem description what's being optimized, so I'm going to try to rephrase the problem, then answer the rephrased version. Also, the presence of two streams ($X$ and $Y …
Bill Bradley's user avatar
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4 votes

Projection onto rotated box

Suppose you want to rotate $k$ vectors at once. Consider the matrix $M$ formed by concatenating these $k$ vectors (so $M$ is an $n\times k$ matrix, and each column of $M$ is one of the original vecto …
Bill Bradley's user avatar
  • 3,979
2 votes
Accepted

Algorithm to minimally connect line segments in Euclidean plane

Another way to solve the problem might be to reduce it to a traditional version of the TSP and then use a free, off-the-shelf solver like one of these. At the very least, it should be a relatively ea …
Bill Bradley's user avatar
  • 3,979
13 votes
Accepted

An Interesting Optimization Problem

[Edit: I had originally posted a proof that finding the minimum value was NP-hard; in the comments below, Brendan McKay pointed out how to convert that into a proof that finding the maximum value is N …
Bill Bradley's user avatar
  • 3,979
2 votes
Accepted

monotonicity alike functions

Let Property A be the property described above. Let Property B be the property that $f_2=g \circ f_1$ for some strictly monotonically increasing function $g:R\rightarrow R$. Then Property A and Pro …
Bill Bradley's user avatar
  • 3,979
1 vote
Accepted

Monotonicity of kernel matrices with respect to hyperparameters

This example may be a little bit ridiculous, but suppose we take $\mathcal{X}=\mathbb{R}$ and let $\Phi$ be any parametric subset of the set of PSD kernels itself. We define $$ \mathbf{K}(\phi)_{i,j} …
Bill Bradley's user avatar
  • 3,979
7 votes
1 answer
287 views

When is the log-permanent concave?

Let $\operatorname{PSD}_n$ be the cone of $n\times n$ semidefinite positive matrices. For any $X\in \operatorname{PSD}_n$, define $$f(X)=\log(\det(X)).$$ Then $f$ is a concave function on $\operator …
Bill Bradley's user avatar
  • 3,979