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O. Richard
  • Member for 11 years, 1 month
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Convex hull of piece-wise linear functions
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Convex hull of piece-wise linear functions
@Dirk Is it obvious? Here the number of pieces is fixed.
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Convex hull of piece-wise linear functions
@PietroMajer Why is $\mathcal{F}$ convex? The number of pieces is fixed as $K$.
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Convex hull of piece-wise linear functions
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Efficient algorithm for solving a convex quadratic program
@user35593 Could you elaborate more on finding the base of the orthogonal complement?
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Efficient algorithm for solving a convex quadratic program
Is such complexity optimal in any sense?
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Efficient algorithm for solving a convex quadratic program
Thank you very much for your answer! What is the complexity of computing SVD in this case?
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Efficient algorithm for solving a convex quadratic program
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The largest Wasserstein distance to uniform distribution among all probability distributions with uniform marginals
Yes, you're right. In the meantime, I'm not sure if this can be extended to $K>2$, since the set of extreme points are undecided.
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The largest Wasserstein distance to uniform distribution among all probability distributions with uniform marginals
I think if we can prove that the optimal coupling between uniform and comonotonic distribution is indeed given by $\pi$, then combining with your answer we can obtain a proof. I know one optimal coupling between uniform and comonotonic distribution is given by the monotone coupling which is different from $\pi$, but maybe due to the specialty of $\ell_1$-norm, $\pi$ is also an optimal coupling. I have tested on $N=4$ and they give the same value.