0
votes
0answers
12 views

find of value Zx and Zy

I try to solve this Z^2+ZY+XY=0, and find the value of ZX and ZY, but couldn't find any hint in the web neither in a couple of calculus books for this particular equation. I have no clue about how to ...
2
votes
0answers
24 views

Constrained Quadratic Optimization(Reproducing Kernel)

I am attempting to use a constrained quadratic optimization to find the coefficients of a reproducing kernel. The problem is as follows: $y(t)=\sum_{i=0}^J\alpha_iK(t, t_i)$ $Q(\alpha)= ...
0
votes
1answer
53 views

project a point onto the intersection of surfaces

I have several non linear equations $g_i$ that represent surfaces $s_i$. Their intersection form the surface $S$. For example $s_1 : g_1(x_1,x_2,...,x_n)=c_1$ ... $s_n : g_m(x_1,x_2,...,x_n)=c_m$ ...
1
vote
1answer
54 views

Properties of the positive definite Hessian matrix of a convex function

I'm reading about nonlinear programming and I'm having trouble understanding the cool properties that a positive definite Hessian matrix $Q$ of $n$-dimensional function $f: \mathbf{R}^n\rightarrow ...
2
votes
1answer
58 views

Eliminate 2 variables from 3 equations with lots of parameters

I want to eliminate the variables x and y from these 3 equations in a way that all parameters appear in one equation without x and y: ...
0
votes
0answers
20 views

Minimization problem with amplitude constraint

I have the following minimization problem: $$\left\| \bf{A}x - y\right\|^2 \to min $$ $$s.t. \left|x_i\right| < 1, \forall i,$$ where $\bf{A}$ is the complex matrix with size of $(n\times m)$, ...
1
vote
0answers
25 views

How to solve Bellman's optimal equation from the first principle

How to solve the following set (finite) of equations $$ v_*(s) = \max_{a\in A(s)} \sum_{s'} p(s'|s,a) [r(s,a,s') + \gamma v_*(s')]$$ $p$ and $r$ functions are given.
0
votes
0answers
17 views

What is a minimal equation system?

In the optimization seminar I have to study the quadratic linear ordering problem. And there is one lemma saying some equations form a 'minimal equation system' of a polytope. Does anybody know, what ...
1
vote
0answers
34 views

Strong duality in trace maximization

I'm working on understanding the derivation of the solution for principal components analysis. Let $\mathbf{S} \in \mathbb{R}^{p \times p}$ be a positive semi-definite matrix with rank $d < p$. ...
0
votes
0answers
95 views

Maximize the maximum Eigenvalue under a diagonally constrained matrix

Suppose we have $N\times N$ Hermitian matrix $\mathbf{A}$ I want to find the real $N\times N$ diagonal matrix $\mathbf{D}$ that maximizes the sum of the maximum Eigenvalues : $\mathbf{D}=\arg\max ...
0
votes
0answers
47 views

Linearization of multiple normal functions

I have noticed that it takes a very long time to perform non-linear least squares fitting on datasets similar to this: where there are multiple Gaussian distributions to be fit to experimental ...
1
vote
2answers
67 views

Optimization of Product of Different Objective functions (Ex.: Maximize The Product of projections of a complex vector)

Suppose We have this optimization problem which is convex $\mathbf{x}={\arg}\: \underset{\mathbf{x}}\max f_{i}\left (\mathbf{x} \right )$ But the product of different objective function is ...
0
votes
0answers
55 views

Expressing rank condition of a matrix in terms of its elements

Let $x \in \mathbb{R}^{n}$, define $X = xx^{T}$. I have an optimization problem with some linear constraints and few quadratic constraints, and I have to solve for $x$. Using $X$ as the unknown ...
3
votes
2answers
121 views

Singular Values of Matrix as Optimization Problem

Assume that $A$ is a positive semidefinite symmetric matrix. It is known that $$\max_{||y||\leq1} \quad y^TAy$$ Has an analytical solution which is the maximum eigenvalue of $A$. This isn't hard ...
0
votes
0answers
47 views

is there any infinity norm bound to simplify this

I have a problem of the form $$\sup_{x\in\Bbb{C}^n}\left\{\frac{\|Ax\|_\infty}{\|Bx\|_\infty}\right\}$$ where $A$, $B$ are matrices with different number of rows and $x$ is an $n$ dimensional vector. ...
3
votes
1answer
73 views

Does having a zero eigenvalue preclude a matrix from being indefinite?

If a $3\times3$ matrix has a positive eigenvalue, a negative eigenvalue, and a zero eigenvalue, is it then, by definition, indefinite? I think so, since the matrix has both a positive and a negative ...
1
vote
0answers
56 views

Some problems with a proof of the Farkas Lemma

The following is a proof of the Farkas Lemma that is creating me quite some problems. [I presented the all proof simply to point out the notation used by the author.] My problem is with the last part ...
1
vote
0answers
33 views

Decomposition of a symmetric semi-definite matrix into sums of sparse symmetric semi-definite matrix

I'll first provide the background. Let $x\in\mathbb{R}^N$ be decomposed into $n$ non-overlapping blocks of variables $x^{(1)},\ldots,x^{(n)}$. We say that $f:\mathbb{R}^N\rightarrow\mathbb{R}$ is ...
0
votes
0answers
58 views

This system is contractive?

I have a system which has a form of find point problem, described as following $$p_i=h_i(\mathbf{p})$$ where $$p_i\in[0,1]$$ is the $i$-th components of the $n$-dimensional column vector ...
1
vote
0answers
38 views

Regression/compressive sensing with non-linear constrains where the coefficients are assumed to be integer or binary {0,1}

The following regression problem $$ \mathbf{y} = \mathbf{A}\mathbf{x} $$ where $\mathbf{y}$ is a $N\times 1$ column real vector, $\mathbf{A}$ is a $N\times M$ real matrix where each column ...
1
vote
0answers
81 views

Distinction between linear and nonlinear model

[I have already asked this question on CrossValidated but until now received no answer] I have read some explanations about the properties of linear vs nonlinear models, but still I am sometimes not ...
0
votes
1answer
40 views

Directive on Dimensionality Reduction

I have a data set (24 data records) which is in $\mathbb{R}^{13}$ and I need to project it to a lower dimension (at least to $\mathbb{R}^{3}$). My objective of the dimensionality reduction is to ...
3
votes
3answers
93 views

How do one solve a nonlinear combinatoric problem?

I am an undergraduate CS student and I am struggling with a problem. $Qx = b$ where $Q$ is a constant $m \times n$ matrix (with $m>n$), $x$ is a $n \times 1$ vector and $b$ is a $m\times 1$ ...
1
vote
1answer
81 views

Quadratic Forms in Non-Linear Optimization

This is a rather trivial question but I am having a great deal of trouble: Let $f(x) = (1/2)xQx-xb$ and $E(x) = (1/2)(x-x^*)Q(x-x^*)$ then $E(x) = f(x) + (1/2)x^*Qx^*$ where $x,x^*,b$ are vectors ...
3
votes
1answer
32 views

existence of solution of $Ax= \max(b-x,0) $

How do you prove the existence of a solution to the linear system: \begin{equation} Ax= \max(b-x,0) \end{equation} A is an $n\times n$ matrix and $b$ is a vector in $\mathbb{R}^n$. $x$ is the ...
2
votes
1answer
576 views

Prove every local minimum is a global minimum

Let $Q\in\mathbb{R^{dxd}}$ and $A\in\mathbb{R^{d'xd}}$ be two matrixes and $b\in\mathbb{R^d}$, $c\in\mathbb{R^{d'}}$. Suppose $d'\lt d $. For $x\in\mathbb{R^d}$. Minimize $$f(x)= ...
3
votes
1answer
81 views

$P_{1c} = AP$ , $P_{2c} = BP$. How to find $P$? (being that $A$ and $B$ are $3\times 4$ matrices and $P$ is a $4\times 1$ vector)

This problem arose in my stereo vision project. $$ P_{1c} = A*P $$ $$ P_{2c} = B*P $$ where: $P_{1c}$ and $P_{2c}$ are $3\times1$ vectors, $A$ and $B$ are $3 \times 4$ matrices and $P$ is a ...
4
votes
4answers
443 views

Approximate a function over the interval $[0, 1]$ by a polynomial of degree $n$ (or less).

To approximate a function $G$ over the interval $[0,1]$ by a polynomial $P$ of degree $n$ (or less), we minimize the function $f:R^{n+1} \to R$ given by $F(a) = \int_0^1 (G(x) - P_a(x))^2\,dx$, where ...
0
votes
1answer
114 views

Minimization to Maximization doubt in SVM

I came across a lecture on Support Vector Machines and in the lecture they converted a maximization problem into a minimization problem. I am wondering how it was done... $ Max \frac {1}{||x||} $ ...
1
vote
1answer
192 views

Max function on a closed compact convex set.

Consider a closed convex compact subset $\mathbb{S}$ of $\mathbb{R}^N$ while we denote any of its point by $x=[x_1,x_2,\ldots,x_N]^T$. Define the function \begin{align} f(x)=max(x_1,x_2,\ldots,x_N) ...
2
votes
2answers
82 views

A Quadratic Problem (which looks very simple)

This arises as a part of my work. \begin{align} \min_{x^{H}x=1}~&x^{H}A_1x \\ subject~to~&x^{H}A_2x=0 \end{align} $A_1$ and $A_2$ are $N\times N$ hermitian matrices and $x$ is a unit norm ...
1
vote
1answer
160 views

Lagrange method - non-linear system of equations

I have to compute optimal parametres of truncated cone so that its Volume is fixed (lets say it is 1) and its surface is minimal using Lagrange method These are equations desribing my object: ...
0
votes
1answer
63 views

Finding the value which minimises all residuals

I have a series of observations, measurements made at various times $t$. I now need to determine the most likely value of $R$ (distance) using the model below. The guide says I should find the value ...
2
votes
1answer
146 views

Positive values for a set of quadratic forms of Hermitian Matrices. (To find a set of vectors in which a hermitian matrix is positive definite)

Assume all matrices I discuss about are $N \times N$ and the vectors conform with dimensions. Consider the following set of Quadratic inequalities where all the matrices $A_i$ are hermitian. ...
2
votes
1answer
384 views

Nonlinear optimization with rotation matrix constraint

I'm trying to optimize the equation || R - W || = minimum where W is a predetermined 3x3 matrix and R is the 3x3 matrix that I'm trying to optimize, with the ...
1
vote
5answers
244 views

Independence of Rotation Matrix Definitions

I am trying to solve a system of non-linear equations. I know that 9 of my variables put together form a 3x3 rotation matrix $$ A = \left( \begin{matrix} a_{11}& a_{12}& a_{13}\\ a_{21}& ...
1
vote
1answer
83 views

Least squares and (non-)linearity of parameters

I have a question about least squares and about what happens, if the function that we minimize, $E(P)$, is not linear in its parameters $P$. Assume we want to minimize a function (the exact terms are ...
1
vote
0answers
136 views

Nonlinear least squares and polygon area

I found this paper that describes preserving the global area of a polygon given some deformation (section 5): http://www.kunzhou.net/publications/2DShape.pdf I'm trying to do something very similar. ...
0
votes
0answers
99 views

Linear Algebra Simplification Query

Apologies in advance; my linear algebra is not exactly up to scratch, but a program optimisation problem I've come across just feels like theres a better way mathematically rather than ...