Tagged Questions
2
votes
1answer
58 views
Is this linear programming?
I have the following problem and I'd like to know if it is formalizable as a LP program.
(or, more generally, if it is solvable in polynomial time).
Let us fix some terminology first which will ...
0
votes
0answers
9 views
quantifying interaction between variables in an equation
What do I need to measure interaction between variables in a particular equation?
For e.g.
Me just taking 50 grams of protein everyday will help me health wise.
Me just doing exercise for 1 hour ...
2
votes
1answer
29 views
Smooth Reformulation of NonSmooth Constraints
If I have something like :
\begin{align}
\min_x \max_i f_i(x)
\end{align}
I can reformulate this nonsmooth formulation as:
$$\min_x z$$
$$z\geq f_i(x)$$
and I have a smooth formulation of the problem.
...
0
votes
0answers
95 views
Is it possible to linearize the non-linear equation in this linear programming?
Have typed the question is latex format, here it is:
0
votes
1answer
84 views
Solving an optimization problem involving reciprocals
I am trying to solve the following minimization problem, perhaps by getting it into a LP form:
Let $u= [u_1, u_2, ...u_N]^T$ a column vector, and $v=[{1\over u_1}, {1 \over u_2}, ...{1 \over u_N}]^T$ ...
1
vote
1answer
200 views
LP relaxation for ILP\IP (integer linear programming)
I am familiar with LP relaxation for ILP (or IP). Assume we concern with integer minimization problem, which we formalize using ILP; we then relax the ILP into LP and we say that the LP provides a ...
0
votes
0answers
112 views
Can this non-linear optimisation problem be converted to a linear?
I have to minimize the function: $F(x)$
$F(x) = \sum_{i=1}^{M}||x_{i+1} - x_i - K(\frac{x_{i+1} + x_i}{2})||^2 + ||x_1-c_1||^2 + ||x_N-c_2||^2$ , where $x$ is a vector of $N$ scalars, $c$ are ...
3
votes
1answer
95 views
solving linear program with rank constraint?
I have a linear program where the variables are n vectors. Now I'd like to impose an extra constraint that k (k<=n) of the n vectors are linearly independent, or the matrix with the n vectors as ...