A non-linear optimization problem includes an objective function (to be minimized or maximized) and some number of equality and/or inequality constraints where the objective or some of the constraints are non-linear. Use this tag for questions related to the theory of solving such problems or for ...

learn more… | top users | synonyms

1
vote
0answers
70 views

Formulating square packing as a form of optimization

I was looking at square packing problem which is defined as: Given a number N... Find the smallest square that can pack N unit squares Each square can be associated with a 3 dimensional point ...
1
vote
2answers
33 views

how do i find $\max\{x+z\}$ and $\max\{1+y^2\}$ where ?$x\ge0 $,$ y\ge0$,$ z\ge0$ and$xy+xz+yz=1 $

how compute $\max\{x+z\}$ and $\max\{1+y^2\}$? such that $x$,$y$,$z$ satisfied $$\begin{cases} xy+xz+yz=1 & \\ x\ge0 \\ y\ge0\\ z\ge0\\ \end{cases} $$ i face with this problem when i try ...
1
vote
1answer
162 views

Gradient descent/ nonlinear optimization intuition needed

all. I'm taking an introductory AI class, and we're using the gradient descent algorithm to find the optimized/ lowest cost of a set of thetas (variable coefficients) to best fit a regression line. In ...
4
votes
3answers
102 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 $m\times 1$ ...
2
votes
2answers
1k views

How can I solve Lagrange multiplier equation with multi constraints?

This site is really awesome. :) I hope that we can share our ideas through this site! I have an equation as below, $$ min \ \ w^HRw \ \ subject \ \ to \ \ w^HR_aw=J_a, \ w^HR_bw=J_b$$ If there is ...
0
votes
2answers
149 views

Fastest Algorithm for NLP with linear constraints

I have an minimization problem of the following form: (Im not a mathematician, i come from the programming side, so excuse me if i have not the perfect standard of writing the formulas) $Z(x) = ...
1
vote
2answers
907 views

Solve the Lagrangian dual problem

Consider the (non-linear) optimization problem ($P$) $$max \quad3x_1 + 4x_2$$ $$s.t. \quad x_1^2 + x_2^2 \leq 25$$ $$ \quad x_1,x_2 \geq 0$$ Solve the Lagrangian dual problem. I ...
0
votes
0answers
81 views

Optimization problem - maximizing number of satisfied linear inequalities subject to quadratic constraint

I am wondering if anything is known about optimization problems of the following type. Our control $x$ is a unit vector in $\mathbb{R}^n$. We are given a finite number of linear inequalities $$A z ...
2
votes
1answer
80 views

Formulate the Langrangian function of a non-linear optimization problem and solve it for $y\geq0$

Consider the (non-linear) optimization problem ($P$) $$max \quad3x_1 + 4x_2$$ $$s.t. \quad x_1^2 + x_2^2 \leq 25$$ $$ \quad x_1,x_2 \geq 0$$ Formulate the Lagrangian function ...
6
votes
1answer
211 views

Is duality theory in optimization as useful as it seems?

I have been reading a lot about nonlinear optimization and duality, and it seems that duality theory is extremely useful. I feel that I am missing some of the negative aspects/difficulties associated ...
3
votes
0answers
87 views

Solver for sparse linearly-constrained non-linear least-squares

Reposted from stackoverflow on the advice of Nick Rosencrantz: Are there any algorithms or solvers for solving non-linear least-squares problems where the jacobian is known to always be sparse, and ...
0
votes
0answers
102 views

an upper semi-continuous semi-strictly quasi-concave function

May you help me? I was confused that why "an upper semi-continuous semi-strictly quasi-concave function is quasi-concave". If there is a picture,it may be better. I really need your help ~ Thank ...
1
vote
2answers
211 views

How to draw a fixed length curve?

Is it possible to draw a curve with some specified length between two points? I'm considering damped sines like WolframAlpha or Bezier curves.
1
vote
1answer
378 views

Cost minimization problem

The problem is as follows: A firm uses $k$ units of capital and $l$ units of labor to produce $(k^{\alpha}l^{1-\alpha})^{1/\beta}$ units of output, where $\alpha$ and $\beta$ satisfying $0 < ...
1
vote
2answers
429 views

Convex Optimization of quadratic function with inequality constraints

How would I solve the following problem? $$\min_{x\in\mathbb{R}^n} x^T A x$$ subject to the constraints $$x_i\geq 1,\,i=1,\dots,n,$$ where A is positive semidefinite and symmetric. Is it possible to ...
0
votes
1answer
368 views

Positive semidefinite Matrix examples query

This might be really dumb question but I've just started dealing with such matrices. I would like to know why $$\begin{bmatrix} 0 & 1 \\ 1 & x \end{bmatrix}$$ cannot be a positive semidefinite ...
3
votes
0answers
83 views

System of many non-linear (quadratic) first order O.D.E. (numerical strategy or simplification)

I have a large system (N>100) of equations $\frac{d\vec{P}}{dt}= A(t) + B(t) \vec{P} + \vec{P}^T C(t) \vec{P}$ where $\vec{P}$ is a vector of N functions of the variable t. What is the correct ...
0
votes
1answer
73 views

KKT formulation

How to reformulate the following problem $$min \frac{1}{2} (x_1-a_1)^2+ \frac{1}{2} (x_2-a_2)^2$$ $$s.t. \mathbf{1}^Tx=1$$ $$ ||x||_2\leq2$$ as the following system of KKT conditions: $$(1 + ...
2
votes
0answers
78 views

Nonlinear optimization of constraint parameter - subdifferential?

Disclaimer: I discovered that the FAQ suggests to post research-level to mathoverflow instead of math.stackexchange. I "moved" the question accordingly, cp. post at mathoverflow. Sorry for the ...
2
votes
2answers
692 views

Classifying local behavior of fixed points using eigenvalues from linear stability analysis of 3D system

I've learned about classification of fixed points of 2D systems using linear stability analysis and I am wondering how if at all I can apply the same process to analyzing local behavior of fixed ...
0
votes
1answer
44 views

Non-Linear Programming: Max. $(a-\alpha)Q -(b-\beta)Q^2$ subject to $Q\geq 0$

I am required to work on the following optimization problem: Max. $(a-\alpha)Q -(b-\beta)Q^2$ subject to $Q\geq 0$ How do I do so? My FOC is $(a-\alpha) -2(b-\beta)Q-\lambda(-Q)=0$ and ...
1
vote
3answers
242 views

What is the dual of this optimization problem?

Consider the points $x_1, \ldots, x_N \in \mathbb{R}^n$, and a (locally bounded, convex) function $f: \mathbb{R}^n \rightarrow \mathbb{R}$. I am looking for the dual of the following optimization ...
0
votes
1answer
129 views

Gateaux derivative

I have the following definition of Gateaux differentiability $f$ is Gateaux differentiable at $x_0$ if there is a continuous and linear operator $T$ so that $$ \lim_{t \rightarrow ...
3
votes
1answer
202 views

Linear stability analysis on a constrained three-dimensional system of ODE

Let $\begin{cases} \dot x = f({\bf u}) \\ \dot y = g({\bf u}) \\ \dot z = h({\bf u})\end{cases}$ be a well-defined nonlinear system with ${\bf u} = (x,y,z)$ and restricted to domain $x,y,z \geq 0$. ...
1
vote
0answers
108 views

Formulation of a problem as semidefinite programming

I would appreciate some help with this problem: $R$ is a positive semidefinite matrix $\in{R}^{n\times n}$, $A \in{R}^{n\times m}$. I need to formulate this optimization problem as semidefinite ...
2
votes
1answer
133 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 ...
2
votes
0answers
423 views

SDP relaxation of non-convex QCQP and duality gap

Short version Is there a duality gap between a QCQP problem and the SDP problem obtained through lagrangian relaxation? A paper I'm studying is using this fact, but I cannot achieve the authors' ...
1
vote
1answer
102 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 ...
1
vote
0answers
40 views

Sequential problem for n=1, non linear regression

I am trying to understand an example in my stats course notes, the example relates to calculating the best value for the next experiment. The function of the line is very simple: $$ln(Y_i) = ...
5
votes
0answers
210 views

I need help about some compactness arguments

I need help to find some compact sets for my engineering problem. Through this page I learned quite much about it however since I have neither read a book yet nor have an experience I am not able to ...
2
votes
1answer
790 views

Python numerical solution for a nonlinear second order ODE with two boundary conditions

I want to solve numerical the next equation, in Python $$u''(x) = \left( a - \Big(b\big(u(x)^{2}\big)\Big) \right) \big(u'(x)\big)^{3}$$ it is a nonlinear second order $ODE$ with two $B.C$. ...
0
votes
2answers
55 views

How do I derivate a function in the Norm?

I have a funtion $$f(x) = \frac12\|G(x)\|_2^2$$ where $G(x): \mathbb R^n \rightarrow \mathbb R^n$ is a twice continuous differentiable funtion. I want to determine $\nabla f(x)$ in terms of $G(x)$ ...
0
votes
2answers
81 views

Anyone saw this interesting function before?

Say $\theta\in\Re^n$ and $\theta_i\in(0,1)$ for all $i$. Define $$ f(\theta) = \frac{1}{n}\sum_i^n\{(1-\theta_i)\log(1-\theta_i)+\theta_i\log\theta_i\} $$ It is easy to see the minimizer of ...
0
votes
1answer
973 views

Rate of Convergence for Gradient Descent (Example)

I am trying to determine the rate of convergence for $f(x,y) = 5x^2 + 5y^2 − xy − 11x + 11y$. Would anyone be able to provide guidance as to how I might go about doing this? Should I select my own ...
0
votes
1answer
222 views

Nonlinear method to solve an equation with the error function in it

My question is to find a method to solve the following non-linear equation. I know it should be an iterative method, but I don't know what would be the best method to use. Any help is highly ...
0
votes
0answers
62 views

Minimum of some functions

Denote $U=\{(x_1,x_2,...,x_n):0<x_j<1 (1\leq j\leq n),\sum_{j=1}^nx_j=1\}$. Let $f_i=f_i(x_1,x_2,...,x_n)$ ($1\leq i\leq n-1$) be $n-1$ real functions which satisfy: ...
0
votes
1answer
61 views

Distributed Robust Optimization

Consider the following constrained optimization problem $\mathcal{P}$. $$ \min_{x \in X \subseteq \mathbb{R}^n} f(x) \ \text{sub. to: } g(x,y) \leq 0 \ \forall y \in Y \subseteq \mathbb{R}^m $$ ...
1
vote
1answer
107 views

Distance between a point to a $2d$ ellipse in $3d$ ambient space

Suppose we are working in the 3D Euclidean space. We are given an arbitrary point $p$ and a 2d ellipse: $$E=\{x:x^TQx\leq1,x^Tq=0\},$$ where $Q$ is a positive definite matrix and $q$ is an ...
2
votes
0answers
54 views

Linearization of a dynamic system, $\small 10 \frac{d^2 y}{dt^2} + \frac{d y}{dt} = u^2(t) $

I have a dynamic system, with in signal u and out signal y. The system is described with the following differential equation $$ 10 \frac{d^2 y}{dt^2} + \frac{d y}{dt} = u^2(t) $$ The task is to ...
0
votes
1answer
349 views

Lipschitz constant for optimization of multivariate function

I intend to implement an optimization algorithm which requires the computation of the Lipschitz constant. My function is a multivariate function with more than 50 variables. I am wondering whether ...
3
votes
1answer
721 views

Lagrange Multipliers for Function Spaces

For some constant $A > 1$ I am trying to solve the constrained minimization problem minimize $F(u)$ in $C$ subject to $H(u) = 0$. Here $F(u) = \int -u dx$ and $H(u) = \int \sqrt{1 + (u')^2} dx - ...
3
votes
1answer
33 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
2answers
159 views

optimality of quadratic programming problems

Suppose we have a general quadratic programming problem: \begin{align} \min_{x}\,\,&c^Tx+\frac{1}{2}x^TQx,\\ \mbox{s.t.}\,\,& Ax=b,\\ &x\geq0, \end{align} where $Q$ is positive ...
2
votes
1answer
289 views

Sion's minimax theorem

Sion's minimax theorem is stated as: Let $X$ be a compact convex subset of a linear topological space and $Y$ a convex subset of a linear topological space. Let $f$ be a real-valued function on ...
2
votes
0answers
42 views

Convex formulation of a nearly convex optimization problem

The following problem has come up in my studies of logarithmic norms. I wish to find $\mu \in \mathbb{R}$ and a positive semidefinite $B$ so as to minimize the convex function $c \mu - \log\det(B)$ ...
6
votes
3answers
700 views

Finding good approximation for $x^{1/2.4}$

I would like to a good (8 bits accuracy) approximation for $x^{1/2.4}$ in the range $[0, 1]$. This transform is used for converting linear intensities to SRGB compressed values, so it's important that ...
2
votes
1answer
448 views

Numerical/artifical damping in forward Euler?

I'm testing a code to find periodic solutions of nonlinear structural vibrating systems by solving a global time-discretized periodic system of equations. I am using a forward Euler (first order ...
1
vote
2answers
385 views

Maximize the product of linear functions

Suppose $f(x,y) = \prod_{i=1}^n (a_ix+b_iy)$ where $n$ is a constant larger than 500, and $a_i>0$, $b_i>0$ are known coefficient. There is only one global maximum. What's the most efficient ...
0
votes
1answer
84 views

Nonlinear Systems- L2 stability analysis

I hope you are having a good day. I am working on a homework and I was looking for some help. Can anyone please help me with the next step to prove whether the L-2 stability of the system and the ...
1
vote
1answer
207 views

Check Kuhn-Tucker conditions

How to check if $(0,1)$ point is the solution of this optimization problem using Kuhn-Tucker Theorem. Find the min of $e^{x_1-x_2}-x_1-x_2$ where $x_1+x_2\le1,\ x_1\ge 0,\ x_2\ge0$ I am thinking ...