Optimization is the process of choosing the "best" value among possible values. They are often formulated as questions on the minimization/maximization of functions, with or without constraints.

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Taking derivate wrt a vector

I'm trying to read through Wiki's description of the Levenberg-Marquardt algorithm. I've taken linear algebra, but I've always been fuzzy about taking derivatives with respect to a vector and just ...
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2answers
25 views

Distance between a plane and set of points

Suppose $m$ data points belonging to a class represented by matrix $A$. Therefore, the size of matrix $A$ is $m\times n$. In addition, suppose $w\cdot x + b=0$ be equation of a plane in ...
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Methods to Minimize Functions and Integrals over $\mathbb{N}$.

In a paper I'm writing, I have to minimize a messy function $f(\mu,n)$ where $\mu \in \mathbb{R}$ and $n \in \mathbb{N}$. That is, given $\mu \in \mathbb{R}$, I need to minimize the one variable ...
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52 views

Is this a game theory problem or optimization problem?

Consider a problem that looks for a $x$ that can make the following problem into some equilibrium state (similar to an equilibrium solution to a min-max problem in game theory) $$ \max_x f(x)$$ $$ ...
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20 views

Shaking a box of rocks (Optimal Packing)

My coworker was telling me that when he plants seeds on his farm, he puts them all in a large container on the tractor and after a period of just driving, the seeds are more densely packed than when ...
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20 views

Maximum of uniform random variable [on hold]

Suppose I want to compute: $\max \{E[2 \min(\theta, I)]-I\}$ where $I$ is the choice variable and $\theta$ is a uniform variable in [0,1]. How should I do it?
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2answers
25 views

Fit polynomial function using experimental data (least squares)

I want to fit the polynomial function $f(x) = \alpha_0 +\alpha_1 x +\alpha_2 x^2 $ using given data such that the errors $y_c-f(x_c)$ are minimized (least squares). Obtained is the experimental ...
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35 views

Finding extrema of function of three variables

So i have to study this function and find out if there are any local or absolute extrema : $ f:\mathbb{R}^3 \rightarrow \mathbb{R} :$ $$ f(x,y,z)=2-\left(z-\sqrt{x^2+y^2}\right)^2 + ...
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32 views

Is this optimization problem feasible and bounded?

A long question with a short answer. In a paper with 100 citation, Robust Support Vector Machine Training via Convex outlier Ablation, a convex relaxation is used. In this paper, a form of robust svm ...
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16 views

Finding limit and maximizer

Let $f(x):=x^\alpha - k \cdot (x+c)^\alpha$, defined for $x>0$, where $k,c>0$ and $0<\alpha<1$. Question: solve $\max_{x>0} f(x)$. Below are my thoughts: Calculate $f'(x) = \alpha ...
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27 views

Expected number of times a set of 10 integers (selected from 1-100) is selected before all 100 are seen

Suppose I have a set of 100 integers. I randomly choose 10 of those, make a note of which ones I selected, and repeat the process. What is the expected number of times this process must be repeated ...
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69 views

Optimal allocation in network

Given a network (N,g). We want to analyse specializaton matters. Nodes are individuals, and they can product goods and services just like in our usual economy. Individuals can be consumers too. This ...
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1answer
34 views

prove $\max \mathbf{a}^T \mathbf{b}_i \leq \mathbf{a}^T \mathbf{c}_i$

Can I prove the following (with or without assumptions, e.g. all the elements in $\mathbf{a}$ or $\mathbf{b}$ are positive? $\max \mathbf{a}^T \mathbf{b}_i \leq \mathbf{a}^T \mathbf{c}_i$ where ...
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15 views

Is it possible to prove $\arg\min_a f(\max(\mathbf{a}^T\mathbf{b}_i)) = \arg\min_a f(\mathbf{a}^T\max(\mathbf{b}_i))$

I have the following optimization problem, $ \arg\min_\mathbf{a} f(\max(\mathbf{a}^T\mathbf{b}_i))\;\; i=1, \dots ,N$ where $\mathbf{a}$ and $\mathbf{b}_i$ are vectors of dimension $d$. Let $B = ...
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22 views

Graph Theory: Find optimal subgraph that contains a certain node and a fixed number of nodes

I have a connected graph $G$ and a real-valued function $f$ on sub-graphs $G' \subseteq G$. Given a node $n \in G$ and a positive integer $s$, I am looking for the connected subgraph $G' \subseteq G$ ...
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11 views

Optimization on SE(3) with matrix logarithm

I am trying to optimize the following equation on manifold SE(3). $$Z(e^{\epsilon}) = \text{logm}{((e^{\epsilon}X)^{-1}W^{-1}e^{\epsilon}XY)}$$ Note that $W, X, Y, e^{\epsilon} \in SE(3)$ and $W, X, ...
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1answer
11 views

Linear objective with quadratic constraints

I have the problem $$ \text{maximize } f= c^Tx \\ \text{subject to } x^T Q x \leq 1 \\ x,c \in \mathbb{R}^n \text{ , } Q \in \mathbb{R}^{n \times n} $$ and $ Q $ is additionally symmetric positive ...
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22 views

Regression linearization to apply Gauss-Newton

I want to try and use Gauss-Newton in order to estimate a solution to the regression problem with normalizing factor $$\min_{x \in \mathbb{R}^n}: \|y - Ax\|_2^2 + \lambda\|x\|_1.$$ To do this, I have ...
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1answer
45 views

Find vector that maximizes $f(x) = 2x_1^2+2x_2^2-x_3^3+2x_1x_2$

Find the vector with $||x||^2=x^Tx=1$ that maximizes the following function. $f(x) = 2x_1^2+2x_2^2-x_3^3+2x_1x_2$ I have rewritten the quadratic form as $f(x) = \frac{1}{2}x^T \begin{bmatrix} ...
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49 views

Optimize for happiness and equality

I'm trying to solve an optimization problem: There are $N$ students who can choose to enroll into $C$ courses, each of them has a set of 3 preferences $P = \{c_1, c_2, c_3\}$ about the courses they ...
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53 views

Upperbound for $\sum_{i=1}^n\frac{1}{x_i^2}$?

Suppose that $x_i>0$, $i=1,\ldots,n$. I'm looking for an upperbound (doesn't have to be particularly tight) of $\sum_{i=1}^n\frac{1}{x_i^2}$ in terms of some symmetric function of ...
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16 views

Sequential information discovery in minimum number of steps when some items have information about other items

There are N items, say three: call them A B and C. For each item, there is an associated bit (0 or 1) and there is a prior probability that the bit is 1, call them p(A), p(B) and p(C). There is some ...
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19 views

Why does minimizing $H[f] =\sum^{N}_{i=1}(y_i-f(x_i))^2+\lambda \| Pf \|^2 $ leads to solution of the form $ f(x) =\sum^N_{i=1}c_iG(x; x_i)+p(x)$?

I was reading the following paper of dimensionality reduction (1) and also one on theory of networks for approximations and learning (2) and was trying to understand how the regularization problem ...
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17 views

Integer problem to minimize cuttings

A company has to make 4 items in the given quantities. item1 =4 item 2=2 item3=1 item 4=1 Te surfaces has to be covered in plywood.The company has got 3 ...
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1answer
62 views

Folding a paper such that the size of one sides be as minimum as possible?

Suppose that we have an A4 paper like this: How to fold this paper such that the bottom-right corner overlap the left edge of the paper and that the size of AB side be as minimum as possible. It ...
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6 views

Complexity of the Dinic, Malhotra, Kumar and Maheshwari (DMKM) method

I'm asked to prove that the complexity of the DMKM method is $\mathcal{O}(m\cdot n^{\frac23})$ if all capacities in a network are equal to 1. I have no clue where to start, can anyone give me a hint? ...
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11 views

How to obtain the minimizer parameter $\lambda$ for this computational complexity?

I'm trying to read a certain text, where they reach a computational complexity depending on scalars $a,b,c$ and a parameter $\lambda >0$ $$ O\left(\left\lceil\sqrt{\lambda a + \lambda^2 b^2} ...
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1answer
30 views

Global Optimization, symmetric solutions

Does anyone have the idea to solve the global multivariate minimization problem as below? $$\text{minimizes}\quad (x_1x_2x_3+x_1x_4x_5+x_1x_6x_7+x_2x_4x_6+x_2x_5x_7+x_3x_4x_7)-(x_1+x_2+x_4+x_7) \\ ...
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27 views

The solution of $\min_x \max_{1\leq r \leq N} \left|\frac{\sin rMx}{\sin rx}\right|$

I am looking for the solution of $$\min_x \max_{1\leq r \leq N} \left|\frac{\sin rMx}{\sin rx}\right|$$ where $M < N$ are integers and $x \in \mathbb{R}^+$. For $M = 4, N = 6$, $f_{r,M}(x) ...
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1answer
14 views

Optimisation/ operational research problem classifciation

Hello I am new to operational research and would like help classify the following transport problem. I have a model which simulates a taxi like service, it a has a range of inputs that can be changed ...
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11 views

Optimizing a multivariate quadratic fn

Let D$\in \mathbb{R}^{m\times n}$, where m$\geq$n & D is full column rank. I'd like to find $\sup_{x\in \mathbb{R}^m}$f(x), where f(x):=$\frac{-1}{2}x^T DD^T x+c^T x$. I know the answer is: ...
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2answers
79 views

Convex Optimization Closed Form Solution

I'm currently studying for my exame in convex optimization. It covers problem formulation, first and second order conditions of optimality, unconstrained optimization, constrained optimization with ...
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41 views

Convergence of sequence as $O(1/n)$ using damped iterations

I am trying to understand the argument for convergence here (page 16) for damped iterations of non-expansive maps. Say we have a sequence $\{x^n\}_{n=0}^{\infty}$ that is generated as $x^n = \theta ...
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32 views

Convergence of continuation scheme for fixed-point via homotopy

Let $f:\mathbb{R}^n \rightarrow \mathbb{R}^n$ be a non-expansive map, i.e. $$\|f(x) - f(y)\| \leq \|x - y\|$$ for all $x,y\in\mathbb{R}^n$. Further, assume $f$ has at least one fixed-point $x^\star$. ...
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42 views

Maxima and Minima of Functions of Two Variables $ f(x,y) = e^{x+y^2}\cdot y $ and $ f(x,y) = e^{x^2-y^2}\cdot y $

I'm having trouble finding the local minimum and maximum of the next functions: $$1. f(x,y) = e^{x+y^2} \cdot y $$ $ f_x'= (e^{x+y^2}\cdot y) ; $ $ f_y'= (e^{x+y^2}(1+2y^2)) $ $$ 2. f(x,y) = ...
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23 views

Pontryagin's Maximum Principle as a sufficient condition?

It is know that Pontryagin's maximum principle provides in general only a necessary condition in the following sense: The ODE system which is known to be solved by the optimal control may have ...
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3answers
42 views

Shortest distance from a point

Find the shortest distance from the point $(0,b)$ to the parabola $y=x^2+8$. Express your answer in terms of $b$. (Comment: If $b \le \frac{33}{4}$ then the answer is just $|b|$, so assume that $b ...
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1answer
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Extrema function of two variables problem

A rectangular box with a square base is to be constructed from material that costs 9 dollars per $ft^2$ for the bottom, 7 dollars per $ft^2$ for the top, and 4 dollars per $ft^2$ for the sides. Find ...
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1answer
46 views

How to find the minimum of $f(a_1, b_1, \ldots , a_m, b_m) = \sum_{j=1}^{n} (y_j - \sum_{k=1}^{m} a_kx_j^{b_k})^2$?

$$f(a_1, b_1, \ldots , a_m, b_m) = \sum_{j=1}^{n} (y_j - \sum_{k=1}^m a_kx_j^{b_k})^2$$ $$2m < n$$ $x$ and $y$ are constants, and $a$ and $b$ are variables to find. I took deviation out of it and ...
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1answer
23 views

Gradient of a sum of indicators

Say I have a function $\mathbb R^n \rightarrow \mathbb R$: $$f(w_1,\ldots,w_n) = n^-\sum_{i\in I^-}w_ix_i$$ with fixed $x_i\in\mathbb R$ (data), $I^-$ the set of indexes with negative sum operands ...
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1answer
14 views

Can a function be both lower (but not upper) semicontinuous and convex?

Is it possible to construct such an example? For example, can a discontinuous function $f : \mathbf{R} \rightarrow \mathbf{R}$ be also convex?
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1answer
35 views

Dynamic programming recursion

In a book by Wayne Winston for operations research I found this question. Here's how I did it: Let $t$ be the no.of subjects to pass and let h be the no.of hours she has in hand for studying. ...
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Significance of lower semicontinuity in (non-)convex optimisation

In the context of (non-)convex optimisation, what is the reason behind requiring that the objective function be lower semicontinuous? From what I understand, 1) a function is continuous iff it is both ...
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49 views

The maximum of a functional

Is the following statement true or false? $$ \max F \left( \theta \right)= \int_{\rho_{min}}^{\rho_{max}} g \left( \rho \right)\pi\left(\rho,\widehat{\theta \left( \rho \right)} \right)d\rho$$ ...
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1answer
34 views

optimization of normalized quadratic function

I'm a computer science student. Please I need a help in solving a constrained normalized quadratic function. I'm familiar with solving quadratic constrained optimization function with matlab by ...
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2answers
65 views

Best approximation and an inequality

Let $H$ be a Hilbert space. Let $E\subset H$ and $x\notin E$. Suppose that there exists $y^*\in E$ such that $$\|x-y^*\|=\min_{y\in E}\|x-y\|$$ (i.e., $y^*$ is the best approximant of $x$). I hope ...
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19 views

How to efficiently select a subset of elements that maximizes a certain property? (entropy)

I need to select $k$ elements from a pool containing a much larger number $N$ of elements. The selection must be done in a way that a function $h(\{z_{i_1},\ldots,z_{i_k}\})$ is maximized or ...
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1answer
17 views

Double integral of a product in calculus of variations

Let's say I have an integral of the form $$ V(u) = \iint\limits_{[0,T]^2}f(x,y)u(x)u(y)\mathrm dx\mathrm dy $$ which I would like to optimize over smooth functions $u$. For the variation I get $$ ...
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3answers
26 views

Extrema Function of $2$ variables [on hold]

I do not know how to set this problem up. Any insight as to how to get the equation would be great. It is John's birthday and his parents want to make him a cake in the shape of a rectangular box. ...
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21 views

Multivariable gradient descent with approximation of gradinet

This is not a statistics problem I have a vector $$X=[x_1,...,x_{10}]$$ and a cost function $$y=F(X)$$ and my aim in to find the best $X$ to minimize the cost function. It is impossible to ...