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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Underdetermined Equation Optimization

For the equation: $$5X + Y + Z = 600$$ With constraints: $$92 \le X \le 95$$ $$46 \le Y \le 55$$ I want to find a method that will choose values for $X$ and $Y$ such that $\lvert Z\rvert$ is ...
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8 views

How to compute the gradient of the weighted kernel

Let's say $f(X) = \sum_{i,j}A_{i,j}x_i'\cdot x_j $ where $x_i,x_j$ are the i-th, j-th columns of $X$. So what is the gradient $\frac{\partial(f(X))}{\partial{X}}$ ?
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13 views

Constrained optimization with several equality constraints

In maximizing a function of $n$ variables with $m$ equality constraints, it is required that the Jacobian derivative of constraints has full rank at optimal points. Can some one provide me with the ...
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25 views

Lagrange multiplier vs KKT

Suppose task 1: maximize $f(x, y)$ subject to $g(x, y) = 0$ and $h(x,y) = 0$ Suppose task 2: maximize $f(x, y)$ subject to $g(x, y) \geqslant 0$ and $h(x,y) = 0$ According to wiki for the first ...
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1answer
49 views

Why is the Lagrange Multipliers Theorem not working?

Consider the function $h: K \to \mathbb{R}$ where $K := \{x \in \mathbb{R}^3:x,y,z \geq 0, x+2y+3z\leq 6\}$. $h$ is defined as: $$ h(x) = xe^{(x+2y+3z)} $$ Find the supremum and the ...
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22 views

Minimize a convex function over a convex cone

I want to minimize a strictly convex function over a convex cone, where the number of parameter is the same as the sample size. Does the Newton-type algorithm have a global (or local) convergence ...
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12 views

Warm start of simplex algorithm after update of constraint matrix

Assume we found an optimal solution $\mathbf{x}_1$ of the linear program \begin{gather} \max \mathbf{n}^T\mathbf{x}\mbox{ s.t. }A\mathbf{x} \leq \mathbf{b}\tag{1} \end{gather} using the simplex ...
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1answer
14 views

Find maxima and minima of the function

Given: $$f:\mathbb{R}^2 \rightarrow \mathbb{R}, f\left(x,y \right)=-x^4+x^3-3x^2y+3xy^2-y^3$$ Find all points where gradient is equal to zero. Decide whether in those points function has either maxima ...
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6 views

concavity conditions with respect to s for $\Pi \left( s \right)=\underset{x}{\mathop{\max }}\,f\left( s,x(s) \right)$

Here is the function: $\Pi \left( s \right)=\underset{x}{\mathop{\max }}\,f\left( s,x(s) \right)$ I want to find the conditions of showing $\Pi \left( s \right)$ is concave with respect to s at $x^*$ ...
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1answer
27 views

Algorithm for maximizing the overlap between sets of voxel points

I have a problem that I've formulated as follows. Given a finite target set $T$, and a set-generating function $F(x_i) = C_i$ that also produces finite sets, I'd like to find the set $C_i$ that has ...
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0answers
21 views

Submodular function, square of which is also submodular?

A Submodular function $ f:2^E \rightarrow R $ is a function that satisfies the following two equivalent definitions: for every $ S,T\subseteq E: f(S) + f(T) \geq f(S\cup T)+f(S\cap T) $ for every $ ...
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1answer
32 views

convex optimization?

I have a question about the convexity of an optimization problem and its solution. Suppose $f(X)=-tr(A^{T}XA)+tr(X)$, $A$ is any matrix with its dimension "matched" with $X$. The optimization problem ...
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0answers
29 views

Local global minimizers and maximizers

I want to find the local and global minimizers and maximizers of the following two functions. 1) $f(x)=x^2e^{-x^2}$ 2) $f(x)=x+ \sin x $ These are my answers. 1) $f(x)=x^2e^{-x^2}$ ...
2
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1answer
44 views

Find the maximum and minimum of $\sum \limits_{i=1}^n x_i ^3$

Let $x_1,x_2, \dots ,x_n$ be a sequence of integers such that $i) -1\le x_i\le 2$ for $i=1,2,\dots,n$ $ii)x_1+x_2+\dots+x_n=19$ $iii){x_1}^2+{x_2}^2+\dots +{x_n}^2=99$ Determine the minimum and ...
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27 views

Maximum volume inscribed ellipsoid inside nonconvex polyhedron

In Convex Optimization (Boyd, Vandenberghe), an algorithm for finding the maximum volume inscribed ellipsoid inside a convex polyhedron is given on p. 414 (8.4.2 Maximum volume inscribed ellipsoid) [I ...
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32 views

The value of $a$ for which $f(x)=x^3+3(a-7)x^2+3(a^2-9)x-1$ have a positive point of maximum lies in the interval $(a_1,a_2)\cup(a_3,a_4)$

The value of $a$ for which $f(x)=x^3+3(a-7)x^2+3(a^2-9)x-1$ have a positive point of maximum lies in the interval $(a_1,a_2)\cup(a_3,a_4)$.find the value of $a_2+11a_3+70a_4$ I differentiated ...
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1answer
38 views

Find the cosine of the angle at the vertex of an isosceles triangle having the greatest area

Find the cosine of the angle at the vertex of an isosceles triangle having the greatest area for the given constant length $l$ of the median drawn to its lateral side. I tried to solve this ...
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3answers
36 views

An upper bound for a function

I am trying to find an upper bound $b\ge f(x)~\forall x\ge0$ for the following function: $$f(x)=\frac{x}{(w+ux^2)^2},$$ where $w,u>0$ are parameter values. I am interested in the positive domain ...
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15 views

Increasing a singular value [on hold]

Can any one tell me the effect of increasing one singular value (say 10 times ) larger than others.Whether it has any importance in optimization Problems .
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23 views

How to prove $\int_{\Omega} \sum_{i=1}^{N} f_i(x)dx$ is equivilant with $\sum_{i=1}^{N} \int_{\Omega} f_i(x)u_i(x)dx$

I have a 2D image in $\Omega$ space. Assume that the space can be separated into $N$ sub-regions $\Omega_i$ such that $\Omega_i \cap\Omega_j=\emptyset$; $\Omega_i \cup \Omega_j=\Omega, \forall ...
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3answers
22 views

Global Optimization of a well-defined function with gradient information

I try to minimize the function $$ f(x_1, …x_n)=\sum\limits_{i}^n-a_icos(4(x_i-b_i)) +\sum\limits_{ij}^{edge}- cos(4(x_i-x_j)) $$ $$x_i,b_i\in (-\pi, \pi)$$ where $\sum\limits_{ij}^{edge}$ only sums ...
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33 views

minimize smallest eigenvalue

Assume $P_A,P_B$ are probability transition matrices (each element is nonnegative and row sum is 1) and $v$ is probability row vector (each element is nonnegative and sum of elements is 1). How to ...
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34 views

Proving Convergence of a Derivative Free Method

Hopefully this question is on topic for the mathematics community (rather than the statistics) since the optimization method I am using relies on a statistical model. Well I am building an algorithm ...
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1answer
20 views

Condition for guaranteed minimum-rank solution

Consider the following rank minimization problem of a positive semi-definite matrix $X$: \begin{equation*} \begin{aligned} & \underset{X}{\text{minimize }} & & rank(X) \\ ...
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1answer
36 views
+100

simplify/solve nonlinear equations for constrained least squares problem

I am trying to find a simple, ideally closed form formula for the (not necessarily unique) unit vector $\vec{x}$ minimizing total squared cosine distance from a collection of unit vectors $\vec{v_i}$. ...
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2answers
57 views

How to find extrema of $\sqrt{x_1^2 + x^2_2 + x^2_3}$ defined on $\{x \in \mathbb{R}^3 : x_1^2 + 2x^2_2 + 3x^2_3 < 1\}$

I have a function $g: U \to\mathbb{R}$ where $$U :=\{x \in \mathbb{R}^3 : x_1^2 + 2x^2_2 + 3x^2_3 < 1\}$$ and $$g(x) = \sqrt{x_1^2 + x^2_2 + x^2_3}$$ I would like to find out if g(x) has any ...
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1answer
35 views

How to minimise the upper boundary of this weird function?

Let $\{x\}$ denote the fractional part of $x$, which is $\{x\}=x-[x]$. Let $f_{a,b}(x)=\{x+a\}+2\{x+b\}$ and let its range be $\{m_{a,b},M_{a,b})$. Find the minimum value of $M_{a,b}$ as $a$ and ...
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1answer
38 views

How can I find the circumference of a circle using optimization? [on hold]

I need Help ASAP!!!! I have a circular gutter which has a sections of the circle taken out. the total area of the circle is 8600mm^2 and i don't know how to get find the perimeter or circumference of ...
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1answer
15 views

how to interpret local minima of combinatorial optimization

I am having a difficult time trying to interpret and visualize the local minima of a combinatorial optimization objective function. Here's a rough sketch of my problem: I have $m$ points ...
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32 views

How to minimize the following functional? [on hold]

I want to minimize following energy. \begin{align*} E(f,h) &= \int_\Omega Ah + Bf dx \\ \text{subject to }& \lVert f \rVert=1 \end{align*} where $A,B$ is a constant $m\times n$ matrix, ...
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1answer
33 views

Graphical solution (with two variables), solution properties.

(c) infeasibility depends on the constraints; if we look at the graph we can see that (1, 1) is the intersection of constraint (I) and (II), and for this to be infeasible we need t in constraint ...
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7 views

How to optimize a system of equality an $\geqslant $ constraints?

In many cases, for example when we work with probably mass functions We may need to solve a system of this form: $$ max f(\vec{p_1})+g(\vec{p_2}) $$ when there are the obvious constraints of : $$ ...
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98 views

Are these two optimization problems equivalent to each other?

Let $\mathbf{x}=[x_1,\ldots,x_K]^T$. For a fixed vector $\mathbf{a}$, I have the following optimization problem : \begin{array}{rl} \min \limits_{\mathbf{x}} & | \mathbf{a}^T \mathbf{x} | \\ ...
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28 views

Reason for use $L^2$-Norm instead of $L^1$-Norm in Optimization [closed]

In optimization we use $\min\; \Vert Ax-b\Vert_{2}^2$ instead of $\min\; \Vert Ax-b\Vert_{2}$ because second is not differentiable. But I am looking for a clean and mathematical reason for this. And ...
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1answer
16 views

Inspecting a project network

From the given table one can draw the project/activity network above. There are four possible paths: (i) C, B. (ii) C, A, D. (iii) E, D. (iv) G, F, D. The first path's project time is 4+5=9, the ...
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sum of fractional functions optimization problem

Consider the following sum of fractional functions optimization problem $$ \begin{array}{l} \mathop {\min }\limits_{\bf{x}} \,\,\,\sum\limits_{i = 1}^p {\frac{1}{{{\bf{a}}_i^T{\bf{x}} + {b_i}}}} \\ ...
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18 views

Help for solving this optimization problem

Are given $2$ square matrices $M_1$ and $M_2$ of dimension $d \times d$ and two points in a $d$-dimensional space $p_1$ and $p_2$ ($d \times 1$). Now I need to find two other square matrices $X$ and ...
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1answer
45 views

Can a convex function have local maxima?

I have read that a convex function can have local maxima. It seems that this must happen on the boundary of the domain, otherwise there should be a region in which the function is concave. Is this ...
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1answer
32 views

Finding extreme point of a set determined by two planes in $\mathbb R^3$

Problem asks to find a extreme point the set $\{(x,y,z) \mid x-2y \leq 3 , 2y+3z \geq 4 \}$. But I don't think it has a extreme point, because it is intersection of two hyper planes in 3D, which ...
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1answer
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Plotting a convex optimization problem

I have an optimization problem like below: $\text{minimize } - \sum_k w_k \log r_k$ $ a \leq r_k \leq b_k, k = 1, \cdots, 10$ Here, $w $ and $b$ is a set of constant: $w = [w_1, \cdots, w_{10}]$ ...
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21 views

Significance of multiplying by weight

I have been reading optimization problems in communication area where it is a common practice to maximize rate of users as below objective function: $\hspace{28mm} \text{ Maximize } \sum_k w_k \log ...
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1answer
21 views

Is there a binary operator (besides composition) closed under permutations or a notion of a metric space on permutations?

When i say "a binary operator closed under permutations" I mean, given $2$ (finite, same number of elements) permutations $p_1$, $p_2$ , is there an operator "$+$" such that $p_1+p_2=p_3$ ($p_3$ a ...
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1answer
26 views

Optimal partitioning of a planar graph

Consider a planar graph, where each node is associated with a weight. I would like to partition the graph such that the sum of the node weights in each group satisfy a minimum requirement. However, I ...
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finding the shortest distance of a hermitian matrix to a set of hermitian matricies with specific eigenvalues 2-norm

The title is more general, and all that I require is to show an inequality that I already have verified using random matrices in matlab. Let $\lambda_1 \leq ... \leq \lambda$ and $\mu_1 \leq ... \leq ...
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1answer
26 views

Maximizing a convex function under constraints

Consider the following non-convex problem: \begin{equation*} \begin{aligned} & \text{maximize} & & f(X) \\ & \text{subject to} & & f(X)\le b\\ &&& A_kX = c_k, \ ...
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11 views

Distributing resource based on Efficiency

I am trying to form an optimization problem where I have $k$ nodes who transmits packets with rate $x_k$. The objective is to maximize the rate. $\hspace{28mm} \text{ Maximize } \sum_k \log x_k$ ...
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1answer
30 views

Taking Log to find MAXIMIZE summation of variables

I have been reading IEEE papers on communication and in several papers the authors formed objective function like: $\text{Maximize } \sum_k \log r_k $ to maximize the total rate of the system of ...
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3answers
25 views

Minimize given LCM

Find the smallest possible value of $n_1+n_2+\cdots+n_k$ such that $LCM(n_1,n_2,\ldots,n_k)=(2^2)(3^3)(5^5)$. Note that $k$ is not fixed. I know the answer should be $k=3$, $n_1=2^2$, $n_2=3^3$, and ...
4
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2answers
292 views

The longest sequence of numbers with a certain divisibility property

Definition - Denizen A sequence $\lbrace a_k \rbrace$ is a denizen if all of it's members are prime numbers, i.e $a_0, a_1, ... a_n \in \mathbb{P} $; and it satisfies the following condition; ...
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23 views

Is it possible to generate an arbitrary surface, which maps an image onto a point with any distortion we please?

I'm trying to understand if it's possible to write a function (even a discrete, iterative one) that can generate a surface S, which will take an incoming light field of vectors V, and map it onto a ...