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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Finding an Extermal of Hard Examples?

Who Can show me the calculation for solving extermal for $$\int_0^1 (x^2+ \dot {x}^2+2xe^t) dt \quad \text{ with }\quad x(0)=0,\;x(1)=free.$$ My TA say a short answer and I Couldn't reach to ...
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9 views

matlab code for inexact PRP method for symmetric nonlinear equations [on hold]

pls how will write bactracking line search code in the paper inexact PRP method for symmetric nonlinear equations. pls help me with the codes
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13 views

Book on duallity and sensitivity in nonlinear optimization

I am looking for a recommended book on duallity and sensitivity in nonlinear optimization, as duallity and sensitivity is a well studied topic in LP , I am struggeling to find books in this subject ...
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16 views

Continuity of optimisation problem

Consider $$F(z)=\min ae^{-x}+b e^{-y} s.t. x\ge 0, y\ge 0\text{ and } x+y=z$$ I checked if this function is continuous, but it is not at $z=0$. $F(z)=2\sqrt{ab}e^{-z/2}$ when $z\ne 0$, and ...
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1answer
18 views

Convergence rate - Convex optimization

What is the best known algorithm in terms of convergence rate for unconstrained convex optimization and under what assumptions? $\min_{x} f(x)$ where $f(x)$ is a given twice differentiable convex ...
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1answer
32 views

How can I optimize a multi-variable expression with a constant target.

I would like to know what methods are applied for optimizing multi-variable expressions with a defined target. I have a specific example I need help with, but I would like to be pointed into the ...
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8 views

Maximize a concave function under nonconvex constraints

I have to maximize the rate, which is a concave function, under certain constraints, where one of them is not convex; My optimization problem is: $\max_{\mathbf{P}_{2,n}} \frac{B}{L} \sum_{k=1}^L ...
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52 views

Finding $ \max_{x \in [2,4]} \left| 2 x \cos(2 x) - (x - 2)^{2} \right| $.

This is a problem taken from Burden’s and Faires’ Numerical Analysis. Define $ f: \Bbb{R} \to \Bbb{R} $ by $$ \forall x \in \Bbb{R}: \quad f(x) \stackrel{\text{df}}{=} 2 x \cos(2 x) - (x - 2)^{2}. $$ ...
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19 views

Multiple constraints optimization problem in matlab

How can I solve an optimization problem with multiple constraints in matlab? I am trying to solve for: ...
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1answer
15 views

How do I know that method of steepest descent works?

Here is the definition of the method of steepest descent given in the book "The mathematics of nonlinear programming" by Peressini. Suppose $f(x)$ is a function with continuous partial derivatives on ...
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1answer
44 views

finding extermal on old exam questions? [on hold]

I ran into a question that wants to find Extermal of following function: $$\int_0^2 \frac{ \dot{x}^2}{x^3} dt \quad \text{ with }\quad x(0)=1,\;x(2)=4$$ who can help me how we can solve this old ...
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10 views

Maximize the intersection over union of oriented rectangles

I have an oriented rectangle in the form region=(x1,y1, ..., x4, y4) I want to know which is the axis-aligned rectangle with the same center that maximize the intersection over union of the areas of ...
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12 views

l1 Quadratic Programming

Within a SQP- algorithm it can happen that the constraints of the quadratic sub- problems are infeasible. In order to overcome this infeasibilities, a l1 penalty method can be used according to ...
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14 views

Formulate a solvable optimization problem

I am trying to solve an optimization problem which could be temporarily formulated as follows, Objective: $\min \quad c_0(1-x_1)x_2x_3(1-x_4) + c_1x_1x_2(1-x_3)x_4 + c_2x_1(1-x_2)x_3(1-x_4)$ ...
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11 views

gradient descent to solve binary non linear optimization problem [on hold]

I am trying to code a solution for an optimization problem that has binary matrix which has to be optimized,since the problem is not convex and has binary variables,i am finding it hard to solve ...
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1answer
38 views

Which optimization class does the following problem falls into (LP, MIP, CP..) and which solver to use

I have the following optimization problem. I want to solve it using a computer solver. But I am not sure which problem class it falls into or which solver to use. Problem: There is a set of objects ...
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5 views

Minimizing wasted assignment of attributes to a person by optimising profiles and assigning them to each person

My maths is poor in this area but I'll try to be specific. I can solve this with brute force over the possible solution space but I'm wondering if I am ignorant of an algorithm, theory or approach ...
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1answer
12 views

Solution of the LP relaxation - always round to the nearest integer?

If an optimal solution to the LP relaxation of an IP is not integer, can we always get a feasible IP solution by rounding it to the nearest integer? Or can we generalize this process by saying, if we ...
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13 views

Maximally distant orthogonal matrices

I would like to construct a set of $k$ orthogonal matrices in $\mathbb{R}^{n \times n}$ with maximal summed pairwise distance (in terms of L2 operator norm). Any ideas? I am thinking of just doing ...
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14 views

connection among big-M, Lagrangian, Pentalty Method, and Augmented Lagrangian

In the context of solving linear programs, the big-M method refers to adding additional variables to the problem such that there is, as far as I understand it, a trivial basic feasible solution. In ...
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10 views

Heuristics for streaming data matching [migrated]

I have an index composed by thousands of documents. Slightly modified copies of those documents are sent to my application in small chunks, and I need to check, from those chunks, which document has ...
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11 views

Pseudoinverse with positive solutions

I'm not a mathematician but the engineering problem I'm considering is more of a mathematical question, that's why I post it here: Consider the matrices $M$ ($n \times 1$), $T$ ($n \times m$) and $F ...
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24 views

Implementation of Lagrange Multiplier to solve constrained optimization problem.

I'm trying to solve an optimization problem. I have a list of around 4000 geo coordinates data, and I want to cluster them into 30 groups based on the distance, so that the closer properties belongs ...
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36 views

Finding maxima of a 3-variable function.

Let $x,y,z$ be positive real number satisfy $x+y+z=3$ Find the maximum value of $P=\frac{2}{3+xy+yz+zx}+(\frac{xyz}{(x+1)(y+1)(z+1)})^\frac{1}{3}$
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176 views

Twilight Zelda Guardian Puzzle : Shortest Path Proof

I'm playing a video game right now and in it is a puzzle (see here). There are solutions to solving it (see here) on the Internet, but I'd like to know if this path is the shortest path (least amount ...
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3answers
47 views

Finding the absolute maximum of the following 3d function

$ f(x,y) = \frac{(\lambda_1x+\lambda_2y+\lambda_3)^2}{x^2+y^2+1} $ I know that the function looks like some deformed dorito chip depending on the lambda values. That is about as far as I've gotten. ...
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What is an inner-outer iteration?

Inner-outer iterations are used in papers, for finding a stationary point of a system or in optimization. It is not clear, what is called an inner-outer loop though? Is it a nested loop where the ...
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Maximin optimization problem

I need to solve the following problem : Max.[ Min F(x,y ) ] where maximization is with respect to linear x , and minimization is with respect to non-linear y . The original problem had 6 ...
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16 views

Hierarchical Linear Programming

I am stuck with the following problem from research. For each time, $t$, I get a new data point $x_t$ and the current optimum value is a function of $\{x_t:t=1,2,\dots,T\}$ obtained by solving a LP. ...
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Minimising the surface area of a rectangular prism [Solution Verification]

A packaging company is going to make open topped boxes, with square bases that hold $100$ centimetres$^3$. What are the dimensions of the box that can be built with the least material?
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21 views

Find out the optimization type

I am formulating a problem and intend to solve it by optimization. Here is the current result: *Objective:*$\quad\min\quad c + f_1(x)x_1 + f_2(x)x_2$ Constraint: $\quad ax_1 + bx_2 <= d$ where ...
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Find the maximum value of $x^{\alpha}y^{\beta}$ subject to the constraints $x+2y \le 2$ and $x > 0$ and $y > 0$.

The Statement of the Problem: Given real numbers $\alpha > 0$, $\beta > 0$, $\alpha + \beta \le 1$, find the maximum value of $x^{\alpha}y^{\beta}$ subject to the constraints $x+2y \le 2$ and ...
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17 views

Heuristic Optimization

I am working on a project with the NMF and additional cost terms. Therefor I am looking for an optimal weight factor for the cost terms to maximize the result. Because it is NP-hard and needs some ...
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21 views

Feasible solution with positive $m+1$ components

Can anyone give me a suggestion? Let \begin{equation} \min \hspace{0.3cm} \{c^Tx: \text{ s.t. } Ax = b, x \geq 0 \} \end{equation} Suppose that $x$ is a feasible solution to the previous LP, with ...
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2answers
29 views

To show $f(x)$ has ONLY one Max in $x\in[0,1]$

I have function $$f(x)=\left(\frac{1-x}{2-x}\right)x^{p-1}~\text{where}~p>1;~x\in[0,1]$$ I want to show that $f(x)$ has ONLY one maximum in $x\in[0,1]$. I get the second derivative as ...
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How find this minimum

Help me! Let $x,y,z\ge0$ such that: $xy+yz+zx=1$. Find the minimum value of: $A=\dfrac{1}{x^2+y^2}+\dfrac{1}{y^2+z^2}+\dfrac{1}{z^2+x^2}+\dfrac{5}{2}(x+1)(y+1)(z+1)$ I found minimum value of $A$ ...
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27 views

Max-Min optimization problem with $N$ entries

I want to find the optimal $x$, say $x^*$, which maximizes the minimum of $N$ entries as given below: \begin{equation} \begin{split} &\max_{x}~\min ...
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1answer
24 views

Augmented Lagrangian Method for Inequality Constraints

Augmented Lagrangian Method can be used with inequality constraints. The question is how. One approach (according to Numerical Optimization Book by Nocedal and Wright; page 522), is linearly ...
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1answer
42 views

Minimum Volume of a circular, right cone, with a sphere inscribed in it.

Question: A sphere of radius $r$ is inscribed in a circular, right cone. What is the minimum radius and height of the circular cone? (Thus, volume) Because the answer would specifically ...
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1answer
75 views

No clear analytic method to prove unique maximum? ($2^{-x}+2^{-1/x}$)

Prove that $f(x) = 2^{-x}+2^{-1/x}$ has the unique local maximum $(1,1)$ for $x>0$. Do not use computer software. Proving that $(1,1)$ is a maximum is easy, but I'm having trouble with the ...
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24 views

How to prove a solution is indeed a constrained minimum?

I'm reading the following example on Heath's Scientific Computing (page 266, second edition if anyone has it). "Minimize $f(x_1,x_2)=2\pi x_1(x_1+x_2)$ subject to $g(x_1,x_2)=\pi x^2_1x_2-V$" ...
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Optimal Matching Distance

I'm stuck on problem II.5.9 from Bhatia's Matrix Analysis. The problem is as follows: Let $\{\lambda_1,\dots,\lambda_n\},\{\mu_1,\dots,\mu_n\}$ by two $n$-tuples of complex numbers. Let $$ ...
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17 views

Assignment problem, minization of the Standard Deviation

I have an assignment problem. So typically I need to find the optimal combination between two sets of parameters P, M. I know that the Hungarian Algorithm is often privileged for this kind of problem ...
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28 views

Formulate an optmization problem as a convex optmization problem

Let $P$ be a polyhedron, i.e. $P = \{ x \in \mathbb{R}^{n}\, |\,\, a_{i}^{T}x \leq b_{i} \}$. Define $R$ as the rectangle given by $\{ x \in \mathbb{R}^{n}\, \mid\, \, l \preceq x \preceq u \}$. Find ...
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1answer
27 views

Dimensions of a paddock (3 sides of a rectangle) to enclose maximum possible area

I need help with Qs 4, 5 and 6!! Three sides of a rectangular paddock are to be fenced, the fourth side being an existing straight water drain. If 1000m of fencing is available, what dimensions ...
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7 views

Spin-off of Scheduling Weighted Interval Problem

I'm trying to solve a problem in which, given a + sign shaped area of land (with no width) and a list of contiguous sections of the land (segments, T-shapes, smaller + shapes, etc), each with an ...
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2answers
33 views

Find Algorithm, given a list of arcs, that maximizes number that fit on a circle

I'm trying to find an optimal algorithm that, given a list of arcs $(x_i, y_i)$, where $x_i$ and $y_i$ are the starting and ending angle measurements of the arc in radians, maximizes the number of ...
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17 views

Algorithm to find value where complex numbers meet on the unit circle. [closed]

I'm trying to find the value at which 4 points are meeting on the unit circle. These points are eigenvalues of the translation operator $T$. By varying $\lambda$ the eigenvalues change. Background: ...
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14 views

Linear programming (or possibly nonlinear) formulation

The problem is like this; The construction company is considering erecting three office buildings. The time required to complete each of them and the number of workers required required to be on the ...
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19 views

bound on Lagrange multipliers

Under what conditions is it possible to bound the Lagrange multipliers in a given optimiztion with constrains problem?