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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Founding maxima or minima to a function

$g(x)=e^{x-1}+x^{2}-3+2x$ How can I find when this function has maxima and minima? I found the derivative but I can't understand how find the solution when $g'(x)=0$. It's high school material.
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Network/graph theory -acyclic problem [on hold]

Consider an acyclic directed network of n vertices, labeled $i=1...n$, and suppose that the labels are assigned such that all edges run from vertices with higher labels to vertices with lower. Show ...
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27 views

Remove minimal number of elements

Given the numbers $ 1,2,..,2n + 1 $ , $ n > 0$ , remove as few numbers as possible so that among the remaining numbers no number is equal to the sum of two other numbers. After removal of first ...
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27 views

Maximizing sum of sign functions

I want to solve the following optimization problem: $$ \max_{{\bf u}} \sum_{i=1}^N \left(a_i \textrm{ sign}({\bf u \ . x_i}) \right), $$ where ${\bf u}$ and ${\bf x_i}$ are $p\times1$ vectors, $a_i ...
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Analyze the variation of this function $f(x)=x \exp[a+b(x-1)] \, E_1[a+b (x-1)]$ w.r.t. $x$

Please, I need to analyse the variation of the following function w.r.t. $x$ : $f(x)=x \exp[a+b(x-1)] \, E_1[a+b (x-1)]$, where $E_1[a+b (x-1)]$ is the exponential integral, $a>0$, $b>0$ and ...
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1answer
21 views

Constraint minimization of sum of Non-symmetric matrices

I am trying to find closed form solution to following problem \begin{equation} \begin{array}{c} \text{min} \hspace{4mm} \big(\lambda_1\left( \mathbf{y}^T V^{(1)}\mathbf{x} \right)^2 + ...
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6 views

Assessing the “Quality ” of a problem solved by using lagrangian multipliers

I have an ill-defined question. I work in machine learning and am trying to learn the parameters of a model, such that my problem amounts to constrained optimization. That is, I have some training ...
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9 views

Local optimization with multiple starting values \approx global optimization?

I need to find the minimum/maximum of a nonlinear function but the constraints in the optimization problem make it tougher to solve (not a convex problem). I don't have a good global optimization ...
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30 views

How many additional crews should be brought in to minimize the cost of an oil spill?

An oil spill has fouled $200$ miles of Pacific shoreline. The oil company responsible has been given $14$ days to clean up, after which a fine will be $10000$ \$/day. The local cleanup crew cleans $5$ ...
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1answer
14 views

How do I set a lower bound to the solution's norm in a QP problem

I know that LASSO-regularization can be used to scale into an $L_1$ upper bound for a solution. But what if I want the norm to be within a specific range $[a,b]$? ie. I also want to set a lower bound? ...
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8 views

Wrong ILP solution with LPSolve (simple example)

I added the following example into LPSolve and found a strange issue. I don't want S1 and S2 to overlap within certain margins. ...
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Reducing an I-optimal problem to a Pareto-optimal problem

Given a set $\textbf y\subset\mathbb R^2$, let $y = (y_1,y_2), y'=(y'_1,y'_2)\in\textbf y$ be elements of that set, let $\alpha_{min}\in\mathbb R$, $\alpha_{min}<1$, $\alpha_{max}\in\mathbb R$, ...
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8 views

Tangent cone to the graph and epigraph

Good morning! I am solving this example: Let $f: \mathbf{R} \rightarrow \mathbf{R}$ be a function given by $f(x) = \left\{ \begin{array}{rl} x \cdot sin(\frac{1}{x}) & \text{if } x > 0,\\ 0 ...
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1answer
12 views

Partition of fractional parts where each sum of them has to be at least 1

Let $ a_1,\ldots,a_t \in \mathbb{Q} \setminus \mathbb{Z} $ be with $ \sum_{i=1}^t \lbrace a_i \rbrace \in \left[k,k+1\right) $ for some $ k \in \mathbb{N} $ with $ k \ge 4 $. Here $ \lbrace x \rbrace ...
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Convexity of matrix inverse

If $$f\colon\mathbb{R}^n\times\mathbb{R}^n\to\mathbb{R}$$ where $$f(x,y)=y^T x^{-1}y$$ and dom$(f)=\{(x,y)\ |\ x+x^T\gt 0\}$, then is $f$ convex?
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Newton Raphson method to optimize two parameters using mathematica [on hold]

Am working on computational Thermal engg. work. For the optimization i have been using Mathematica Software. I got a expression "G" which I deduced in mathematica itself. But when I tried to find the ...
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Equivalence of the partial least square regresssion's iterative algorithm and its optimization problem

I am reading The Elements of Statistical Learning. This is a page from the partial least square section: The exercise asks to prove the equivalence between Algorithm 3.3 and Eq. (3.64). Here's my ...
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71 views

The area visible from two lighthouses with angle of vision 30 degrees, built at distance 10km from each other

The distance between 2 lighthouses is 10 km. What is the maximum area of the ocean in which both can be simultaneously visible if the angle of vision for each lighthouse is 30 degrees?But the minimum? ...
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28 views

Dimension of Polyhedra [on hold]

Can someone explain the question below? I'm pretty new in this area, and I did not understand anything. Question; Let $P$ be defined by the following $$\begin{align}x_1+x_2+x_3&\le ...
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1answer
63 views

Checking: finding extremals for a functional

I'm trying to find the extremals of the functional $$J[y] = \int_0^1 (y')^2 + y^2 + 4ye^x \, {\rm d}x,$$ imposed that $y(0) = 0$ and $y(1) = 1 $. I got that there can't be extremals, and that's weird ...
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Polygonal chain in a rectangular parallelepiped

Given a rectangular parallelepiped ABCDA1B1C1D1 with edges AD = 6, AB = 8, AA1 = 8. Points M and N are the middles of A1B1 and C1D1. Points E and F are chosen on the edges CC1 and DD1 so that C1E = 3, ...
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115 views

Find $\int_0^a{f(x)}\, dx$

SMT 2013 Calculus #8: The function $f(x)$ is defined for all $x\ge 0$ and is always nonnegative. It has the additional property that if any line is drawn from the origin with any positive slope $m$, ...
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Determining active constraints in KKT

Suppose there is a constrained optimization problem having inequality constraints. We can solve it using Karush-Kuhn-Tucker conditions. My question is how do we determine which constraints are active ...
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1answer
32 views

Is $f(x,y)=-xy$ neither concave nor convex?

Is $f(x,y)=-xy$ neither concave nor convex? I used the definition for first differentiable functions and determined it depends on the choice of points, hence it is neither.
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37 views

Finding the lowest upper bound of product of two number using Young's inequality

Young's inequality for product can be stated as follows: $ab \leq \frac{1}{p}a^p + \frac{1}{q}b^q$ where a and b are nonnegative real numbers and p and q are positive real numbers such that 1/p + 1/q ...
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77 views

Gradient function for restricted likelihood with respect to terms that influence Sigma

Is there a straightforward/generalized way to calculate partial derivatives of the restricted multivariate log-likelihood function $\ln\mathscr{L}=C+\ln\lvert ...
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2answers
28 views

Infimum of $\frac{||u'||^p_{L^p}}{||u||^p_{L^p}}$ for $u \in W^{1,p}_0((0,1))$

Good afternoon everyone! It is very easy to show that the infimum mentioned in the title is strictly positive, but it seems much more difficult to show that it is attained within the Sobolev space of ...
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refomulation of an optimization problem

I have written a program for optimizing a set of generators. And I need to reformulate this problem, to include additional generators and constraints. I have hourly price and cost data and need to ...
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26 views

Maximal Multiplication of All Possible Summands

I have recently got interested in the following problem: Give a decomposition of a natural number to natural summands whose multiplication is maximal. I have tried to solve this problem, and ...
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second derivative fail, classify the nature of the critical point

f(x,y,z)= $\frac{(x+y)^2}{2}+z^3$ the critical point I calculated is span{(1,-1,0)} the eigenvalue of the Hessian of point (1,-1,0) are 0,0,2, which means that this point is degenerate and the ...
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1answer
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Equality Constraints in Quadratic Programming

Now I am new to the world of primal-dual algorithms and I want to understand the SOCP-Code of Lobo/Vandenberghe/Boyd (primal dual interior point method). Currently I am working through Goldfarb and ...
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How to show $ \sup \inf g(x,y) \leq \inf \sup g(x,y)$?

Came across this little practice exercise, and I couldn't properly convince myself of this relation: Let $X,Y \subset \mathbb{R}^n$ and $g:X\times Y \rightarrow \mathbb{R}$. Show that $$\sup_{y \in ...
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How do i optimize a function with an integral in it?

I want to find the values of $t_1 t_2...t_n$ which would give the maximum value for the function below: $\int_a^b \{f_1(x-t_1)+f_1(x-t_2)+f_1(x-t_n)\} dx$ functions $f_1f_2....f_n$ are expected to ...
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Positive/Negative Definite Bordered Hessian?

I understand how to check a function for concavity and convexity using the Hessian matrix and the rules for the determinants of the leading principal minors. I understand if these rules are violated, ...
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25 views

where can I find Normal Boundary Intersection method matlab codes? [on hold]

I have a constraint optimization problem. I want to convert it to a multi-objective mathematical programming problem (Multi-objective optimization , vector optimization). I need to run Normal Boundary ...
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maintaining monotonicity in an optimization problem

I have written a program for optimizing a set of generators. I have hourly price and cost data and need to figure out when a generator should run or just stay off. I describe the problem in more ...
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1answer
24 views

Biobjective optimisation, pareto non-domination

Ok, so, I have a function $f_I(y_1, y_2) = \max\{\alpha y_1 + (1-\alpha)y_2:\alpha\in[\alpha_{min},\alpha_{max}]\}$ that I'm trying to minimise, and I'm asked to find, amongst a set of vectors $y$, ...
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Problems with vector vector derivative in optimization

I have a loss function of the followoing form: $L(\mathbf{a}) = \|\mathbf{b} - \mathbf{a}\|_2^2$ Where, $\mathbf{a}$ and $\mathbf{b}$ are vectors of dimension $d\times 1$. I need to calculate ...
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26 views

Maximin problem as LP?

Consider the following setting. Let $A\in \mathbb{R}^{3 \times m}$ and $B\in \mathbb{R}^{m\times 3}$ be two matrices such that each of their columns must add up to a given $c\in \mathbb{R}$. Denote by ...
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1answer
56 views

How to minimize the number of functions to be projected on

I have a set of functions $f_i,\, i=1,2,\ldots,n$ defined on an interval $[a,b]$, and a function $F$ also defined on $[a,b]$. I would like to project F on a subset of functions $f_i$ so that the ...
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Compute the generalization of average

Consider $n$ real numbers $a_1, \ldots, a_n$. Let $x_p = argmin_{x} \sum_{i=1}^n |a_i-x|^p$. I know $x_2$ is the average. $n$ is odd, $x_1$ is the median. How about other $p$'s. Are there simple ...
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1answer
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Nature of stationary points

I have $$f(x_1,x_2) = 2x^4_1 + 2x_1x_2 + 2x_1 + (1+x_2)^2$$ How can I determine the nature of the stationary points? I know; $$f_{x_1,x_1}(x) = 24x_1^2$$ $$f_{x_2,x_2}(x) = 2$$ $$f_{x_1,x_2}(x) = ...
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1answer
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Computing $\sup_{\left \| u \right \|=1} d(u,F)$ in a closed subspace of a normed space.

I have come across with the following problem: Let $E$ be a normed space and $F$ a closed subspace of $E$. It's asking to compute $\sup\limits_{\left \| u \right \|=1} d(u,F)$. What I know it's ...
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The bound of Rayleigh quotient

Suppose $A$ and $B$ are some random positive definite matrix (e.g., covariance matrix) draw from some distribution. And I want to compute ...
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23 views

Convexity over a line given a convex interval [duplicate]

Let $f : \mathbb{R}^n \to \mathbb{R}_∞$ be a function. I want to prove that $f$ is convex over the line $L_{v,x_0}$ iff $\psi : \mathbb{R} \to \mathbb{R}_∞$ $\psi(t) := f (x_0 + tv)$, is convex ...
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Understanding relation between vector valued function and function objective in an multi objective optimization problem

I try to understand the relation between "vector-valued function" and "function objective" as used in optimization problem. I understand that objective function in a multi-objective problem can be ...
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22 views

Finding a local minimiser

I have a function $$f(x)=3e^{2x} -10x -7x^2$$ Using the grid search method with three internal points and using [0,1] as the starting interval, I get the solution 1.3964 after 4 iterations. Could ...
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Where to plot point P to minimize the costs when building a road?

Here's the image of my task: Description of the task: There is needed to build a road between point A and P and between P and C. The cost of the road between A and P is 4 mil. per km. The cost ...
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Maxima and minima of 2 variable function with conditions

Let $a=2001$. Consider the set $A$ of all pairs of integers $(m,n)$ with $n\not=0$ such that $m<2a$ $2n\mid 2am-m^2+n^2$ $n^2-m^2+2mn\le 2a(n-m)$ For $(m,n)\in A$, let $$f(m,n)=\frac ...
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1answer
15 views

Book which has a proof of NP-completness for Partition Problem

I need the name of a book which has a proof of NP-completness for Partition Problem. I need to cite it in a my bachelor thesis.