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 extrema of a continuous, univariate function.

Problem: Let $f:[0,1]\to\mathbb{R}$ be given by $f(x)=a(x-b)^2+c$, where $a,b,c$ are parameters. Find the minimum and maximum of $f$ depending on the values of $a,b,c$. I understand how to do this, ...
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Latest evolutionary algorithms

I am required to build an evolutionary algorithm to approach modelling optimization problems. More precisely, let $f:\mathbb{R}^{n} \longrightarrow \mathbb{R}^{m}$ be a model that is dependent from ...
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Optimization of a Quadratic on a Linear Variety

We have a linear subspace $L_j := L[s_0,s_1,...,s_j]$ and a linear variety: $x_0 + L_j := [x_0 + y : y \in L_j]$ and a standard quadratic cost function $V(x) = a + b^Tx + 0.5x^TCx, \ \ \ C^T = C ...
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1answer
52 views

does the volume of a ball remain constant under deformation?

I'm a psychology student and was reading Piaget, he says that the volume of a sphere (ball of clay) remains constant if we deform the sphere into a roll for example, If you take the limit case of the ...
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23 views

Show that if $a_{i -1} + a_{i}$ is a maximum for all $2 \le i \le n$, then $\sum_{i=1}^{n} a_{i}$ is a maximum? [on hold]

In particular, I would like to show that if N_{i} is such that for given values of $N_{i+1}$ and $N_{i-1}$, $\ln\left(N_{i-1}\right) + \ln\left(N_{i}\right)$ is a maximum for each $2 \le i \le n$, ...
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38 views

What is the derivative of this?

I have a function of the following form: $J = \|W^TW-I\|_F^2$ Where, $W$ is a matrix and $F$ is the Frobenius Norm. How can I find the derivative of $\frac{\partial J}{\partial W}$ ?
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45 views

What is the derivative of this? [duplicate]

I have a function of the following form: $J = \|W^TW-I\|_F^2$ Where, $W$ is a matrix and $F$ is the Frobenius Norm. How can I find the derivative of $\frac{\partial J}{\partial W}$ ?
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7 views

How can I efficiently optimize stochastic multi-modal functions?

I'm looking for methods for optimizing stochastic functions. I'm probably abusing the notation here, since this is a new field for me. By stochastic functions I mean functions whose output is a ...
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6 views

Proof of Optimality for Approximation of Probability Spaces by PCA

I have come across a theorem that states, that the $d$-dimensional subspace found by PCA is the optimal approximation of a probability space with such a plane, in the sense that it minimises the ...
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Determine $\max V(s,l)$

For \begin{align*}V(s,l)=(2s-210)(2l-297)\min\{s,l\}\end{align*}and \begin{align*}&0<s<\frac{210}{2}\\&0<l<\frac{297}{2}\end{align*} I tried to find the stationary points by ...
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15 views

Maximize a function on $H=\left\{x \right\}$

Let $f: \mathbb{R} \to \mathbb{R}$ be a function. How to find $\sup\limits_{x\in H}f(x)$, where $H=\left\{x \right\}$?
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How to minimize $ \int_{\Omega} \frac1{2 \theta} (u(x) - v(x))^2 + \lambda|\rho(v(x))| dx $

I'm new in optimizations and i am trying to understand how to obtain $ v $ that minimizes $ \int_{\Omega} \frac1{2 \theta} (u(x) - v(x))^2 + \lambda|\rho(v(x))| dx $ where $\rho(x)$ - continuous ...
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1answer
14 views

$F(x,y)=2x^4-3x^2y+y^2$. Show that $(0,0)$ is local minimum of the Reduction of F for every linear line that passes through $(0,0)$.

first of all i checked if (0,0) is critical point $Df(0,0)=(8x^3-6xy,-3x^3+2y)| = (0,0) $ now my idea was to replace $y$ with $xk$ because of the reduction of $F$ ,and find the hessian matrix to ...
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12 views

Find the equations that determine minimizing x for the following [on hold]

I don't quite understand what the question is asking and how to approach it. I am given the following two equations: i. P=1/2 $x^T A^T AX- x^TA^Tb$ ii. E=$||Ax-b||^2$ I could use some pointers ...
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13 views

Finding the minimum value of $1/2 (x_{1}^2+x_{2}^2)-x_{2}b_{2}$

I am trying to find the minimum value of the following: $1/2 (x_{1}^2+x_{2}^2)-x_{2}b_{2}$ I know this is equal to: $1/2 ([x_1 x_2] Id [x_1 x_2]^T )-[x_1 x_2] [0 b_2]^T$ To find minimum we have to ...
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1answer
30 views

Recover the inverse after interative solution of a linear system

I have solved the linear system $\mathbf{A} \mathbf{x} = \mathbf{b}$ with an iterative solver. The problem is well-posed ($\mathbf{A}$ is invertible, $\mathbf{b} \ne \mathbf{0}$, blah blah blah). ...
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31 views

Find $\min x^TAy+b^Tx+c^Ty$ subject to $1^Tx=1^Ty=1,x\ge 0,y\ge 0$

The problem seems to be easy but I can't find a solution :( Problem: Given $A\in\mathbb{R}^{m\times n}, A\ge 0, b\in\mathbb{R}^{m}, c\in\mathbb{R}^{n}$. Minimize $f(x,y) = x^TAy+b^Tx+c^Ty$ subject to ...
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35 views

minimizing linear combination of inner products

$\mathbf{x},\mathbf{y_1},\mathbf{y_2}\in \mathbb{R}^{m}$ and $\alpha_1,\alpha_2 \in \mathbb{R}$. Also $\|\mathbf{y_1}\|_2 = \|\mathbf{y_2}\|_2 = 1$ and $\alpha_1\geq\alpha_2\geq0$. How should we ...
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A good enough solution for the 0-1 multiple knapsack problem

Can you please explain, or point to an easy explanation of a good enough solution to the 0-1 multiple knapsack problem? This is a single constraint problem so only one-dimensional weights are to be ...
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Multivariable Optimization

I'm struggling to figure out how to go about this question: You are to produce a concrete box with an open top with a volume of 1$m^3$, having a wall and base thickness of $2$cm, by pouring concrete ...
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Arc length contest! Minimize the arc length of $f(x)$ when given 3 conditions.

Contest: Give an example(s) of a continuous function $f$ that satisfies three conditions: $f(x) \geq 0$ on the interval $0\leq x\leq 1$; $f(0)=0$ and $f(1)=0$; the area bounded by the graph of $f$ ...
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1answer
26 views

Using Lagrangian multipliers to check the solution

suppose we have an objective function $f(x)$ that we want to maximize subject to constraint $g(x)=c$. What I do next is set up Lagrangian optimization as follows and take the derivative ...
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1answer
26 views

how to find the solution of this cost function?

I have the following cost function. $J = \sum_{i=1}^N a\, Trace(W^TX_iW) - b\, Trace(W^TY_iW)$ Where $X_i$ and $Y_i$ are symmetric matrices, $a$ and $b$ are scalars. How can I find W?
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Linear optimization with constraint on the sum on “consecutive” indexes

I am struggling with the following optimization problem. Given $\{\lambda_i\}_{i=1\ldots k} > 0$ consider $\max_{x_i \in A} \sum_{i=1}^k \lambda_i x_i$ where $A = \{x_i \in \mathbb{R} : ...
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29 views

Eigen value system? solution

I have the following system. $AW = \lambda B W$ Where $A,B,W$ are matrices and $\lambda$ is a scalar. The values of $A,B$ and $\lambda$ are known. $B$ is invertible. This is a solution to an ...
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Unique minimizer of $\|x\|_{\mathcal A}$ subject to $\Phi x=\Phi x_0$

I'm trying to understand the proof of Lemma 2.3 of the paper Simple bounds for recovering low-complexity models. The authors want to find bounds on the numbers of rows $m$ of $\Phi$ to ensure that ...
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How to know the rate of convergence of a majorization - minimization algorithm?

The basic idea of majorization-minimization (MM) principlein optimization is to convert a hard problem (for example, non-smooth) into a sequence of simpler ones (for example smooth). To minimize ...
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1answer
34 views

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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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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33 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, $b>a$, $a>0$, ...
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48 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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Assessing the “Quality ” of a solution sobtained 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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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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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
20 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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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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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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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 [closed]

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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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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30 views

Dimension of Polyhedra [closed]

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
67 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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1answer
12 views

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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2answers
118 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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12 views

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 ...