0
votes
1answer
14 views

Finding the extremal curve satisfying a variable endpoint

Below is a question I am trying to solve, and my attempt. $\int_0^T \frac{\dot{x}^2}{t^3} \mathrm{d} t$, where $x(0)=1 $ and $x(T)$ lies on the curve Transversal condition: $$f-(\dot{c} ...
0
votes
1answer
21 views

Finding extremal of a fixed end point problem. Optimisation

I want to find the extremal of the fix-end point problem $\int_1^2 \frac{\dot{x}^2}{t^3}$ with $x(1)=2,x(2)=17$ First I check the euler-lagrange equation is equal to $0$. We have: ...
1
vote
0answers
14 views

Local minima: Sufficient conditions. Comparison of Calculus verses Calculus of Variations

My lecturer has written: Let $y=x^*+\epsilon \eta$ where $x^*,\eta,y\in \mathbb{R}^2$ $0\leq f(y) - f(x^*) = \epsilon V_1 + \epsilon^2 V_2 + O(\epsilon^3)$ $V_1 = \nabla f(x^*)\eta$ $V_2 = ...
1
vote
0answers
20 views

Constrained optimization minima and maxima and non-degeneracy answer check

Find the critical points of $$\def\1{x_1}\def\2{x_2}\def\3{x_3}\def\f{f(\1,\2,\3)}\def\l{\lambda}$$ $$\f=\1\2+\2\3+\3\1$$ subject to constraint $\1+\2+\3=1$ First I will construct the Lagrangian: $$L ...
0
votes
0answers
28 views

how to find the optimal function with lagged cost? (calculus of variations)

I need to find the function $b( )$ that maximizes this guy ($c()$ and $\beta()$ are functions too, and $c()$ is convex): $$\int_{0}^{T} \! e^{-\delta v}\beta(v) \left[\int_{0}^{v} b(s) \; ds - ...
1
vote
1answer
21 views

Least surface of volume with constraints

We know that in 2D/3D the shape with the least surface of a certain volume is a circle/sphere (e.g. soap bubbles). Now Imagine we have a flat surface (tabletop) that can be used as part of the surface ...
0
votes
1answer
40 views

Using bordered Hessian matrix to determine non-degeneracy and type of constrained extremum

I have the following problem: $\def\f{f(x_1,x_2,x_3)}\def\1{x_1}\def\2{x_2}\def\3{x_3}\def\n{\nabla}\def\g{g(x_1,x_2,x_3)}\def\l{\lambda}\def\q{\begin{pmatrix}}\def\p{\end{pmatrix}}$ Find the ...
1
vote
1answer
40 views

Local minimum of the function:

Find the local minimum of the function: $$\def\f{f(x_1,x_2,x_3)}\def\1{x_1}\def\2{x_2}\def\3{x_3}\def\n{\nabla}$$ $$\f=\1^2-2\1\2+2\2^2+\3^2 \text{ in } \mathbb{R}^3$$ $\n\f=(2\1-2\2,-2\1+4\2,2\3) ...
0
votes
1answer
51 views

Minimize Energy in Image processing - Geodesic active contours

I've read some papers in Geodesic active contours (Image processing), which use the minimization of an Energy, consist of Internal Energy and External energy, for example, in the paper of Kass (Snake: ...
1
vote
0answers
52 views

Application of a general “Weierstrass theorem”

http://books.google.at/books?id=9OSrV73a40gC&pg=PA45&lpg=PA45 gives a general Weierstrass theorem. Are there notable applications of this theorem, say in the calculus of variations? (I could ...
4
votes
1answer
76 views

Division of plane into equal area regions

We divide a plane ($\mathbb{R}^2$) into infinite number of regions each of area equal $1$. We can use only (one-dimensional) curves which may meet at points. Fix a point $p$ on a plane and consider ...
1
vote
1answer
53 views

Variational Methods, why KL divergence is the difference between true distribution and approximating distribution.

Likelihood = $L(\textbf{w}) = P(V\mid \textbf{w})$. $$\ln P(V\mid \textbf{w}) = \ln \sum_H P(H,V\mid \textbf{w})$$ $$= \ln \sum_H Q(H\mid V)\frac{P(H,V\mid \textbf{w})}{Q(H\mid V)}$$ $$\geq ...
1
vote
0answers
25 views

Euler Lagrange equations

I need to minimise $$\int\limits_\Omega|\nabla H_\epsilon(\phi)|\,dx\,dy$$ with respect to $\phi$. Where $H_\epsilon$ is the regularised Heaviside function, so that it is differentiable. This can be ...
1
vote
0answers
34 views

Non-convexity of an energy functional

How would I go about showing that the following Mumford Shah functional is not convex? $$E_{MS}(u,C)= \int_{\Omega} |u_{0}(x,y) -u(x,y)|^{2}\ dx\ dy + \mu \int_{\Omega \backslash C}|\nabla ...
1
vote
1answer
21 views

minimizing a function involving exponential term

Let $w\ge e$ . I want the following $$ \min_{r\geq0} r(e^r-w) $$ Is there any way to find it. Thanks.
1
vote
0answers
41 views

Existence of a Minimizer $h(\rho) = c \|\rho\|_{3} - \int_{\mathbb R^3} \, dx \frac{\rho(x)}{|x|} $

given the following functional $h(\rho) = c \|\rho\|_{3} - \int_{\mathbb R^3} \, dx \frac{\rho(x)}{|x|} $ with $\rho>0$ , $\|\rho\|_1 = 1$ and obviously $\rho\in L^1(\mathbb R^3)$. Can I see ...
3
votes
1answer
176 views

Finding the shortest path length on a curved surface(hyperboloid)

I wish to find the minimum path length between two points $P_1(\sqrt2,0,-1)$ and $P_2(0,\sqrt2,1)$ on a hyperbolic surface $S =\{(x,y,z)\in R^3\ |\ x^2+y^2-z^2=1\}$ I faintly recall studying ...
2
votes
0answers
88 views

Calculating the maximum of a function

How can one determine $$\max_{f_0,f_1}\frac{\int_{\mathbb{R}}f_1(y)^xf_0(y)^{1-x}\log\left(\frac{f_1(y)}{f_0(y)}\right)\mbox{d}y}{\int_{\mathbb{R}}f_1(y)^xf_0(y)^{1-x}\mbox{d}y}$$ given ...
2
votes
0answers
43 views

What methods are available for this optimization problem?

I have an intermediate knowledge of the calculus of variations: I can handle constraints in functional or integral forms and extrapolate to multiple variables and functions. If I dig in my notebooks I ...
2
votes
0answers
96 views

Calculus of variations for implicitly defined functional

I would like to minimize a functional of the type: $$L[\gamma]=\int_a^b F(T(\gamma(t))dt$$ on the space of paths $\gamma$, where $T=T(\gamma,t)$. Now, usually I would simply apply Euler-Lagrange's ...
2
votes
1answer
86 views

Extremum of functional of a complex function

consider functional $E$ defined by $$E[z]=\int F(x,z(x))dx$$ where $F$ is a complex-valued nonlinear function. How can we find the function $z(x)$ so that $$G=|E|^2=EE^*=\iint ...
4
votes
1answer
32 views

Optimization in $L_1$, does this make sense?

I'd like to find a probability distribution $f(x)$ on the unit interval $[0,1]$ that obeys a given set of moment constraints, e.g. $\int_0^1 xf(x) dx = \mu_0$ for some given $\mu_0$, and so forth. ...
3
votes
2answers
64 views

Minimizing a Functional with a Path Length Constraint

Say you have some functional of the form $\int_0^{t_f} L(x,\dot{x},y,\dot{y},z,\dot{z}) dt$ that you're trying to minimize. Normally one can solve this using the Euler-Lagrange equations, and when you ...
1
vote
2answers
184 views

Maximum area under a curve by calculus of variations

I am asked to find the function that has the maximal area for a given length L when x runs from -a to a. I calculated the integral to be varied as follows: $$ \int_{-a}^{a}\ y + \lambda \sqrt{1 + ...
0
votes
1answer
64 views

Is it possible to solve or approximate this second order nonlinear system of differential equations.?

Given initial values $d[0]$ and $k[0]$, I would like to solve for the initial rate of change, $\dot d[0]$, and compare this value against some data. I have the following profit function, which I ...
28
votes
5answers
1k views

Can this ant find its way back to the nest?

So the puzzle is like this: An ant is out from its nest searching for food. It travels in a straight line from its nest. After this ant gets 40 ft away from the nest, suddenly a rain starts to ...
2
votes
1answer
113 views

How can Hotelling reduce the Euler-Lagrange equation in his calculus of variations mine problem?

In a 1931 paper Hotelling gives the discounted profit of a mining operation as: $$P=\int_{0}^{\infty} \dot{x} p(x,\dot{x},t) e^{-rt} \:\:dt$$ Note that this is, for the most part, a typical calculus ...
0
votes
2answers
126 views

Calculus of variations, what is a functional

I'm reading a bit about the calculus of variations, and I've encountered this bit: Suppose the given function $F(.,.,.)$ is twice continuously differentiable with respect to all of its arguments. ...
0
votes
0answers
33 views

Maximize an integral with variable end points

How can I find optimal $s(\cdot)$ in this problem (I have little knowledge about calculus of variation) Thanks. $$ \large{\max_{s(\cdot)} \int_0^{\theta^*} ...
14
votes
1answer
253 views

Fastest curve from $p_0$ to $p_1$

I'm trying to solve a problem in path planning: Given points $p_0$ and $p_1$ and vectors $v_0$ and $v_1$, find a function $p(t)$ st. $p(0) = p_0$, $p(T) = p_1$, $p'(0) = v_0$ and $p'(T) = ...
1
vote
0answers
31 views

Optimal form a differential equation

Suppose I have an objective function: $min(-\int_0^T((C*x_2 + f(x_1))*V) dt$ with the constraints $\dot x_1 = x_2 $ and $ \dot x_2 = -{C\over m} *x_2 -{f(x_1)\over m}-A $ The standard base ...
1
vote
0answers
41 views

Regularity questions in constrained variational problem

Consider the problem of minimizing $$ I(u) = \int_a^b F(t,u(t),u'(t)) d t $$ over, say, $W^{1,\infty}(]a,b[)$. Then regularity theory tells us that if $F$ and $F_{\dot q}$ are $C^k$, and in addition ...
1
vote
0answers
26 views

Maximum value for $F(y)=\int_0^1[y'\sin(\pi y)-(y-t)^2]dt$?

This is what I have done thus far: $F(y)=\int_0^1[y'\sin(\pi y)-(y-t)^2]dt=-\frac{1}{\pi}\int_0^1[(\cos(\pi y))\frac{d}{dt}]dt-\int_0^1(y-t)^2dt$ (as $-\frac{1}{\pi}[(\cos(\pi ...
0
votes
1answer
48 views

how to solve this optimization problem with functions?

Suppose $\theta\in[0,1]$ and $s(\cdot)$ is strictly increasing in $\theta$ with $0\leq(0)<s(1)\leq1$ and $s(0)+s(1)>1$ How could I solve the program, $\max_{s(\cdot)\in ...
1
vote
0answers
106 views

A maximization problem in Sobolev space

For $k>0$, let $f_k$ be a sequence of positive functions in $H_N^1(0,1)$, where $H_N^1(0,1):=\{u\in H^1(0,1)|u^{'}(0)=0=u^{'}(1)\}$, $H^1(0,1)$ is the usual Sobolev space consisting of $L^2(0,1)$ ...
0
votes
0answers
115 views

Linear programming with countably “infinite variables” and “finite constraints”!

Is it possible to do a linear programming with countably "infinite variables" and "finite constraints"? If not, what do you purpose? (Example Link): Maximum and minimum of an integral under integral ...
5
votes
0answers
500 views

Maximum and minimum of an integral under integral constraints.

Find the maximum and minimum of the following integral in terms of $f(x),a,C$: \begin{align}I=\int_{0}^{a} \frac{x}{f(x)}p(x)dx \end{align} s.t.: 1) $\int_{0}^{a} p(x)dx=1$ 2) $\int_{0}^{a} ...
2
votes
1answer
198 views

Maximize a functional

Please help me how to deal with maximization of functional like this: $$F\{a(s)\} = \int\limits_0^t \left( g(a(s)) - \alpha\, v(s)^2 \right) ds, \ a(s) \in \left[0, \infty\right)$$ where $g(x) = x ...
2
votes
1answer
109 views

Constructing shortest interpolation curve from points in $\mathbb R^2$ with parametric equations.

Assume we are given a set of $n$ points from $\mathbb R^2$, $(x_1,y_1),(x_2,y_2)\dots(x_n,y_n)$. We want to construct a path connecting all these points using a pair of parametric equations ...
0
votes
1answer
99 views

Condition or Proof: Minimizer of one function is maximizing another function

I have two real functions $f(X),g(X)$ where the argument $X$ is a real matrix. The solution $X^*$ for the problem of minimizing $f$ is ending up maximizing $g$ as well. I am looking for a way to prove ...
2
votes
1answer
105 views

Does setting derivative to zero suffice always for minimization of convex functions?

I have this convex function in $X$, given by $Trace(AX^TBX)$ where $A$, $B$ are p.s.d and all entries are real. Now if I had a linear function $l(X)$ that prevents a trivial zero-matrix solution for ...
2
votes
0answers
61 views

Find u that minimizes the integral mean

How do I find $u : [0,\infty) \to \mathbb{R}^m$ that minimizes \begin{equation} J(u(\cdot)) = \lim_{t \to \infty} \frac{1}{t} \int_0^t L(x(\tau),u(\tau)) d \tau, \end{equation} subject to ...
1
vote
1answer
56 views

Maximization of the product of two inner products

I have an optimization problem of the form $\max_\gamma \langle f\circ\gamma,w_f\rangle\langle g\circ\gamma,w_g\rangle$ where $f\circ\gamma$ is the composition of $f$ and $\gamma$ and the inner ...
2
votes
1answer
78 views

Local and global extremes

I Wrote problems and solutions, I need just few explanations. 1.Let $$J(x)=\int_{0}^{1}x'^{2}dt,\quad x(0)=0, x(1)=1. $$ Find the extrema value for $J$. I'm doing this using Euler equation ...
4
votes
1answer
267 views

Derivation of Euler-Lagrange equation

Here is a simple (probably trivial) step in the derivation of the Euler-Lagrange equation. If we denote $Y(x) = y(x) + \epsilon \eta(x) $, I want to know why is $\dfrac{\partial ...
4
votes
1answer
322 views

Optimizing a functional with a differential equation as a constraint

I am working on solving the following optimization problem. I think it is well-poised but, if not, please give me some pointers that could make the question make more sense. We have a parametric ...
2
votes
2answers
519 views

satisfy the Euler-Lagrange equation

Two circles of unit radius, each normal to the line through their centers are a distance d apart. A soap film is formed between themas shown below; energetic considerations require the filem to ...
4
votes
2answers
167 views

Finding an explicit expression for a minimizer

Suppose $f$ is a continuous function on the interval (0,1). We consider the energy functional $F(u) = \int^1_0\frac{1}{2}((u')^2+u^2)\,dx - \int^1_0fu\,dx$ which is well defined for continuously ...
8
votes
1answer
302 views

Minimizing Lagrangian with two functions

I read this problem where I have to minimize a functional $E[L]$ using calculus of variations, but I'm not sure what is the procedure to follow. The functional is the expected loss: $$E[L] = ...
1
vote
0answers
66 views

Sufficient conditions for Hessian definiteness for critical points of functionals

Let $C$ be the set of smooth curves from the unit interval into $\mathbb{R}^n$. Let $f : C \rightarrow \mathbb{R}$ be a functional on these curves given by $f(x) := \int_0^1 L(x,\dot{x}) dt$. Define ...