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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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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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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76 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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271 views

Absolute extrema

Find the absolute extrema of the function $f(x,y)=2xy-x-y$ over the region of the xy-plane bounded by the parabola $y=x^2$ and the line $y=4$ I was wondering if I needed to use Lagrange multipliers to ...
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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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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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44 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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53 views

Was my inference regarding $u(z)=log(z)$ correct?

I have already solved the problem but would appreciate a clarification in part (b). A has initial wealth $w$ and faces a loss $l$ with known probability $\pi$. Insurance available at unit price ...
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31 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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10 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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12 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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26 views

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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15 views

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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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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9 views

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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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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271 views

Optimization, rectangle inscribed inside arch of the curve.

A rectangle is to be inscribed under the arch of the curve $y = 4\cos(0.5x)$ from $x = \pi$ to $x = -\pi$. What are the dimensions of the rectangle with largest area, and what is the largest area? ...
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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
27 views

strong convexity of loss function in multi-dimensional (high-dimensional) space

My question is based on this paper (see the last 10 rows in page 7). It seems this is a general claim: In machine learning or statistic, the loss function $l(W^TX, y)$ (a linear predictor) can never ...
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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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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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40 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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29 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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116 views

Can gradient descent solve this problem $\text{argmin}_x \|Ax-[Var(Ax)]^{\frac{1}{2}}-b\|^2$?

How can I find the (approximate) solution to the following problem: $$\text{argmin}_x \|Ax-[Var(Ax)]^{\frac{1}{2}}-b\|^2,$$ where $Var(.)$ denotes the variance? $A$ is matrix and $b$ and $x$ are ...
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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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545 views

How to calculate the hessian of a matrix function

I am estimating a model minimizing the following objective function, $ M(\theta) = (Z'G(\theta))'W(Z'G(\theta))$ $Z$ is an $N \times L$ matrix of data, and $W$ is an $L\times L$ weight matrix, ...
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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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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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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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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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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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Optimization of the surface area of a open rectangular box to find the cost of materials

A rectangular storage container with an open top is to have a volume of 10 cubic meters. The length of the box is twice its width. Material for the base costs ten dollars per square meter and for the ...
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Quadratic optimisation with quadratic equality constraints

I would like to solve the following optimisation problem: $\min_{x} (x'Ax)$ subject to $x'Bx = x'Cx = 1$. Where A is symmetric and B and C are diagonal. Does anyone have a suggestion for an ...
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1answer
382 views

Linearization of a product of two decision variables

I am trying to solve a problem that involves constraints in which products of two decision variables appear. So far, I read that such products can be reformulated to a difference of two quadratic ...
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20 views

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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1answer
16 views

Using EM versus estimating all parameters directly

My question is really a request for a clarification, and pertains to whether or not there are questions for which it is necessary to use EM or if it's more of a convenience. Let's presume we have n ...
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Uniqueness of constrained maximum

I have the following constrained maximisation problem $$\begin{array}{ll} \text{maximize}_{x,y,c,d} & q f(c) +(1-q) f(d) \\ \text{subject to} & x+y\leq 1 \\ & cq\leq y \\ & d ...
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1k views

Time complexity of quadratic programming

I am using the Matlab built-in quadprog to solve a quadratic program with linear constraints. I vaguely recalled from school that the time complexity of quadratic programming should be $O(n^3)$, and I ...
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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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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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Graph theory problem (edge-disjoint matchings)

Find the smallest number $x$ so that if an $n$-vertex simple graph has at least $x$ edges then it contains $k$ pairwise edge-disjoint perfect matchings* ($k$ is a positive integer, $n$ is an even ...
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58 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
35 views

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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Finding gradient of an objective as a PDE

I am trying to find the gradient of the following optimization problem and then add to objective, but I got some trouble in computing. Could you please help me? Assume that we have an optimization ...
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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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47 views

What does $f(u)=\min!$ mean in calculus of variations?

I have a very simple notation related question. There are notes to calculus of variations [specifically: Zeidler's book "Nonlinear Functional Analysis and its Applications II/B" page 506] which states ...
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399 views

Gradient descent with inequality constraints

Suppose we are given a convex function $f(\cdot)$ on $[0,1]$. One wants to solve the following optimization problem: \begin{equation} \begin{aligned} & \text{minimize} && \sum_{i=1}^n ...