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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Maximizing volume of a rectangular solid, given surface area

Maximize the volume of a rectangular solid, given that the sum of the areas of the six faces is $6a^2$ for a constant $a$. So basically they tell you it's a rectangle with 6 sides. 2 sides are ...
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276 views

Summation notation problem

Any help is greatly appreciated! Outline: Hermione has been thinking about the imminent return of the Dark Lord, so she has been busy packing her bag with all the items required for her survival. ...
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Optimizing expected sale price by dynamic programming

I would like to sell my computer to the highest bidder. I have studied the market, and concluded that I am likely to receive three types of offers: an offer of \$200 dollars with probability $2/7$, ...
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Trust region sub-problem with Jacobi Condition

Consider the $2 \times 2$ trust region sub-problem. Given $Q$ symmetric $2 \times 2$, vector $\mathbf b$ and $\Delta > 0$, find $\mathbf x$ that minimizes $f(x)=\frac {1}{2} \mathbf x^T Q \mathbf x ...
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Surf Rescue - word problem - pythagoras

Angela works at the local beach as a part of a surf patrol unit. During her patrol, she notices that an old lady is having difficulty in the surf. She estimates that the distance is approxiamtely 220 ...
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AM-GM-HM Triplets

I want to understand what values can be simultaneously attained as the arithmetic (AM), geometric (GM), and harmonic (HM) means of finite sequences of positive real numbers. Precisely, for what points ...
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Lagrange Multipliers with Inequality Constraints

I do not have much experience with constrained optimization, but I am hoping that you can help. My current problem involves a more complex function, but the constraints are similar to the ones below. ...
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Why are additional constraint and penalty term equivalent in ridge regression?

Tikhonov regularization (or ridge regression) adds a constraint that $\|\beta\|^2$, the $L^2$-norm of the parameter vector, is not greater than a given value (say $c$). Equivalently, it may solve ...
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Understanding the concept behind the Lagrangian multiplier

I've been trying to understand the principles behind the Lagrangian multipliers and I think I've got a rough understanding of it. Would appreciate it if you guys could help me answer a few questions! ...
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Optimum solution to a Linear programming problem

If we have a feasible space for a given LPP (linear programming problem), how is it that its optimum solution lies on one of the corner points of the graphical solution? (I am here concerned only with ...
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Euler-Lagrange, Gradient Descent, Heat Equation and Image Denoising

For an image denoising problem, the author has a functional $E$ defined $$E(u) = \iint_\Omega F \;\mathrm d\Omega$$ which he wants to minimize. $F$ is defined as $$F = \|\nabla u \|^2 = u_x^2 + ...
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Does a polynomial that's bounded below have a global minimum?

Must a polynomial function $f \in \mathbb{R}[x_1, \ldots, x_n]$ that's lower bounded by some $\lambda \in \mathbb{R}$ have a global minimum over $\mathbb{R}^n$?
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The longest sequence of numbers with a certain divisibility property

EDIT- result. westzynthius(1931) showed that we can create a $p_x$ denizen longer than $p_x \times log(log(log(p_x)))$... Meaning for large enough prime numbers, the maximum denizen is much larger ...
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708 views

How fat is a triangle?

The slimness factor of a geometric shape in 2 dimensions is the ratio between the side-length of its smallest containing square and its largest contained square. This is an important factor in ...
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Newton's method in higher dimensions explained

I'm studying about Newton's method and I get the single dimension case perfectly, but the multidimensional version makes me ask question... In Wikipedia Newton's method in higher dimensions is ...
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Find minimum of $P=\frac{\sqrt{3(2x^2+2x+1)}}{3}+\frac{1}{\sqrt{2x^2+(3-\sqrt{3})x +3}}+\frac{1}{\sqrt{2x^2+(3+\sqrt{3})x +3}}$

For $x\in\mathbb{R}$ find minimum of $P$. $P=\dfrac{\sqrt{3(2x^2+2x+1)}}{3}+\dfrac{1}{\sqrt{2x^2+(3-\sqrt{3})x +3}}+\dfrac{1}{\sqrt{2x^2+(3+\sqrt{3})x +3}}$ Source : Viet Nam national test for high ...
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Reformulation of Goldbach's Conjecture as optimization problem correct?

Question I think I managed to reformulate a stronger version of Goldbach's conjecture as an optimization problem: $$ \frac{\partial F_n}{\partial a_n} = \frac{\partial F_n}{\partial \overline a_n} ...
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Maximum total distance between points on a sphere

What is the configuration (set of locations) of $n$ points on the surface of a sphere such that the sum of distances is maximum for $n=1,2,3,...$? The sum of distances is measured by summing the ...
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732 views

Explain a surprisingly simple optimization result

The following optimization problem came to my attention as an idealization of the silly browser game Cookie Clicker, but is representative of a range of strategy games: You have an initial ...
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277 views

Optimal path around an invisible wall [duplicate]

The Problem On an infinite plane there are two points, $A$ and $B$, a unit distance apart. There is a $50\%$ probability that there is an invisible wall somewhere between the two points. The ...
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5answers
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Arithmetic mean is less than geometric mean (Spivak Calculus 3rd Chapter 2 Problem 22)

If $a_1, \ldots, a_n \ge 0$, the arithmetic mean $$A_n={a_1 + \cdots + a_n \over n}$$ and the geometric mean $$G_n = \sqrt[n]{a_1 \cdots a_n}$$ satisfy $G_n \le A_n$. As a first step to prove this ...
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191 views

Find maximum of $P$

Let $$P = \frac{{{x^2}}}{{{x^2} + yz + x + 1}} + \frac{{y + z}}{{x + y + z + 1}} - \frac{{1 + yz}}{9}.$$ Find maximum of $P$ where $x, y,z$ are nonnegative real numbers such that ${x^2} + {y^2} + ...
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Show that if $ A(t) \in \mathbb{R ^{n×n}}$ is a differentiable function of $t$ then $\frac{d(det A(t))}{dt}$ [duplicate]

Let $\mathbb{R^{ n×n}}$ be the space of n × n real matrices. Show that if $ A(t) \in \mathbb{R ^{n×n}}$ is a differentiable function of $t$ then $\frac{d(det A(t))}{dt}$ is the sum of the determinants ...
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143 views

Maximum of the sum of cube

(1) $-2\leq a_{i} \leq 2$ $~(i=1,2,3,4,5)$ (2) $\displaystyle\sum_{cyclic}a_{i}=0$ then, find the maximum value of $\displaystyle\sum_{cyclic}a_{i}^{3}$ also, can it be generalized as for ...
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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 ...
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1answer
184 views

Control on Conformal map

Let $\Omega$ be smooth simply connected open set of $\mathbb{R}^2$ such that $\overline{\Omega}$ is compact. We know that there exists a conformal diffeomorphism $\psi$ from $\mathbb{D}$ to $\Omega$. ...
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Maximize the sum of numbers subject to an upper bound on their sum of squares

I want to find a maximum for $\sum_i^n x_i$ subject to $\sum_i^n x_i^2 \leq c$, where c is some constant. I've done some searching and that's hinted at using the Cauchy-Schwarz inequality, but I ...
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475 views

How to find the shift that minimizes the difference between two vectors?

I am looking for a efficient way to find the value of k that minimizes $\sum(s_t - b_{t+k})^2$ where $s$ and $b$ are N-dimensional vectors and the values are wrapped around like this: $b_{t+k} := ...
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How to find the minimum of $a+b+\sqrt{a^2+b^2}$

let $a,b>0$, and such $$\dfrac{2}{a}+\dfrac{1}{b}=1$$ Find this minimum $$a+b+\sqrt{a^2+b^2}$$ My try: since $$2b+a=ab$$ so ...
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How to interpret Hessian of a function

I know that gradient of a function gives the direction in which the directional derivative of the function is maximum. Is there any similar interpretation of Hessian ?
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Equivalence of following statements about shortest path problem

We formulate the shortest path problem as follows: We have a directed graph $D=(V,A)$ with length $c_{j}$ for each arrow $e_j$ in $A$ and two special points $s,t\in V$. The node-arc incidence ...
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Positive semidefinite cone is generated by all rank one matrices.

The positive semidefinite cone is generated by all rank one matrices $xx^T$ . They form the extreme raysof the cone. The positive definite matrices lie in the interior of the cone. The positive ...
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How is $L_{2}$ Minkowski norm different from $L^{2}$ norm?

I am reading the book Multidimensional Particle Swarm Optimization for Machine Learning and Pattern Recognition. They use $L_{2}$ Minkowski norm (Euclidean) as the distance metric in the feature space ...
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Real approximation to the maximum using Laplace's method integral

The Laplace's Method states that under some conditions, it holds that: $ \sqrt{\frac{2\pi}{M(-g''(x_0))}} h(x_0) e^{M g(x_0)} \approx \int_a^b\! h(x) e^{M g(x)}\, dx \text { as } M\to\infty$ Where ...
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Prove the supremum of the set of affine functions is convex

Let $\langle f_i \rangle _{i \in I}$ be a family of affine functions on a convex and compact set $\Omega \subset \mathbb{R^d}$ such that $f_i = a_i.x +b_i$ for $x \in \Omega$. Prove that f, defined by ...
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Martingale formulation of Bellman's Optimality Principle

Related question: Deducing an optimal gambling strategy (using martingales). What I tried: For no 2, if $\ln Z_n - n \alpha$ is a supermartingale, then for $m < n$, $$E[\ln Z_n - n \alpha ...
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1answer
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Conjugacy relation in the primal and dual problem

The following is my derivation in the Conjugacy relation in the primal and dual problem. I am shaky in it; so hope for some advices. Consider the following problem, $f(x),g(x)$ are convex ...
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1answer
234 views

Proximal mapping of $f(U) = -\log \det(U)$

This is an assignment problem which I failed to solve in a couple of days. Denote the set of all $n \times n$ symmetric matrices and the set of all $n \times n$ symmetric positive definite matrices ...
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1answer
527 views

Is Minimax equals to Maximin?

Consider a loss funcation $\ell(x,y)$ with a penalty $g(x,y)$ If I want to consider the worst case robust scenario, that is \begin{equation} \min_x \max_y \ell(x,y) + g(x,y) \end{equation} Is it ...
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774 views

Optimization Problem - a rod inside a hallway

The question: I'm given the figure shown above, and need to calculate the length of the longest rod that can fit inside this figure and rotate the corner. My thoughts: I have tried doing the ...
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4answers
179 views

Three Variables-Inequality with $a+b+c=abc$

$a$,$b$,$c$ are positive numbers such that $~a+b+c=abc$ Find the maximum value of $~\dfrac{1}{\sqrt{1+a^{2}}}+\dfrac{1}{\sqrt{1+b^{2}}}+\dfrac{1}{\sqrt{1+c^{2}}}$
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Maximum of product of numbers when the sum is fixed

This is the problem I'm working on. $$\begin{array}{rl} \text{maximize} & (n+\ell+x_1)\cdots (n+\ell+x_{k-1})(\ell + x_k) \\ \text{subject to} & 0 \leq x_1, ..., x_k \leq n \\ & x_1 + ...
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Maxima and minima of multivariable function $f(x,y)=6x^3y^2-x^4y^2-x^3y^3$

$$f(x,y)=6x^3y^2-x^4y^2-x^3y^3$$ $$\frac{\delta f}{\delta x}=18x^2y^2-4x^3y^2-3x^2y^3$$ $$\frac{\delta f}{\delta y}=12x^3y-2x^4y-3x^3y^2$$ Points, in which partial derivatives ar equal to 0 are: ...
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Cubes, squares and minimal sums

I have trouble solving the following task: i need to find positive integers a and b such that 1) $a \neq b$ 2) $ \exists c \in \mathbb{N} : ~ a^2 + b^2 = c^3$ 3) $\exists d \in \mathbb{N}: ~ a^3 + ...
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Multiple solutions for both primal and dual

If matrix $A$ in an LP (or $A^T$ in its dual) has full row (column- in dual) rank, is it possible that both primal and dual have multiple solutions?
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58 views

Min problem by using Lagrange method

$$\min x^2+y^2 $$ $$\text{s.t.}\ \ (x-2)^2+(y-3)^2\le 4 \ \ \ \text{and} \ \ \ x^2=4y$$ Please explicitly solve this question by using Lagrange multiplier method. I accept $(x-2)^2+(y-3)^2=4$ ...
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How to optimize a singular covariance-weighted residual?

Definitions: $$v(x)\equiv\{g_1(x),g_2(x),\ldots,g_n(x)\}^T$$ $$C\equiv \operatorname{cov}(v)=\langle vv^T \rangle -\langle v\rangle \langle v^T \rangle =\int f(x)v(x)v(x)^T \, dx-\int f(x)v(x) \, dx ...
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Minimizing $f(x,y,z)=\dfrac{|x|+|y|+|z|}{xyz}$ on a sphere

I need to find the minimum of the function: $$f(x,y,z)=\dfrac{|x|+|y|+|z|}{xyz}$$ with the condition: $$x^2+y^2+z^2=r^2$$ Using numerical methods it's quite easy to solve the problem. How can I ...
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How to plot a phase portrait for this system of differential equations?

I beg your help.. I'd like the phase portrait for this system. I don't know how to use Mathematica/Matlab ... :( If anyone can make this portrait and post a print screen here, I would thank you ...
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Maximize volume of box in ellipsoid

I need to find the dimensions of the box with maximum volume (with faces parallel to the coordinate planes) that can be inscribed in ellipsoid $$\frac{x^2}{4} + \frac{y^2}{9} + \frac{z^2}{16} = 1$$ ...