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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Why is Dantzig's solution to the knapsack problem only approximate

For a bunch of items with values $v_i$ and weights $w_i$, and with a total weight $W$ that our bag can carry, how do we achieve maximum total value without breaking the bag? Dantzig proposed that we ...
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Math notation for location of the maximum

My question is about notation. I have maximum of the function $f(x)$. This can be expressed as $\max(f)$ How can I express in compact form that $x_0$ is the location of that maximum.
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Proving the regular n-gon maximizes area for fixed perimeter.

It is often assumed that, given $n$, the regular $n$-gon will make the most efficient use of perimeter for area. I have never seen this proven. Anyone have something slick? (That is, how can we ...
3
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1answer
229 views

Extrema homework — maximizing the viewing angle of a picture on a wall

I have hit a problem in my homework and don't know how to solve it. Here it is: "A picture with height of 1.4 meters hangs on the wall, so that the bottom edge of the picture is 1.8 meters from the ...
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1answer
239 views

Optimisation Problem on Cone

The problem I've got here is to prove that semi vertical angle of a cone with maximum volume with total surface area constant is equal to $arcsin(\frac{1}{3})$ I am trying to do that by making some ...
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1answer
58 views

Armijo rule intuition and implementation

I am minimizing a convex function $f(x,y)$ using the steepest descent method: $$\mathbf{x}_{n+1}=\mathbf{x}_n-\gamma \nabla F(\mathbf{x}_n),\ n \ge 0$$ My function is defined over a specific domain ...
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Trace minimization when some matrix is unknown

The problem is as follows: $\displaystyle\min_{V}$ trace($V^TH^T\Phi HV$)$\\$ s.t. $V^TV=I_d$ in the case when $H$ is not known. When $H$ is known, the solution is given by the eigenvectors ...
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Global maxima/minima of $f(x,y,z) = x+y+z$ in $A$

Find the global maxima/minima of $f(x,y,z) = x+y+z$ for points inside of $A = \{ (x,y,z) \in \mathbb{R}^3: x^2-y^2 = 1 \wedge 2x+z = 1 \}$ I renamed the conditions of $A$ to a function $g(x,y,z) ...
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1answer
103 views

Binomial Coefficient: monotonically decreasing in this range?

relating to this question, I'd like to ask a further one. Again we have $$f(x)={k-1 \choose x-1} p^x (1-p)^{k-x}$$ We know that this term is maximal for $x=kp$, before increasing, afterwards ...
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3answers
790 views

Ladder Optimization Problem

A fence 4 feet tall runs parallel to a tall building at a distance of 4 feet from the building. What is the length of the shortest ladder that will reach from the ground over the fence to the wall of ...
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Maximizing a given function?

I have a function as below, $f(\alpha) = \frac{{1 - \alpha }}{2}\ln \left( {1 + \frac{{AB}}{{B + \frac{{1 - \alpha }}{{C\alpha }}}}} \right)$, where $A$, $B$, $C$ are constant, and $0 < \alpha ...
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Gordan’s lemma equivalent statement

Let $A$ be an $m × n$ matrix. Recall that Gordan’s lemma states that the system $$\{d : Ad < 0\}$$ is inconsistent if and only if the system $$λ ≥ 0 ∈ R ^m , λ \not= 0, A ^T λ = 0$$ is consistent. ...
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1answer
73 views

Maximum area for back yard with given length of its fence

I've encountered this question : We have 900 ft of fence and we want to construct a back yard for a 100 ft building. If we are using the building as part of the barrier for the yard, ...
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1answer
40 views

Convexity of set

If $C\subset\mathbb{R}^m$ is a convex set, $A$ is an $m\times n$-matrix and $b\in\mathbb{R}^m$, how do I prove that the set $S=\{x\in\mathbb{R}^m|Ax+b\in C\}$ is convex? I know that the definition of ...
0
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1answer
32 views

How to set up matrix to compute best coefficients

Suppose we're given a non-linear spring with the following relationship between the applied weight ($x$) and displacement ($y$): $y = ax + bx^3$. I've done a sequence of $m$ tests measuring the ...
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1answer
95 views

How to perform the optimization when gradient is a matrix $\mathbf{R}^{n\times n}$

I am trying to optimize this cost function by using Gauss-Newton method. $$f = \sum_{i = 1}^n Tr{(Z^TZ)}$$ where $Z$ is a $4\times4$ matrix and it is a function of real vector ...
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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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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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1answer
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How to find the speed that minimizes the total cost of a trip?

Here are some facts about semi-trucks and a trip between Chicago and New Orleans. (a) The trip is 750 miles. (b) Running at 50 mph, the truck gets around 4 miles per gallon. (c) For each mph ...
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211 views

Finding Shortest distance between a Sphere and Ellipsoid?

Suppose that ,I have a Sphere and an ellipsoid as Sphere: $(x-x_1)^2 + (y-y_1)^2 + (z-z_1)^2 = R_1^2$ Ellipsoid: $\large\frac{(x-x_2)^2}{a^2} + \frac{(y-y_2)^2}{b^2} + \frac{(z-z_2)^2}{c^2} = 1$ ...
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2answers
58 views

To prove the existing and uniqueness of a solution

Let function $f$ be differentiable and convex in $R^{n}$. How can it be proved that $\forall \lambda > 0$ solution of system equations $f'(x) = -\lambda x$ exists exclusively ($\exists \hspace{3mm} ...
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1answer
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Calculus Optimization - Finding the minimum cost

In oil pipeline construction, the cost of pipe to go underwater is 60% more than the cost of pipe used in dry-land situations. A pipeline comes to a river that is 1 km wide at point A and must be ...
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How to solve this optimization problem?

Suppose I have the following problem: Maximize: $\quad\quad x_1+x_2+x_3+x_4$ Subject to: $\quad\quad \dfrac{\gamma\;a_1\;x_1}{\gamma\;a_2\;x_4+1}\geq1$, $\quad\quad\quad\quad\;\;\quad\quad ...
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Lagrange multipliers - finding maximum/minimum

I have solved the question, and obtained the critical points, but don't know how to show its a maximum or minimum of a function. I don't understand other answers because symbols confuse me so much and ...
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1answer
109 views

How to minimize cost of group of items given that weights of item sums up to fixed value and atmost 'n' number of items are allowed?

Given that we have a set of items :- { (c1, w1) , (c2, w2), (c3, w3) , ... } where (ci, wi) are the respective cost and weight of the ith item. Its required to minimize total cost of items C such ...
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What's the largest possible volume of a taco, and how do I make one that big?

Let $f$ be a continuous, even function over some interval $I=[-a,a]$ such that the total arc length of $f$ over $I$ is at least $2$, $f(0)=0$, and $f$ is increasing on $(0,a)$. [You might imagine ...
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+500

A System of Matrix Equations (2 Riccati, 1 Lyapunov)

Setup: Consider the following system of real matrices, \begin{align} {\bf P} &={\bf F}({\bf I}_{n}-{\bf K} {\bf H}^\top){\bf P}{\bf F}^\top+{\bf Q}, \;\;\;\;\;\;\;\;\text{where}\;\;\;\;{\bf ...
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Can Three Equilateral Triangles with Sidelength $s$ Cover A Unit Square?

A previous question on the site asked for a short proof of the fact that three equilateral triangles with unit side length cannot be arranged to cover a square with unit side lengths. Given the truth ...
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Operations research book to start with

for somebody having a quite strong background in Mathematics, which are some good books for the domain of Operations research? I guess there are textbooks covering topics like linear and nonlinear ...
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Do dynamic programming and greedy algorithms solve the same type of problems?

I wonder if dynamic programming and greedy algorithms solve the same type of problems, either accurately or approximately? Specifically, As far as I know, the type of problems that dynamic ...
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361 views

If $A+B+C+D+E = 540^\circ$ what is $\min (\cos A+\cos B+\cos C+\cos D+\cos E)$?

Let each of $A, B, C, D, E$ be an angle that is less than $180^\circ$ and is greater than $0^\circ$. Note that each angle can be neither $0^\circ$ nor $180^\circ$. If $A+B+C+D+E = 540^\circ,$ what is ...
16
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Arnol'd's trivium problem #68

I came across this blog that says that its French version has answers to most of Arnol'd's trivium problems, and I figured I'd try my hand at some of the ones they don't have. Number 68 raised my ...
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Math Wizardry - Formula for selecting the best spell

Imagine we have a wizard that knows a few spells. Each spell has 3 attributes: Damage, cooldown time, and a cast time. Cooldown time: the amount of time (t) it takes before being able to cast that ...
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Time-optimal control to the origin for two first order ODES - Trying to take control as we speak!

I want to find the time optimal control to the origin of the system: $$\dot{x}_1 = 3x_1+ x_2$$ $$\dot{x}_2 = 4x_1 + 3x_2 + u$$ where $|u|\leq 1$ I ran straight into the problem full strength, hit it ...
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Formula for picking time closest to (but after) target

Let's say you have an arbitrary length of time. You are playing a game in which you want to push a button during this time span after a light comes on. If you do so, you win ($+1$), if not, you lose ...
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Why is convexity more important than quasi-convexity in optimization?

In the mathematical optimization literature it is common to distinguish problems according to whether or not they are convex. The reason seems to be that convex problems are guaranteed to have ...
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Maximum subset sum of $d$-dimensional vectors

This is a $d$-dimensional generalisation of the post Inequality with Complex Numbers. (See my comment under Robert Israel's answer.) Generalising Potato's proof for $d$-dimensions, we can show the ...
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How many bananas can a camel deliver without eating them all?

This is a fun puzzle I was assigned on the first day of highschool (over a decade ago). I just dug it up randomly from under my bed and thought I'd share it with the SE community. At the time, I ...
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How to explain lagrange multipliers to a lay audience?

So I will be giving a seminar to a scientifically mature lay audience (think bio/social science undergrad level). I have been told that I should count on less than half the audience to have experience ...
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2answers
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What numerical methods are known to solve $L_1$ regularized quadratic programming problems?

What numerical methods are suitable to solve the following problem $$\min_x \tfrac{1}{2}x^T A x + b^Tx + \lambda ||x||_1$$ where $x,b\in\mathbf{R}^n$, and $A\in \mathbf{R}^{n\times n}$ is positive ...
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What is the best strategy for Cookie-Clicker-esque games?

Today, I stumbled across the game Cookie Clicker, which I recommend you avoid until you have at least a few hours of time to waste. The basic idea behind the game is this: You have a large stash of ...
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What are the advantages of dual of a problem

I am studying linear programming and I came across primal-dual algorithm in Linear Programming. I understood it but I am unable ...
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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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1answer
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$a,b,c>0,a+b+c=21$ prove that $a+\sqrt{ab} +\sqrt[3]{abc} \leq 28$

$a,b,c>0,a+b+c=21$ prove that $a+\sqrt{ab} +\sqrt[3]{abc} \leq 28$ I have tried to use AM-GM inequality, but get no result as follows: $$a+\sqrt{ab}+\sqrt[3]{abc}\leq ...
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4answers
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Calculating the max and min of $\sin(x)+\sin(y)+\sin(z)$

I took the partial derivatives of $\sin(x)+\sin(y)+\sin(z)$ and it didn't work out, so I am trying to use Lagrange's method (with the constraint: $x+y+z=\pi$)... I am not sure how to set this up. ...
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The Farmyard problem

Problem: There is a farmer who has a $1\text{ mile}\times 1\text{ mile}$ square piece of land. He knows that there is a completely straight pipe underneath some part of his property, but it could ...
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Best fit ellipsoid

Given a collection of points $P \subset \mathbb R^3$, a crude characterization of the "shape" of $P$ is sometimes given by the principal components. We construct a covariance matrix, e.g., if $P$ is ...
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Twilight Zelda Guardian Puzzle : Shortest Path (UPDATE: ADDED RULES)

I'm playing a video game right now and in it is a puzzle (see here). There are solutions to solving it (see here) on the Internet, but I'd like to know if this path is the shortest path (least amount ...
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Using a compass and straightedge, what is the shortest way to divide a line segment into $n$ equal parts?

Sometimes I help my next door neighbor's daughter with her homework. Today she had to trisect a line segment using a compass and straightedge. Admittedly, I had to look this up on the internet, and ...
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Taking derivative of $L_0$-norm, $L_1$-norm, $L_2$-norm

I am a little confused about taking derivatives w.r.t. the norms. $L_0$-norm: $L_0$ means number of non-zero elements in a vector. Say, I am interested in an $x_i$. ...