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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Heuristics for topological sort

I have a number of modules connected in a Directed Acyclic Graph. My problem is to find an optimal execution order (minimize the total execution time). Any topological sort suffices for a valid ...
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Determine the minimum of $a^2 + b^2$ if $a,b\in\mathbb{R}$ are such that $x^4 + ax^3 + bx^2 + ax + 1 = 0$ has at least one real solution

I just wanted the solution, a hint or a start to the following question. Determine the minimum of $a^2 + b^2$ if $a$ and $b$ are real numbers for which the equation $$x^4 + ax^3 + bx^2 + ax + 1 = 0$$ ...
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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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Convert a piecewise linear non-convex function into a linear optimisation problem.

Update: Problem and solution found here (p. 17, 61), although my prof's solution (formulation) is different. Convert $$\min z = f(x)$$ where $$f(x) = \left\{\begin{matrix} 1-x, &...
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Convergence of Gauss-Newton method for piecewise linear functions

Notation for Gauss-Newton method Non-linear least squares problems are often solved by the Levenberg-Marquardt algorithm, which can be viewed as a Gauss–Newton method using a trust region approach. ...
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Multilinear optimization

Are there any efficient algorithms to solve, multi-linear objective and multi-linear constraint optimization problems? The multilinear functions are sums of bilinear, trilinear (and so on) terms \...
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1answer
202 views

Angular alignment of points on two concentric circles

I have two concentric circles $C_1$ and $C_2$ with radii $r_1,r_2$ such that $r_1< r_2$and a set of finite points $P=\left \{ p_1,p_2...p_n \right \}$ and $Q=\left \{ q_1,q_2...q_n \right \}$ are ...
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854 views

Optimal symmetric rank-1 approximation

I want to find $\mathbf{x}$ that minimizes $\|A-\mathbf{x}\mathbf{x}'\|^2$ where $\|\cdot\|$ is Frobenius norm. Differentiating with respect to $\mathbf{x}$ and setting to $\mathbf{0}$, I get $$\...
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639 views

Maximizing distance between points

I asked a similar question on SciComp, but it is a little out of the domain, so I thought I'd give it a try here as well. Give n points, I would like to place them in a periodic box (periodic such ...
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1answer
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Converting sum of infinity norm and L1 norm to linear programming

So I'm trying to convert this minimization problem, min $\parallel Ax-y \parallel_{\infty}$ + $\parallel x \parallel_{1}$ where $A$ is $m$ by $n$, $y$ is $m$ by $1$ and $x$ is $n$ by $1$. into a ...
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Convergence of sequences of sets

Assume we have the indicator function $$I(x) \triangleq \begin{cases} 1, & \quad x \geq 0 \\ 0, & \quad x < 0 \end{cases}$$ and the sequence of its approximation functions $\{ I_{\nu}(x) \}$...
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Minimize $x^TAx$, subject to $||x||=1$. Show that ${x^*}^TAx^*$ is the smallest eigenvalue of $A$ in magnitude.

I'm solving constrained optimization exercises for preparing my final exam. I got stuck at this question. $$ \begin{array}{ll} \text{min} & \mathbf{x}^T\mathbf{A}\mathbf{x} \\ \text{s.t.} & ||...
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1answer
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Proof that $E_n = \int_0^1 \left| \ln t - P_n(t) \right|\mathrm{d}t = 1/(n+1)^2$

Assume one wants to minimize the distance between $f(x)=\ln x$ and $P_n(t)$ where $P_n$ denotes a polynomial of degree $n$. Etc $P_1 = ax 0+ b$. One way to judge whether the polynomial is a good ...
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1answer
484 views

How to calculate lim inf and lim sup for given sequence of sets

Let the indicator function be defined as $$I(x) \triangleq \begin{cases} 1, & \quad x \geq 0 \\ 0, & \quad x < 0 \end{cases}$$ and $I_{\nu}(x) \in [0,1]$ be a continuous approximation of ...
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286 views

Ideal Coin Value Choices

Backstory: Someone asked a group what they thought his 16 pounds of pennies, nickels, and dimes turned out to be worth when he took them to CoinStar (minus the 10% "processing fee"). Using published ...
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2answers
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} + {z^...
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Why gradient descent works?

On Wikipedia, this is the following description of gradient descent: Gradient descent is based on the observation that if the multivariable function $F(\mathbf{x})$ is defined and differentiable ...
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1answer
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Constrained infinity norm minimization

I have a problem like this: $$\min_x |Ax|_\infty \text{ s.t. } \sum_i x_i = c$$ That is, I want to find the vector $x$ whose elements sum to a constant $c$ that minimized the infinity norm of $Ax$. ...
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2answers
209 views

Least sum of distances

Problem: Let $A, B, C, D$ be points in a $3$-dimensional space. Find the point $X$ that minimizes the sum of the distances $AX+ BX + CX + DX$. Context: During a course, I was assigned a ...
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478 views

find maximum area

Consider a problem here : There is a wall in your backyard. It is so long that you can’t see its endpoints. You want to build a fence of length L such that the area enclosed between the wall and the ...
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1answer
204 views

Finding the extrema of $E(\vec{r})=\frac1a x^2+\frac1b y^2+ \frac1c z^2$ with respect to constraints geometrically

I have a function, $$E(\vec{r})=\frac1a x^2+\frac1b y^2+ \frac1c z^2.$$ Where $\vec{r}=(x,y,z)$ and $a>b>c>0$. I wish to find the maximum and minimum of this function with respect to the ...
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Strict inequalities in LP

How should we deal with strict inequalities in a linear programming problem? For example: inequalities such as $ax< b$;
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$\beta_k$ for Conjugate Gradient Method

I followed the derivation for the Conjugate Gradient method from the documents shared below http://en.wikipedia.org/wiki/Conjugate_gradient_method http://www.idi.ntnu.no/~elster/tdt24/tdt24-f09/cg....
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1answer
57 views

Maximizing and minimizing dot products

Given 2 vectors $u,v \in \mathbb{R^n}$ such that $\|u\| = 1$ and $\sum_{i=1}^n v_i= c$ where $c<1$, I would like to maximize $$\sum_{i=1}^n u_i v_i \log (v_i)$$ and minimize $$\sum_{i=1}^n u_i v_i \...
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What is the best approximate of points on a sphere?

I have a unit radius sphere with a set $S$ of $n$ points on it. How can I find a map $f:S\to \mathbb{R}^4$ which minimizes $$\sum_{x,y\in S} \bigg( d_{\text{geodesic}} (x,y)^{2} - d(f(x),f(y))^{2}\...
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1answer
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Solution Technique to Optimize Sets of Constraint Functions with Objective Function that is Heaviside Step Function

I have the following constraint inequalities and equalities: $$Ax \leq b$$ $$A_{eq}x = b_{eq}$$ The problem is that the objective function, which I am asked to minimized, is defined as $$f=\sum\...
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2answers
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Gradient and Swiftest Ascent

I want to understand intuitively why it is that the gradient gives the direction of steepest ascent. (I will consider the case of $f:\mathbb{R}^2\to\mathbb{R}$) The standard proof is to note that the ...
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1answer
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When $\min \max = \max \min$?

Let $X \subset \mathbb{R}^n$ and $Y \subset \mathbb{R}^m$ be compact sets. Consider a continuous function $f : X \times Y \rightarrow \mathbb{R}$. Say under which condition we have $$ \min_{x \in X}...
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Biorthogonal (discrete wavelet) noise bases?

I am slightly interested in discrete wavelet transforms (DWT), but so far I have mostly used already-derived and existing well-known wavelets, such as Daubechies, Cohen-Daubechies-Faveau, Symlets and ...
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1answer
150 views

A problem on positive semi-definite quadratic forms/matrices

Suppose $a+b+c=0$ and (without loss of generality) $a\leq b\leq 0\leq c$, $a^2+b^2+c^2=1$, is the following quadratic form positive semi-definite? Thank you very much. \begin{equation*} \begin{split} ...
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1answer
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Maximisation problem

I am trying the following question: If$$a+b+c+d=0,\;a^2+b^2+c^2+d^2=1$$ Then what is the maximum value of $ab+bc+cd+da?$ By the rearrangement inequality I can get $ab+bc+cd+da\leq 1$ but I am ...
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Sequence of solutions of approximated problem converging to stationary solution of the original problem

Let $I(x)$ be the indicator function defined as $$I(x) \triangleq \begin{cases} 1, & x \geq 0 \\ 0, & x < 0 \end{cases}$$ and let $L(x,\alpha) \in [0,1]$ be a smoothing function that ...
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1answer
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Optimizing $x^2+y^2$ from two given equations? [duplicate]

What is the maximum value of $x^2+y^2$, where $(x,y)$ are solutions to: $$2x^2+5xy+3y^2=2$$ and $$6x^2+8xy+4y^2=3$$ Note: Calculus is not allowed. I tried everything I could but whenever I got for ...
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1answer
59 views

Find minimal $\alpha_3$ such that $u\in H^3(\Omega)$ and $u(x,y,z)=x^\alpha(1-x)y(1-y)z(1-z)$

My instructor presented me the quiz below but forgot to define key terms such as minimality and $H^3$. Quiz Let $u(x,y,z)=x^\alpha(1-x)y(1-y)z(1-z)$. Find the minimal $\alpha_3$ such that $u\in H^...
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1answer
282 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 $p'(T) = v_1$...
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Maximising determinant problem

The problem is to maximise the determinant of a 3x3 matrix with elements from 1 to 9. Is there a method to do this without resorting to brute force?
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6answers
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Optimization problem (in linear algebra course!)

Let $a_1, a_2, \ldots, a_n$ be real numbers such that $a_1 + \cdots + a_n = 0$ and $a_1^2 + \cdots +a_n^2 = 1$. What is the maximum value of $a_1a_2 + a_2a_3 + \cdots + a_{n - 1}a_n + a_na_1$? I'd ...
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1answer
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On problems of coins totaling to a given amount

I don't know the proper terms to type into Google, so please pardon me for asking here first. While jingling around a few coins, I realized that one nice puzzle might be to figure out which $n$ or so ...
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How to compute the Pareto Frontier, intuitively speaking?

I'm working on a multi-objective optimization problem and we have 'alternatives' that are quantified on two dimensions - value and cost. Now the question is 'how does one compute a pareto frontier'? ...
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Finding minimum $\frac{x+y}{z}+\frac{x+z}{y}+\frac{y+z}{x}$

I would appreciate if somebody could help me with the following problem Q. Finding maximum minimum $$\frac{x+y}{z}+\frac{x+z}{y}+\frac{y+z}{x}(\text{where} ~~x,y,z>0)$$
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1answer
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Fundamental Optimization question consisting of two parts.

A) Find all extrema of $$f(x)=\sum_{k=1}^{n} x_{k}^{2} $$ subject to the constraint $\sum_{k=1}^{n}\vert x_k\vert^p=1$ B) prove that $$\frac{1}{n^{(2-p)/(2p)}}(\sum \vert x_k\vert^p)^{(1/p)}\le (\sum ...
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Eleven unit squares inside a larger square

What is the smallest square which contains 11 non-overlapping (except boundary) unit squares? This question is open but I would like to know a method to verify the best known answer at the moment. I'...
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2answers
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Generalizing Lagrange multipliers to use the subdifferential?

Background: This is a followup to this question: Lagrange multipliers with non-smooth constraints Lagrange multipliers can be used for constrained optimization problems of the form $\min_{\vec x} f(...
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1answer
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dual problem of a Semidefinite programming in a non-standard forme

I have a problem with calculating the dual problem of : $$ \mbox{Minimize } tr(Y) + \frac{1}{\eta} tr(Z) $$ $$ \begin{pmatrix} Y & X \\ X & Z+\varepsilon I \end{pmatrix} \succeq 0 \mbox{,...
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A property of the minimum of a sum of convex functions

Let $g_1(x), \ldots, g_k(x)$ be convex functions from $\mathbb{R}^n$ to $\mathbb{R}$, and lets assume that global minimum of each $g_i$ is unique and is achieved, denoting $$x_i = \arg \min_{x \in \...
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Proving that $\text{ri rge}\,A=\text{ri conv rge}\,A$

"If $A:\mathbb R^n\rightrightarrows\mathbb R^n$ is maximal monotone,then $\text{ri rge}\,A$ is convex". This is a proposition in auslender's book about the asymptotic cones. We can prove that $$\text{...
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One vs multiple servers - problem

Consider the following problem: We have a simple queueing system with $\lambda%$ - probabilistic intensity of queries per some predefined time interval. Now, we can arrange the system as a single ...
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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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3answers
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Monotonicity of $\ell_p$ norm

Consider a $n$ dimensional space, it is known (Wikipedia) that for $p>r>0$, we have $$ \|x\|_p\leq\|x\|_r\leq n^{(1/r-1/p)}\|x\|_p. $$ I have two questions about the above inequality. $(\bf 1)...
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2answers
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Change-making problem - counterexample for greedy algorithm

Let D be set of denominations and m the largest element of D. We say c is counterexample if greedy algorithm is giving answer different from optimal one. I found statement that if for given set ...