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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Find an equation for a moving rod

The two endpoints of a 1-metre long rod have an initial position at $(0,0),(0,1).$ The rod slides continuously to the position $(1,0),(0,0)$ sweeping out a region in the positive quadrant. Determine ...
2
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0answers
35 views

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 ...
2
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1answer
105 views

Clarification on optimization problem, continued

Background This is a follow-up to this question. The problem statement is the same: Maximize $$f(\alpha_1, \dots, \alpha_5) = \sum_{1 \le i < j < k \le 5} \alpha_i \alpha_j \alpha_k$$ ...
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1answer
73 views

How can I find the point (X, Y, Z) which minimizes this quantity?

I have a number of equally powerful light sources $L_i, 1 \le i \le N$ at points within a cube $(x_i, y_i, z_i), -1 \le x_i, y_i, z_i \le 1$. The intensity of each light falls off with distance ...
3
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1answer
44 views

Trace minimization subject to constraints

I have seen in an article that $ \min_{\mathbf{K}} \hspace{0.2cm} tr[\mathbf{K} \Sigma \mathbf{K}^T]$ s.t. $ \mathbf{KH} = \mathbf{I} $ where $\mathbf{H}$ is of full column rank yields, ...
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0answers
32 views

Constraint optimization with lagrangian

I am having trouble regarding the general steps one needs to take in order to solve an constraint optimization using Lagrangian. More specifically, I want to maximize objective equation $f(x,y,z,w)$ ...
3
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2answers
260 views

What is a French curve, as mentioned by Feynman?

I'm reading "Surely You're Joking, Mr. Feynman!", he says: I often liked to play tricks on people when I was at MIT. One time, in mechanical drawing class, some joker picked up a French curve (a ...
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1answer
25 views

Maximum area ellipse that does not include a set of points

I'm interested in finding the maximum area ellipse that does not cover some points $\mathbf{p}_i$ and that is centered at the origin. Hence, ideally I'd like to solve this optimization problem: $$ ...
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33 views

Relation between girth and lower bound of the number of vertices

Let $G$ be a graph with girth $g > 3$. Suppose that every vertex in $G$ has degree at least $k > 1$. Can we found a nice lower bound for $|V(G)|$? Let me be more specific on what I want: ...
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1answer
28 views

Quadratic Problen with 2 constraints

Could someone help me to solve the following: $\min x^Tx$ s.t. $x^T a=1$ $x^T b=0$ where $x$,$a$ and $b$ are $(N\times1)$ vectors and $1$ and $0$ scalars. Thank you!
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0answers
46 views

A point minimizing total great circle distance to a given set of points on a hemisphere

If you have a set of points on a hemisphere, how do you find a point on that hemisphere that has the minimum total great circle distance to the points in the set.
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27 views

Gradient descent via polynomial approximation

It seems that most proofs of convergence for gradient descent algorithms rely on strong conditions on the first and second derivatives of the function, for instance that $$|f''(x)| \leq K$$ over the ...
3
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2answers
46 views

Largest Equilateral Triangle in a Polygon

Is there an algorithm to determine the largest equilateral triangle in a convex polygon?
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0answers
31 views

Determining initial values for optimization problem

I am trying to solve an optimization problem with a quadratic objective function and non-linear constraints, using SQP (Sequential Quadratic Programming). I am attempting at doing the implementation ...
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1answer
61 views

Least squares with a quadratic inequality constraint

Is there a closed form solution for the following least squares problem: $$ \min_\mathbf{x}\|\mathbf{a+Bx}\|^2 ~~\text{s.t}~~\|\mathbf{x}\|^2 \leq \alpha^2$$ where $\mathbf{a} \in \mathbb{C^{M\times ...
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0answers
7 views

Get number equation using specific set of values for get given answer

I have do it for AI assignment. Need a logic for finding solution ..Here is the explanation of problem . I have answer ( any number like for example 10 ). And have some set of numbers (like for ...
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0answers
12 views

How to interpret a discontinuity in 2D Pareto Frontier?

I've solved a bi-objective optimization problem by means of NOMAD solver from OPTI Toolbox and as a result I've obtained a Pareto frontier: How to interpret the visible "gap" in the Pareto frontier? ...
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1answer
20 views

How to efficiently compute the pareto front in a >2 dimensional multi-objective case?

I'm currently working on an optimization problem with 4 different objective functions and need an algorithm to compute the pareto frontier from several "solutions" to that problem. I already found ...
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0answers
26 views

Can difference of the $log$ function be approximated?

I am currently trying to optimize a problem. $$\text{ArgMax}_x \log(1+f_1(x))-\log(1+f_2(x))$$ Due to the fact that $\log (x)$ is a monotonic increasing function, this is equivalent as to ...
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1answer
32 views

Constraineed Maximization Problem

I am creating a game, and have run into quite a tricky problem which I have been wrestling for days. I have been able to turn into somewhat mathematical terms (bare with me, I'm a programmer not ...
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1answer
77 views

Maximum determinant of a $m\times m$ - matrix with entries $1..n$

I want to find the maximal possible determinant of a $ m\times m$ - matrix A with entries $1..n$. Conjecture 1 : The maximum possible determinant can be achieved by a matrix only ...
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1answer
34 views

Global/local optima for this function

I have the following function $f(x_1,x_2) = \frac{x_1}{x_2+p} + \frac{x_2}{x_1+p}$ where $x_1$ and $x_2$ $\in$ $[0,1]$ and $p > 0$ is a constant I want to find global/local maxima for this. ...
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22 views

Upper bound on optimal multinomial logit

Let $[N]={1,...,N}$ denote a set of items, item $i$ has a unit revenue of $r_i>0$ and a utility $u_i>0$. Items have to be assorted in $N$ slots with sampling probabilities $v_k>0$. Let ...
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1answer
18 views

Method to calculate the best way to repay two different loans given a set amount of money per month?

Given two (or more) loans of different balances and interest rates and a single amount of funds available per payment period, is there a way to calculate the best way to split the available funds to ...
2
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1answer
21 views

normal equations of $ y(t) = \gamma e^{\lambda t} $ for minimizing the error

Let $ y(t) = \gamma e^{\lambda t} $ and we have the points $(0,2)\ (1,0.7)\ (3, 0.3)$. The task is to get the parameter so that error is minimal. So we need to get the matrix for the normal ...
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3answers
160 views

How exactly do I prove that I find the maximum of the function

I am currently trying to maximize an objective function $f(a,b,c,d,e)$ over the variable $b$ only. By taking the derviative of f over b, setting it to zero, I can solve b in terms of the other 4 ...
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2answers
39 views

Minimizing sum of functions implies minimizing their squares, maximizing the sum of the inverses?

I have $n$ functions (Say $f_1\space to \space f_n$) of $k$ variables (Say $x_1\space to\space x_k$) each. The functions are all positive, as well as the variables $xi's$. I do not have explicit ...
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3answers
34 views

Optimization with contraint

Given the value K with constraint x+y = K, what can be the maximum value of x*y be? How did they derive this answer? It is equivalent to finding the maximum value of x*(K-x), which will happen when x ...
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56 views

Proving boundedness of a function .

Consider the function \begin{eqnarray} f(x_1,x_2,\cdots, x_n) = \frac{\sum_{i}^{n}a_ix_i}{\sum_{i}^{n}b_ix_i}, \end{eqnarray} over the set $S = \{x := (x_1,x_2,\cdots, x_n):-1 \leq x_i \leq 1,\; ...
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40 views

Strategies to work with system of trigonometric inequality

I'm trying solve this problem using matlab, anybody know good strategies to work with system of trigonometric inequalities such as $ ...
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1answer
40 views

sum of logarithms of linear-fractional functions Optimization Problem

I am new to optimization theory and I am facing this optimization problem. \begin{equation} maximize \qquad f(x) = \sum_{i} ...
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29 views

multivarable optimization problem, what is the procedure?

Sorry for this obvious question. I am trying to maximize an objective function that consist of 5 variables (a,b,c,d,e) over a and b. That is , $max _{a,b}f(a,b,c,d,e).$ So I procedure I took is ...
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1answer
32 views

Minimization with two functions that are not completely related

Two caveats: 1) This is a problem I formulated myself, and so may not be structured correctly/logically. 2) I don't have an extensive math background, but am currently finishing up Calc 3. I have an ...
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1answer
49 views

Proving boundedness of a function (part 1).

Consider the function \begin{eqnarray} f(x_1,x_2,\cdots, x_n) = \frac{\sum_{i}^{n}a_ix_i}{\sum_{i}^{n}b_ix_i}, \end{eqnarray} over the set $S = \{x := (x_1,x_2,\cdots, x_n):-1 \leq x_i \leq 1,\; ...
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2answers
90 views

Unsolvable(?) Assignment Problem

I've recently been trying to implement the Hungarian Method in C++, and I've been using 5x5 matrices to test my program. Last night I came across a matrix which neither I nor my program can solve. Is ...
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1answer
25 views

Volume of a polytope cut off by a hyperplane

Given a maximization problem with constraints, and adding a few more constraints using the Gomory cuts and solving the relaxed maximization problem, we can arrive at integer solutions. I am looking to ...
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35 views

Dimensional Consistency in Grids used in Optimization

I am working on an optimization problem in the research I am doing and my partner and I have found that in order to quickly converge on a solution using a specific PSO (the firefly algorithm - it's ...
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19 views

Find unknown such that four dependent quantities have the same value.

I have $12$ unknown $a_i, b_i, c_i, i=1,\ldots,4$, that should satisfy equations $$ \sum_{i=1}^4n_ia_i=a,\quad\sum_{i=1}^4n_ib_i=b,\quad\sum_{i=1}^4n_ic_i=c, $$ where $n_i,\,i=1,\ldots,4$ and $a,b,c$ ...
3
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0answers
38 views

Strong duality: When does the optimal primal variable coincide with the primal variable giving the dual function.

I'm considering the inequality-constrained optimization problem of finding $$ x^{\star} = \arg \min_{x} f(x) \;\; \text{s.t.} \;\; h(x) \le 0 $$ which is assumed to have a unique minimizer. The ...
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4answers
45 views

Given a satisfactory real number = [any integer]/(2b) where a and b are integers, how would one find the minimum value of b?

For instance, 0.625 = 5/(2*4). Given 0.625, how would one find 4? 0.75 = 1/(2*2). Given 0.75, how would one find 2? I should ...
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0answers
35 views

compute a certain maximum in MATLAB

let $ C \in \mathbb{N} $ and $ c_1>c_2>\ldots>c_k \in \mathbb{N} $ with $ C>c_1 $ and $ c=(c_1,c_2,\ldots,c_k)^\top \in \mathbb{N}^k $, where $ \mathbb{N} $ are the natural numbers without ...
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50 views

Find scaling factor that minimizes f(x) - round(f(x))?

Let's say I have a function $f(x)$, which has a fractional component $\{ f(x) \} = f(x) - \lfloor f(x) \rfloor$. I would like to add a scaling factor $h(x)$, where $h(x)$ is a polynomial, such that ...
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21 views

Hyper-plane that separating hyper-cube.

Suppose $\Omega \in \mathbb{R^4}$ is closed unit ball in $ ||.||_{inf}$ i.e. Hyper-cube. 1) Am I right that there are L=16 extreme points of $\Omega$, all are vertices of the hyper-cube. 2)Is it ...
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2answers
38 views

A curious question about optimizing a function of 2 variables.

Let $f(x,y)$ be defined and has continuous first and second partials on a domain $D$. Also, let $$A = \frac{\partial^2 f}{\partial x^2} \\ B = \frac{\partial^2{f}}{\partial x \partial y} \\ C = ...
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34 views

How to introduce flat cost of flow over a node using mixed integer programming.

In the set up for the program we have a graph where we are trying to minimize the cost of sending flow over the arcs. I have formulated the following linear program. \begin{array}{ll} \text{minimize} ...
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4answers
29 views

Help with Lagrangian Constrained Optimisation

Question: Maximise f (x, y) = x2y, where (x, y) ∈ R2 given the constraint that all (x, y) are points on a circle with radius √3 around origin (0, 0). Solution: f (±√2, 1) = 2 is the maximal value ...
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0answers
25 views

Unconstrained optimization problem (lasso with modification)

I am looking to solve the following unconstrained optimization problem: $$\arg \min_U \|b-A(UY^*)\|_F^2+\lambda\|U\|_1$$ where $\|.\|_F$ is frobenius norm. I know that the solution without the ...
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1answer
19 views

Optimum set partitioning with constraint

Be $A \subset D \wedge m \in D \wedge \forall x \in A:x < m$, with $D$ finite and included in the positive integers, I need to partition $A$ into $B_n$, while minimizing $n$, so that ...
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2answers
44 views

L1 regularized SVM in Matlab

Minimizing the following SVM formulation \begin{align} \arg\min_{\mathbf{w}}\frac{1}{2}\|\mathbf{w}\|^2_2 \\ \text{subject to } \quad y_i(\mathbf{w}\cdot\mathbf{x_i}) \ge 1 \end{align} can be done ...
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1answer
40 views

Horn–Schunck method. Explanation of iterative solution

I am reading this paper (explanation of Horn-Shunck method for finding optical flow) and trying to understand it. My stumbling block is obtainig solution of system of linear equations I(x, y, t) ...