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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Lattice fitting to points

I have a set of points (shown as little black circles) which ideally form a hexagonal lattice shape, each point having an equal distance to all of its neighboring points. (Sorry for my drawing, some ...
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Optimization using Karush-Kuhn-Tucker conditions

min $y^Tx$ subject to $\|x\|^2 \le 1$ where y is a nonzero vector in $\mathbb R^n$ I rearrange the constraints so that the RHS is $0$. New constraint: $x_1^2 + \cdots + x_n^2 - 1 = \|x\|^2 - 1 \le ...
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Duality - linear programming

I have to find a respective dual programme for the given LP $$ \max \ 2 x_1 + 2x_2$$ s.t. $ -x_1 - x_2 \ge -5 \\\phantom{-}x_1,\phantom{,,}x_2 \ge 0$ I got this: $$\min \ 5y_1$$ s.t. $y_1 \ge 2 ...
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Thomson problem vs. maximizing sum of distance

Given $N$ equally charged points lying on the unit sphere ("electrons"), the Thomson problem consists of finding the configuration of these points such that the electrostatic potential energy $$ ...
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Prove convexity of function over space of positive definite matrices

I want to show that the function $f(X) = -log \ det(X)$ is convex on the space $S$ of positive definite matrices. What I have done: It seems like this problem could be tackled by considering the ...
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Feasible solutions in semidefinite programming - beyond Slater's theorem

Suppose a semidefinite program is given by: \begin{align} \text{Maximize:}&\quad \text{Tr}\left[AX\right],\\ \text{subject to:}&\quad \Phi\left(X\right)=B,\\ &\quad X\geq 0. \end{align} ...
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Why does $\int f(x)(y-r(x))\;dP(y,x) = 0$?

My question is, why does: $$\int f(x)(y-r(x))\;dP(y,x) = 0,$$ where $r(x) = \int y \;dP(y|x)$ and $P$ is a probability distribution function. It was also given (in my book) that: $$\int ...
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Formulate the Marriage Problem into a Maximum-flow problem (Graph theory)

Suppose I have $M=\{1,\ldots, n\}$ men and $W = \{1, \ldots, n\}$ women and $B =\{1, \ldots, m\}$ brokers, such that each broker knows a subset of $M \times W$ and for each pair in this subset a ...
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45 views

Type of convex function?

I want a convex function $f:\mathbb{R} \to \mathbb{R}$ with the following property: given points $x,d \in \mathbb{R}$, and $\alpha \in (0,1)$, we have $$f(x + \alpha d) \geq \alpha f(x + d).$$ Is ...
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Minimization of the integral with respect to a parameter

Intro Let $f$ be a a real-valued function parametrized by a parameter $\alpha \in \mathbb{R}$ and let $J\colon \mathbb{R} \to \mathbb{R}$ be a functional defined as follows: $$J(\alpha) = ...
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Introduction to Linear Optimization: Driving the artificial variables out of the basis (case: no entries in the $j$-row are nonzero)

Reading the book Introduction to Linear Optimization by Bertsimas and Tsiklisis, I've come across the following subject: Driving the artificial variables out of the basis. The description is as ...
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27 views

Is my idea of incoming/outgoing arcs correct?

I'm reading Jungnickel's Graphs, Networks and Algorithms. I've met the following lemma: I know that $e^{-}$ are the incoming vertices and $e^{+}$ are the outgoing vertices. Then I've tried to ...
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Finite difference method

I wanted to ask something regarding the finite difference approximation. I used the finite difference to calculate the numerical derivatives of my function. The finite difference is given by the ...
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Minimum of $x+y+z$ on $\{(x,y,z) \in \mathbb{R}^3 | z \le x^2+2y^2+3, z\ge 3x+2y\}$

Find the minimum of $x+y+z$ on $$\{(x,y,z) \in \mathbb{R}^3 | z \le x^2+2y^2+3, z\ge 3x+2y\}.$$ My first naive thoughts would be to consider setting up a nasty triple integral and evaluate it or ...
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Solving for stationary points for questions of the following type

How do you solve questions like $f(x,y) = x^2y + y^3x -xy$ for stationary points? A link to an educational resource that goes over this would be very helpful as well, as I don't even know what ...
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Maximum volume of an open box with a square base?

A box with a square base and an open top is to be made. You have 1200cm^2 of material to make it. What is the maximum volume the box could have? Here's what I did: 1200 = x^2+4xz; where x=length of ...
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Optimization problem?

Hi I was having trouble figuring out this question. Find the point on the circle $x^2 + y^2 = 1$ in the first quadrant where the tangent line to the circle encloses with the coordinate axes a ...
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*SOLVED* Largest lower bound that covers p percent of the data

Solved: Rahul wrote the solution to the problem in the comment to the question. Thank you Rahul. The original question is below: Suppose that you have a finite set $X\subseteq \mathbb R$, and you ...
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Analytical solution to the first PCA direction

It is known that the first PCA direction for a dataset of $n$ points is the unit vector with max variance after projecting the points onto this vector. I wonder whether there are some analytical ...
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when do we have polynomial local minimum = to global minimum

When does a multivariate polynimial has only one stationary point so that local minimum is global minimum?
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Weighted Norm Minimization

I have a minimization problem of the form $min (w_1 \|x\|+w_2\|y\|)$ subject to constraints $A_1x=b_1$, $A_2y=b_2$, $0< l_1 \leq x \leq u_1$ and $0< l_2 \leq y \leq u_2$ where ...
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Does the maximum cut implies the minimum flow?

Is it possible to reverse the result of the min-cut max-flow theorem and obtain the result that if you have the maximum cut, then you have the minimum flow? I've been thinking about it, but I have no ...
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223 views

Optimization question on graph

I was having trouble with this question. A triangle has one side parallel to the x-axis, two vertices on the part of the parabola $$y =3 − {x^2\over 12}$$ above the x-axis and the third vertex at ...
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Related Rates/ Optimization problem

I was having trouble figuring out this problem. A fisherman is in a boat 3 km from the nearest point A on the coast. The fisherman wishes to return to his camp C located 5 km from the point A. The ...
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Is it true that a quasiconvex, increasing and continous function, is convex?

Let $f:\mathbb R^n \to \mathbb R$ be a continuous and increasing function. Let $f$ be quasiconvex. Let $f(0)=0$. Can we say that $f(x)$ is convex ? If yes, how do we prove it ? Thank you very much ...
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Optimizing a ranch

"A rancher wants to fence in an area of 1000000 square feet in a rectangular field and then divide it in half with a fence down the middle, parallel to one side. What is the shortest length of fence ...
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Maximising a sum - closed form?

As a follow up to this question, I am wondering the following: Suppose $\sum_{i=1}^n x_i=0,\;\sum_{i=1}^n x_i^2=1$. Is it there a closed form for $\max \sum_{i=1}^n x_ix_{i+1}?$ ($x_{n+1}=x_1$) For ...
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What is the meaning of “girth” of a rectangular box?

Here's an optimization problem. A parcel delivery service will deliver a package only if the length plus the girth (distance around, taken perpendicular to the length) does not exceed 112 inches. ...
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Example of a k-matroid

Let the set $K_i = (S, I_i)$ be a matroid for each $i \in \{1 \ldots k\}$. We define $K = (S, I) $ where $I = \{ X \subset S $ | $ X \in \bigcap_{i=1}^k I_i\}$ The claim now is that $K$ is a ...
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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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An example of a continuous function on $\mathbb R^2$ with two critical points, both of them minima

Knowing you can not use the minimum bound, there exists a function $f ( x , y )$ continuous in $\mathbb R ^ 2$ that has exactly two critical points which are (both) the minimum? Can you give me an ...
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If a continuous function has one relative extremum, then it is actually an absolute extremum

The following statement makes sense intuitively, but is there a way to prove it mathematically? (This is something we make use of in applied optimization in calculus.) If $f$ is continuous on an ...
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Symmetric matrix and its Conjugate

Let H be a symmetric matrix. Show that if u and v are eigenvectors of H corresponding to distinct eigenvalues, then u and v are H-conjugate. Need some help, what and how should I approach this? :/ ...
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Help with Gram-Schmidt problem

I'm supposed to show that the Gram-Schmidt process: $\textbf{a}_j = \left\{ \begin{array}{lr} \textbf{d}_j, \;\;\textbf{if} \;\;\lambda_j = 0\\ \sum_{i=j}^n \lambda_i\textbf{d}_i ...
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max and minimum qudratic function problem

A piece of wire $20$ metres long is cut into $2$ pieces and each piece is bent to form a square. Determine the length of the two pieces so that the sum of the areas of the two squares is a minimum. ...
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Could someone explain the Lagrangian Method?

I understand the method, technically, but what is actually going on? We set the gradient of the function equal to the gradient of the constraint (multiplied by a constant), and in doing so, we find ...
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Optimization Problem (Linear Algebra)

I am not trying to cheat or anything, so any reference to online literature or MOOCs, that teach this stuff, will be highly appreciated. The problem is to prove that the following optimization ...
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Project a function on a space?

The problem I'm solving is $\begin{cases} & \dot{x}_{1} = -u \\ & \dot{x}_{2} = 4x_{1} \end{cases}$ $x_{1}(0) = x_{2}(0)=0, |u| \leq 3, t \in [0;2], u^{0}(t)\equiv0, J[u] = -2x_{1}(2) + ...
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Does every strongly convex function has a stationary point?

Say does every differentiable $\mu$-strongly convex function $f:\mathbb{R}^n\mapsto\mathbb{R}$, with $\mu>0$ have a point where its gradient is $0$? If not so which is the minimum you can impose ...
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0 to the power of 0 follow up question: Finding the “optimum curve” such that one can just avoid limiting into 1 or 0

Previously in $0^0$ shape of discontinuity we investigated the limiting behavior and shape of the singularity of the function $x^y$ as we approach the origin We knew that from the answers given in ...
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simple problem of calculus.

A company wishes to manufacture a box with a volume of $36ft^3$ that is open on top and twice as long as it is wide.Find the dimensions of the box produced from the minimum amount of material. My ...
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How to approach this optimization problem with “sorted” constraint

I have formulated an optimization problem and I'm not sure how to go about solving it intelligently. I have three vectors $ a, p, n$, all with the same number of elements. I know what $p$ and $n$ are ...
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Energy Function for Optimization with Time-Dependent Inputs?

I am working through a paper on energy functions for optimization and having some trouble understanding the notation. The author derives an E function for a neural network that is a function of both ...
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SOCP or SDP optimization problem

I am studying an optimization problem \begin{equation} \mathbf{w}^* = \text{argmax} \sum_{d=1}^D \log \bigg( \frac{|\mathbf{f}_d^H\mathbf{w}|^2+c_1}{|\mathbf{f}_d^H\mathbf{w}|^2+c_2} \bigg)\\ \\ ...
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maximization of a particular ratio

We are given a ratio: $$\frac{g(x)}{f(x)}$$ where: $$g(x) \in \mathbb{R}^{+}$$ $$f(x) \in \mathbb{N}\: \cap f(x)\ge 2$$ So $g(x)$ returns values in $[0,+\infty]$ while $f(x)$ returns values in ...
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How can the max-flow and min-cut problems, if dual to one another, both have unbounded optimal value?

The max-flow min-cut theorem states that the value of the maximum flow is equal to the minimum cut capacity. It is possible that the max-flow and min-cut is equal to $\infty$. However, reading ...
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Geometric interpretation of duality and Slater's condition

I am trying to study about optimization problems, Lagrange duality and related topics. I came across some presentation on the net, which claims to show the geometric interpretation of the duality and ...
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Which is the better way to optimize a function with 3 variables

I have an optimization function depends on 3 parameters a, b, and c. Which is the better way to optimize it? ...
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How can I use Mehrotra's predictor-corrector primal-dual interior point method to solve a problem that is not in the form of cTx?

I am not very familiar with optimization methods. I am studying the paper "Blind channel identification for speech dereverberation using l1-norm sparse learning" (here: http://linyq.com/NIPS2007.pdf). ...
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a calculus optimization problem

Given points A(2,1) and B(5,4), find the point on the x-axis P(x,0) in the interval [2,5] that maximizes the angle APB. How can I devise an optimize equation and a constraint equation out of this?