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.

learn more… | top users | synonyms (5)

0
votes
1answer
36 views

Local extrema in special directions

I am looking for the extrema of a function $G(y_1,y_2,y_3,y_4)$ subject to the constraint $y_1 = y_4 + y_2y_3.$ We know that $G$ is defined if $(y_2,y_3,y_4)$ is in the cylinder $\mathbb{D} \times ...
1
vote
1answer
41 views

How to resolve total variation $F(u)=f(u)+\lambda\sum_i^N\int_{\Omega}|\nabla u_i(x)|dx$

Given $u(x)=[u_1(x)..u_N(x)]$, $0 \le u_i(x) \le 1, \sum_i^N u_i(x)=1$ and the cost function is: $$F(u)=f(u(x))+\lambda\sum_i^N\int_{\Omega}|\nabla u_i(x)|dx$$ where $u_i(x)$ is a value that indicate ...
0
votes
1answer
16 views

Is it covex function?$J_{new}(u)=\int_{\Omega} \sum_{i=1}^{N} \lambda_if(x)u_i(x)dx$

I have a function such as $$J(u)=\int_{\Omega} \sum_{i=1}^{N} f(x)u_i(x)dx$$ where $f(x):\Omega \to R$, $0 \le u_i(x) \le 1,\sum_i u_i(x)=1$ Given that $J(u)$ is a convex function w.r.t $u$. Now I ...
0
votes
1answer
48 views

Derivation of energy function

Given the following energy function $E(d)$ (also found here on page 3): $$ E_d = \sum_{x,y \in \Omega} \left(d_{x,y} - \hat{d}_{x,y}\right)^2 + \lambda \sum_{x,y} \left( ...
0
votes
0answers
21 views

optimal control, semismooth newton, bounded norm

I'm solving an optimal control problem (Poisson's equation with dirichlet BVP) $F(y,u) :=\frac{1}{2}\int_{\Omega} (y-y_d)^2 dx + \frac{\lambda}{2} \int_{\Omega} u^2 dx$ with finite element method. ...
1
vote
2answers
56 views

Do we really need the constraint qualification?

I can't keep my fingers off Nocedal/Wright's Numerical Optimization (1999,1E) and I apologize. But maybe YOU can shed light on the question: Why does a point $x \in \mathbb{R}^n$ need to satisfy the ...
1
vote
0answers
16 views

Convergence results for block coordinate descent methods

I am trying to solve the problem minimize $f(x)$ subject to $x_1 \in C_1, x_2\in C_2, ... x_m\in C_m$ where $x_1, ..., x_m$ are block subvectors of $x$, and $C_i$ are each closed convex sets (not ...
3
votes
1answer
44 views

Usefulness of prime numbers as Threading Timeouts in programming [closed]

I am a .NET programmer, founded in math. I am having an argument with a fellow programmer. When I add a Threaded Timer to the program, the interval in milliseconds I use is always a prime number. ...
0
votes
1answer
13 views

Maximization: KKT on unbounded region

Solve the following NLP: $$\left\{\begin{matrix} \min & -3x+y-z^2\\ s.t& g(x,y,z)=x+y+z \leq 0\\ & h(x,y,z)=-x+2y+z^2z=0 \end{matrix}\right.$$ My attempt Using kkt conditions, we ...
1
vote
1answer
75 views

Modeling, Measuring, and Maximizing “Mixedness”

Possible key-terms: combinatorial optimization techniques; simulated annealing; genetic algorithms; Kirkman's schoolgirl problem; Steiner triple systems; orthogonal regrouping. Background: My class ...
0
votes
0answers
24 views

non-linearity and non-convexity

I am taking a course on linear regression online and it talks about the sum of square difference cost function and one of the points it makes is that the cost function is always convex i.e. it has ...
1
vote
1answer
37 views

Matrix norm in the objective of an optimization problem

I am stuck with the following optimization problem from research. The optimization problem have the following objective function: $\|Q-H\|_\infty$. Here $Q$ is a PSD matrix and $H$ is a symmetric ...
1
vote
1answer
49 views

Minimizing the function with a log determinant and trace function?

I am trying to minimize the following argument, which is unbounded in case one of the eigenvalues of $A$ is equal to zero. $\arg min_{S} \log|S^H A S| - tr\{ \Sigma^{-1}S^HAS\}$ Let $A > 0$, ...
1
vote
2answers
70 views

An exam`s points dilemma

On July 2 I have an exam, in this exam will be 40 questions in test with 5 variants of answer for each question. For each correct answer will be given +1 point. For each incorrect answer will be ...
0
votes
1answer
40 views

Compressive sensing for complex matrix

I'm fairly new to compressive sensing, and I have been looking for a MATLAB implementation of the problem $$ A x = b $$ where $A$ is non square, $x$ is kind of sparse and all the numbers involved are ...
0
votes
1answer
24 views

Eliminate cases before calculting all KKT conditions

I have the following non linear programming to solve: $$\left\{\begin{matrix} \min & (x-3)^2 + (y-2)^2 \\ s.t. & x^2 +y^2 \leq 5 \\ & x+y\leq 3 \\ & x \geq 0\\ & y\geq 0 ...
0
votes
0answers
7 views

Find $\alpha$ which makes the problem have an optimal solution or none at all + dual problem LP

min $x_1 + \alpha x_2 $ subject to $4x_1+3x_2\leq29$ $x_1+x_2\geq4$ $x_1\leq5$ $x_2\leq7$ Find for which $\alpha$ the given problem has an optimal solution or no solution at all. Provide the ...
0
votes
1answer
17 views

multi objective optimization

Suppose we want to maximize two positive bounded objectives. A usual approach for this aim is to maximize a weighted sum of these two objectives. Now, my question is why not to maximize the product ...
2
votes
0answers
41 views

How does one evaluate the derivative of a matrix with a tensor $\frac{\partial \operatorname{Tr}[A(\mathrm{Id}\otimes w)]}{\partial w}$?

I am stuck on the following: $$\frac{\partial \operatorname{Tr}[A(\mathrm{Id}\otimes w)]}{\partial w}=\text{ ?}$$ with $A$ a $d\times d^2$ matrix, $\mathrm{Id}$ the identity matrix of $d\times d$ ...
2
votes
1answer
40 views

binary quadratic optimization problem

I am trying to solve the following binary quadratic program. $$ \min_{\Delta} \Delta^T H \Delta + c^T\Delta \\ \text{Such that:} ~~~\Delta\in \{0,1\}^n ~~\text{and}~~ \sum_{i=1}^n \Delta_i \leq \Gamma ...
5
votes
3answers
78 views

Optimal approximation of quadratic form

Let $\mathbf{x}\in\Bbb{R}^n$ and $A\in\Bbb{S}_{++}^n$, where $\Bbb{S}_{++}^n$ denotes the space of symmetric positive definite $n\times n$ real matrices. Also, let $Q\colon\Bbb{R}^n\to\Bbb{R}_{+}$ be ...
2
votes
1answer
36 views

If $H$ is positive definite and $s^Ty>0$, then $s^THs-\frac{s^Tyy^Ts}{s^Ty+y^TH^{-1}y}\ne -1$

Let $H\in\mathbb{R}^{n\times n}$ be symmetric and positive definite $s,y\in\mathbb{R}^n$ with $s^Ty>0$ How can we show, that $$s^THs-\frac{s^Tyy^Ts}{s^Ty+y^TH^{-1}y}\ne -1\;?\tag{1}$$ ...
3
votes
1answer
51 views

Minimizing Area by Approximation

Suppose I have an increasing step function $E_c$ given by $$E_c(\phi) = \sum_{i=1}^n E_i \theta(\phi - \phi_i),$$ where $\theta$ is the Heaviside step function and $E_i$, $\phi$, and $\phi_i$ are all ...
0
votes
1answer
19 views

Maximization of quadratic form over complex unit cube

I am trying to find the maximum of a hermitian positive definite quadratic form $xQx^H$ (where $Q=Q^H$ and all eigenvalues of $Q$ are non-negative) over the complex unit cube $|x_i|\leq 1$, ...
1
vote
0answers
30 views

Coin distribution problem to optimize

There are $N$ users, with each user having a money request. There are $T$ coins, these coins are to be assigned to the user in such a way that its request is fulfilled. Assume each coin may have ...
0
votes
0answers
11 views

Prove that if $e \in \left ( S\to \overline S \right )$ when $\left ( S, \overline S \right )$ is a min-cut, then $f(e) = c(e)$

Given a min-cut $\left( S, \overline S \right )$, we define $\left ( S\to \overline S\right ) =\{\left (u\to v\right )|u \in S, v\in \overline S\}$ and $\left ( \overline S \to S \right )$ similarly. ...
0
votes
0answers
13 views

For which values of $c_1, c_2$ and $c_3$ is (1, 2, -2) a local minimum

Consider the problem $$\left\{\begin{matrix} \min & x^2 -2xy + 2xz +y^2 + 4yz + z^2 + c_1x + c_2y + c_3z \\ s.t & g(x,y,z)=-x^2 -4xy - 4xz -2y^2 -4yz - 2z^2 + x -y+z+4 =0 \\ \; & ...
0
votes
1answer
52 views

Minimal area of triangle

We have the points $A(2, 3-m), B(m+2, -1)$ and $C(m, 2-m)$. Where $m$ is a real number. Find $m$ for which the area of triangle $ABC$ is minimal. So I've tried to find the equation of line $BC$(the ...
0
votes
1answer
14 views

Constrained Optimization: $\min x_1$

Consider the problem $$\left\{\begin{matrix}\min & x_1 \\ s.t & x_2 \geq 0 \\ \; & x_2 \leq x_1^3 \end{matrix}\right.$$ It is asked to find the minimum and show why this does not satisfy ...
2
votes
4answers
86 views

Minimization on compact region

I need to solve the minimization problem $$\begin{matrix} \min & x^2 + 2y^2 + 3z^2 \\ subject\;to & x^2 + y^2 + z^2 =1\\ \; & x+y+z=0 \end{matrix}$$ I was trying to verify the first ...
0
votes
0answers
7 views

Gomory's cut typical running time until the constraint is fractional

I was considering the following problem. Say we are given an linear programming problem $$ \max c^Tx $$ $$ Ax \le b $$ $$ x \ge 0$$ Where instead I consider $i^{th}$ the optimal solution $X_i$ of ...
0
votes
0answers
11 views

what is the dual problem of finding chebyshev's center?

let $a_j$ $(j=1,...,m)$ be a set of points in $R^2$. The problem of finding Chebyshev's center is: min r s.t. $norm(x-a_j)<=r$ $(j=1,...,m)$ Where r is the maximal radius and x is the center ...
0
votes
0answers
16 views

Convex signal reconstruction for convex generator function?

Let $f : \mathbb{R} \mapsto \mathbb{R}$ be a convex (not affine) function and suppose that $y = f(x)$. We want to reconstruct the input $x$ for a given $y$, and the standard approach would be to ...
6
votes
2answers
141 views

Find the minimum value of $A=\frac{2-a^3}{a}+\frac{2-b^3}{b}+\frac{2-c^3}{c}$

Let $a, b$ and $c$ three positive real numbers such that $a+b+c=3$. Find the minimum value of $$A=\frac{2-a^3}{a}+\frac{2-b^3}{b}+\frac{2-c^3}{c}.$$ Here is my attempt. By symmetry we can assume that ...
1
vote
0answers
23 views

Is there only one set of KKT conditions for a given optimization problem?

Consider an optimization problem $$ \begin{align} \max_{x}&\quad f(x)\\ \nonumber \text{subject to } \quad & g_i(x) \le0,\,i=1,\ldots,m\\ \quad & h_j(x)=0,\,j=1,\ldots,l\\ \end{align} $$ ...
0
votes
0answers
11 views

How to optimize a generalized trace problem in dimensionality reduction

I know how to solve this problem in dimensionality reduction. $argmax_{X}$ $Trace[XLX^T]$ with $XX^T=I$ ,where $L$ is symmetric, $X$ is unitary, and $I$ is identity matrix. But I'd like to know how ...
1
vote
0answers
16 views

closed form solution to best invertible matrix which minimizes product

Let $U, X \in \mathbb{R}^{n_1 \times r}$ and let $V, Y \in \mathbb{R}^{n_2 \times r}$. Consider the optimization problem $$ \begin{align*} \min_{A, B, \Sigma \in \mathbb{R}^{r \times r}} \left\{ \| ...
-1
votes
2answers
18 views

Determine vector which maximizes the given function

Determine vector x $\in R^3$ with $\|x\|^2=x^Tx=1$ which maximizes the function below $$ f(x) = 2x_1^2 +2x_2^2-x_3^2+2x_1x_2$$ If someone can show me how to tackle this problem then I have at least ...
2
votes
1answer
133 views

If $a,b,c>0, a+b+c=3$, minimize $\frac{2-a^3}{a}+\frac{2-b^3}{b}+\frac{3-c^3}{c}$ [duplicate]

Let $a,b,c$ be positive real numbers such that $a+b+c=3$. Find the minimum value of the expression $A= \frac{2-a^3}{a}+\frac{2-b^3}{b}+\frac{3-c^3}{c}$ I tried solving it, but I got nothing
0
votes
0answers
26 views

Will the result of this maximization problem be the same for the two considered cases?

Suppose I have $2$ options: option1 and option2. For each option we associate a quantity $q$ that changes each time $t$, namely $q_1(t)$ and $q_2(t)$. Let $\mathbf{q}=(q_1(t),q_2(t))$. The different ...
2
votes
1answer
16 views

Proving that a local maximum of a given bounded function is global.

I am studying a certain maximisation problem (coming from some sort of likelyhood estimations); after a number of generalisations I need to examine $$f(x_1, x_2,y) = a_1\ln x_1 +a_2 \ln x_2 + \ln y - ...
0
votes
0answers
25 views

Approximate inverse (or fast optimization) of non-linear least squares problem

Problem Statement Let ${\bf x}\in\mathbb{R}^N$ and ${\bf W}\in\mathbb{R}^{K\times N}$, ${\bf V}\in\mathbb{R}^{N\times K}$. We define $${\bf y} = f({\bf x}) = [{\bf V}[{\bf Wx}]_+]_+$$ where $[.]_+ = ...
0
votes
1answer
15 views

How to optimally cut kitchen worktops (countertops) from slabs of material

Given a number N of rectangular kitchen worktops, of variable dimensions to be cut from slabs of material of fixed dimensions Determine an optimal fit to minimise wastage and number of slabs used. ...
0
votes
0answers
28 views

Convex envelopes of bivariate functions

In order to convexify my nonlinear non-convex program I need convex envelopes for the function $(x/y)^2$, both x,y are positive. I am only aware of the convex envelopes of the type $xy$ from here ...
1
vote
1answer
30 views

Multivariable optimization- Nature of critical points when det of hessian matrix = 0

I'm struggling a bit with my multivariable optimization. Assuming the determinant of the hessian matrix ≠ 0 I have no issue, though when the det = 0 I get stumped. Example- $$f(x,y)=x^4+y^4-(x+y)^2$$ ...
0
votes
2answers
37 views

Optimization Problem: Fence with adjacent sides rather than opposing sides

I'm unsure if I got the following right on a test I just took: A farmer wants to build a rectangular fence using both wood and metal and wants adjacent sides to be of the same material. Metal costs ...
2
votes
1answer
196 views

Regarding Nesterov's smooth minimization

I am currently studying this Nesterov's paper for project purposes, and I am trying to figure out how the smoothing and the minimization algorithm works I have tried looking at the example ...
0
votes
1answer
41 views

Minimization involving equality constraints

I am trying to find closed form solution to following problem \begin{equation} \begin{array}{c} \underset{\mathbf{x},\mathbf{y}}{\text{minimize}} \hspace{4mm} \big(\left( \mathbf{y}^T ...
1
vote
1answer
30 views

The optimal function value in linear programming has analytic solution

Consider the following linear programming problem: $\min c'x$ subject to $Ax=b$ and $x\geq0$, where $A$ is $m\times n$ with rank$A=m$. The dual is $\max -b'v$ subject to $A'v+c=\lambda$ and ...
1
vote
1answer
40 views

Optimizing a function of a matrix

Let \begin{equation} \begin{aligned} W= & \underset{X}{\mathrm{maximize}} & & \log \left|X + K_1\right|- \alpha \log \left|X + K_2\right|\\ & \mathrm{subject \; to} & & 0 ...