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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Projection theorem for compact differentiable manifold

By Hilbert projection theorem, if $x\in\mathbb{R}^n$ and $D$ is a closed subset of $\mathbb{R}^n$ then the optimization problem $$\underset{y}{\min} \|x-y\| \ s.t. \ y \in D \quad\quad (P1)$$ has an ...
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Maximizing discrete probability

I'm stuck with the following problem: Let's assume we have two buckets: bucket one contains $k$ white spheres and $l$ red spheres. Bucket two contains $n-k$ white spheres and $n-l$ red spheres (n a ...
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Solving a set of equations with Newton-Raphson

I want to solve this set of equations with Newton-Raphson. Can anybody help me? $$ \cos(x_1)+\cos(x_2)+\cos(x_3)= \frac{3}{5} $$ $$ \cos(3x_1)+\cos(3x_2)+\cos(3x_3)=0 $$ $$ ...
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66 views

Forbidden range for a linear programming variable

I would like to express a linear program having a variable that can only be greater or equal than a constant $c$ or equal to $0$. The range $]0; c[$ being unallowed. Do you know a way to express this ...
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optimization problem: finding an hyperplane separating one point from a set of pointy maximizing the distance

I have this problem: I have a set of n-dimensional points $P$. I have one more n-dimensional point $q$. The points in $P$ are linearly separable from $q$ (i.e. it always exists an hyperplane $n^t x ...
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533 views

hessian matrix not positive definite at a minimum?

I have a function for which I want to find the global minimum. The function is: ...
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48 views

Extreme value problem, maximize ratio of volume to surface area

For a cylindrical can, how to choose the ratio of the height to the radius such that the ratio of the volume to the surface area gets maximized? The volume ist $V = \pi r^2 h$ and the surface ...
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55 views

Minimize Sum a_i / Sum b_i over subsets

I have two positive finite sequences $a_i$ and $b_i$, with $0 \leqslant i \leqslant n$. The problem is to find the subset $I$ of $\{0, ..., n\}$ that minimizes: $$\frac{\sum_{i \in I} a_i}{\sum_{i ...
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58 views

minimize distance

consider a two dimensional system. two points are given whose co-ordinates are $(h1,h2)$ and $(k1,k2)$. I want to minimize the distance between these two points with the condition that person has to ...
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53 views

Linear Programming with percentage constraints

I need some guidance with this Linear Programming problem, I want to maximize profits subject to different constraints, the problem is Maximize Goods subject to Min and Max Percentage Volume and ...
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32 views

Sufficient condition on convex function such that $f(x) > -\infty$ for all $x$.

Let $f : \mathbb R^n \to [-\infty, \infty]$ convex and let $f(\overline x) > -\infty$ for $\overline x \in \mbox{int}(\mbox{dom}(f)$. Show that $f(x) > -\infty$ for all $x \in \mathbb R$. ...
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Is this condition sufficient to ensure the locally convexity of a function at a given point?

Given $\bar x\in \mathbb R^n$. Let $f:\; \mathbb R^n\to \mathbb R$ be a nonconvex continuous function on $\mathbb R^n$ satisfying the followings (i) $f$ is not differentiable at $\bar x$, (ii) There ...
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Proof of sufficient condition of existence of Lagrange multipliers

Consider the optimization problem $$ (P) \quad \inf\{ f(x) : g_i(x) \le 0, i = 1,\ldots, m, x \in \mathbb R^m \} $$ where $f, g_i : \mathbb R^n \to (-\infty, \infty]$ are convex and $0 \ne ...
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43 views

Generate primitive integer triangles

I am working on a program where I need to generate all primitive integer sided triangles with lengths $x,y,z$ such that $1\leq x \leq y \leq z$ and $x+y \leq m$. A primitive integer sided triange is ...
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39 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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Solve for transform of rotating frame to fixed frame given points in rotating frame and a planar constraint

Say there are 2 coordinate systems, with one orbiting around the other. Call one fixed ƒ and the other rotating ρ. The goal is to find the transform between the two frames. What's known is A set of ...
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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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44 views

binomial coefficient: maximum value

For $n\rightarrow \infty$ we consider $$f(p)=\sum_{j=c}^n {n\choose j} p^j (1-p)^{n-j}.$$ We are interested in $\hat{p}:=\arg \max_p f(p)$. Can we say something about $\hat{p}$ dependent on $n$ and ...
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Clarification on optimization problem

While reading a combinatorics paper about packing densities in compositions, I encountered the following optimization problem. Maximize $$f(\alpha_1, \dots, \alpha_5) = \sum_{1 \le i < j ...
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31 views

Optimization with both equality and inequality constraints

I need to minimize the following quantity: $$\min x_1^{-1/n}- \left(1-x_2 \right)^{-1/n}$$ subject to: $1-x_1-x_2=\gamma$ and $0<x_1+x_2<1$ $\gamma$ being a constant. Had it been two ...
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monotonicity of binomial coefficient

I am interested in $$f(x):={k-1 \choose x-1} p^{x} (1-p)^{k-x}.$$ How do I find out in which Domain this function is monotonically increasing, in which it is monotonically decreasing? For which $x$ ...
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43 views

Elegant way to solve this extreme value problem

I want to show that $$ \sup_{(x,y)\in \mathbb{R}^2 \setminus \lbrace (0,0) \rbrace} \frac{(ax+by)^2}{x^2+y^2} =a^2+b^2 $$ where $a,b \in \mathbb{R}$ are fixed (this problem appears when one tries to ...
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what does “modular” mean?

I find some similarity of the concept "modular set functions" to the cardinality function. But I don't see the cardinality function is also called "modular" or something else. I wonder what "modular" ...
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Non-convex maxmin optimization

I am dealing with the following maxmin optimization problem: $c^*, x^* = \arg\max\limits_{c \in C, x \in X} [f(c, x) + \min\limits_{\tilde{x} \in X} g(c, \tilde{x})] $ $f$ and $g$ are differentiable ...
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How to characterise this non-linear optimisation (linear objective function, non-linear constraints)

I was wondering if someone may be able to help me characterise this optimisation problem as I am struggling to find a numerical library that will solve it and I suspect it is because I am using the ...
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51 views

Lagrange Multiplier inconsistent

max $f(x,y,z)$ subject to $x+y+z=1$ $$f(x,y,z)= - (x+0.5y)\log(x+0.5y) -2(0.25y+0.5z)\log(0.25y+0.5z)-\log(2)(1.5y+z)$$ $$\frac{\partial F}{\partial x} = - (1+\log(x+0.5y))$$ $$\frac{\partial ...
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181 views

Minimizing $\int_0^1|f'(t)|^2dt$ subject to $f(0)=0$ and $f(1)=1$.

Say you want to minimize $$ \int_0^1 \!|f'(t)|^2 \,dt, $$ subject to $f(0)=0$ and $f(1)=1$, amongst infinitely differentiable functions. Is this even possible? My guess is the minimizing function ...
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The convexity of convex function's range

Given a convex function $f\colon X \to \mathbb R$ with convex domain $X \subseteq \mathbb R^n$, is the range of $f$ a convex set also?
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How to find iso function value points without exploring all points in 2D space

Consider a 2D graph with dim1 and dim2 represented as X and Y respectively. The range of X and Y are 1 to 100. Hence there are 10000 points in the 2D space. Each point in the space is some function of ...
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Minimize function with constraint

I have a Markowitz problem : Min $x^T*C*x$ $x : {x_1 , x_2 ... x_n}$ is a vector of size $N$ $C$ is a known matrix $[N \times N]$ 1) $∑ x_i$ = 1 2) $x_1 < 0 $ I can minimize the function ...
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$|f(x)|\leq \sqrt{\frac{\pi}{3}\int_0^\pi f'^2}$

Let $f\in C^1([0,\pi],\mathbb R)$ such that $\displaystyle\int_0^\pi f(t) dt=0$ Prove that $\forall x\in [0,\pi],\displaystyle|f(x)|\leq \sqrt{\frac{\pi}{3}\int_0^\pi f'^2(t)dt}$ Failed ...
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What does “modular” in “modulr functions” mean?

From Wikipedia If $\Omega$ is a set, a submodular function is a set function $f:2^{\Omega}\rightarrow \mathbb{R}$, where $2^\Omega$ denotes the power set of $\Omega$, which satisfies one of the ...
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Finding the Maximum and Minimum Distance by Lagrange's Method of Multipliers

Q. Find the maximum and minimum distance of a point from origin such that the point lies in the curve $3x^2+4xy+6y^2=140$ I am unable to solve these three equations simultaneously for $(x,y)$ ...
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Hessian of non-differentiable function

Given a function $f = \max\{f_1,f_2\}$ with $f_1,f_2$ convex and differentiable, I know I can calculate the subgradient of $f$. Is there also an equivalent of the subgradient for the (sub)Hessian? ...
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Convergence of projected gradient method for non-convex functions.

Is there a proof of convergence for the projected gradient method for non-convex functions? By projected gradient method I mean the following (shortened) algorithm for $f: U \rightarrow \mathbb{R}$ ...
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Restating optimization problem for quadratic programming

I'm working on implementing an author disambiguation algorithm as described in Torvik et al's paper. I've got most steps done, but am completely stumped on implementing a quadratic optimization step. ...
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Minimizing $f(x,y,z)=\dfrac{|x|+|y|+|z|}{xyz}$ on a sphere

I need to find the minimum of the function: $$f(x,y,z)=\dfrac{|x|+|y|+|z|}{xyz}$$ with the condition: $$x^2+y^2+z^2=r^2$$ Using numerical methods it's quite easy to solve the problem. How can I ...
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Optimization of parallelepiped.

Let $K \in R^3$ the ellipsoid given by the equation $ \frac{x^2}{a^2} + \frac{y^2}{b^2} + \frac{z^2}{c^2} = 1 $ with $a,b,c > 0$ , let $(x,y,z) \in K$ on the first octant, consider the ...
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maximum and minimum values of a function

HI! I am currently working on some calc3 online homework problems and this one is giving me a bit of tough time. I found the gradient of f to be <16x,10y> and the gradient of g to be <4,20>. I ...
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Maximization of Function with two restrictions.

Maximize $$f(x,y,z)=xy+z^2,$$ while $2x-y=0$ and $x+z=0$. Lagrange doesnt seem to work.
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Local minimum of $f(x) = 4x + \frac{9\pi^2}{x} + \sin x$

What's the minimum value of the function $$f(x) = 4x + \frac{9\pi^2}{x} + \sin x$$ for $0 < x < +\infty$? The answer should be $12\pi - 1$, but I get stuck with the expression involving both ...
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Finding $p$ of the binomial cdf…

Please bear with me, I'm only a biologist ^.^: I have a need of solving this cdf so as I can plug in known values $Pr, n, k$, and get an answer for $p$. $$f(k;n,p) = Pr(X\le k) = \sum_{i = ...
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Extremum of a function under constraints

I have a function $f : E \subset R^n \to R$. $E$ is compact and $f$ is continuous so the extremums exist. But $E$ is not defined by an equation but an inequation, so i can't use the Lagrange method ...
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Optimization problem, not sure how to proceed

So I'm a bit confused by this optimization word problem. I would be able to solve it I think given number values for the speeds but I'm uncertain how to get an exact answer when you don't know the ...
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1answer
57 views

Half Sphere Optimization

Having a little trouble with an optimization question: ...
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267 views

Minimum number of lines covering n points

Let there be n points in the plane. I want to know the minimum number of horizontal and vertical lines covering all the points in the plane. My initial approach started like this, 1) for each point I ...
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Matlab Optimization problem with Matrices

I'm trying to solve an optimization problem in Matlab. The equations you will find below. Problem is it is all Matrices, and I have no idea which solver to use for that. w is of size (n x 1) mu_BL (1 ...
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Proof that feature normalization cause faster convergence of gradient descent

How to prove that if I do feature normalization (scaling of the $x_1,\ldots,x_n$ to be all in range $[0,1]$) to a convex function $f(x_1,\ldots,x_n)$ that returns real scalar, then gradient descent ...
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Find the angle between hypotenuse and the side.

For a right angled triangle, the sum of the length of the hypotenuse and a side is kept constant, in order to have maximum area of the triangle. Find the angle between hypotenuse and the side.
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27 views

Maximum payoff for safe bet

I'm having a hard time choosing a good strategy for this problem: assume that you have $m$ money that you can bet on $n$ mutually exclusive outcomes, all with unknown probabilities, and that each ...