# Tagged Questions

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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I would like to solve the following optimisation problem: $$\text{minimize} \quad x'Ax \qquad \qquad \text{subject to} \quad x'Bx = x'Cx = 1$$ Where $A$ is symmetric and $B$ and $C$ are diagonal. ...
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### Find all critical points of $f(x,y) = x^3 - 12xy + 8y^3$ and state maximum, minimum, or saddle points.

Find all critical points of $f(x,y) = x^3 - 12xy + 8y^3$ and state whether the function has a relative minimum, relative maximum, or a saddle at the critical points. So I have: $f_x = 3x^2 -12 y$ ...
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### Preconditioning for an LBFGS

I am working on a high dimensional (N ~ 1000-60000) optimization problem which is currently solved with an LBFGS algorithm. I have experimented with different diagonal preconditioners as I know that ...
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Define our Harmonic sequence for two numbers such that $$a_{n+1} = \frac{2a_nb_n}{a_n + b_n}$$ and our geometric sequence b_{n+1} = \sqrt{a_nb_n} \end{...
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### Is the opposite of the Second Derivative Test also true?

Given the Second Derivative Test, one case says : If $f(x_0)''<0$, then $f$ has a local maximum at $x_0$. Is it also true that, if $f$ has a local maximum at $x_0$, $f(x_0)'' < 0$ ?
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### Shortest ternary string containing all ternary strings of length 3?

How can we find/construct the shortest ternary string that contains all ternary strings of length 3? For instance, $120011$ contains $120$, $200$, $001$, and $011$. (The shortest such a string could ...
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### What is the difference between projected gradient descent and ordinary gradient descent?

I just read about projected gradient descent but I did not see the intuition to use Projected one instead of normal gradient descent. Would you tell me the reason and preferable situations of ...
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### Proximal mapping of $f(U) = -\log \det(U)$

This is an assignment problem which I failed to solve in a couple of days. Denote the set of all $n \times n$ symmetric matrices and the set of all $n \times n$ symmetric positive definite matrices ...
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### linear approximation with respect to L1 norm

I am trying to solve this problem: Find the best $L^1$ linear approximation of $e^x$ on [0,1] i.e. minimize $\int_0^1|e^x-\alpha-\beta x| dx$ any hints how to proceed
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### minimum lines, maximum points

There are $P$ points in the 2-dimensional plane. Through each point, we draw two orthogonal lines: one horizontal (parallel to x axis), one vertical (parallel to y axis). Obviously, some of these ...
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### Minimize : $\sqrt{(1+{1\over a})(1+{1\over b})}$ subject to $a+b=\lambda$.

Given positive real variables $a$ and $b$, find the minimum of $$f(a,b)=\sqrt{\left(1+{1\over a}\right)\left(1+{1\over b}\right)}$$ subject to $a+b=\lambda$ where $\lambda$ is a constant . [ISI ...
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### Max perimeter of triangle inscribed in a circle

What is the maximum perimeter of a triangle inscibed in a circle of radius $1$? I can't seem to find a proper equation to calculate the derivative.
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### Optimization of a function of two variables.

Suppose we have to minimize a function $f(\mathbf x,\mathbf y)$ where $\mathbf x$, $\mathbf y$ are vectors in Euclidean space. The function is convex in $\mathbf y$ when $\mathbf x$ is kept constant ...
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### Minimizing $L_\infty$ norm using gradient descent?

Curve fitting problems are solved by minimizing a cost/error function with respect to the model's parameters. Gradient descent and Newton's method are among many algorithms commonly used to minimize ...
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### Does the uniqueness of solutions to convex optimization with linear constraints hold in n>3 dimensions?

This is a repost of an earlier question, where I think I was not clear enough in what I was asking: I am examining the following optimization problem, for which I would like to know if, when a ...
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### Notation for limit points of a minimizing sequence: $\arg \inf$
Could you tell me what is the accepted notation for the set of limit points of a minimizing sequence. For example, if I have a function $f(x)$ and a sequence $x_t$ such that $\lim f(x_t) = \inf f(x)$...