# 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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### What is the name of this problem? linear Matrix equation optimization?!

I have almost no knowledge in linear algebra but I need to understand the process of solving a problem. In fact I'm looking for some keywords or hints to know what exactly should I be Googling! So any ...
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### Logistic regression for football results - Estimating coefficient through maximum likelihood

Consider two football teams $V$ and $L$ with strengths $W_V$ and $W_L$, respectively. Let's assume that the draw probability $\mathbb{P}(Draw)$ is known. Then this model is supposed to give estimates ...
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### Multi-objective optimization or single objective optimization?

I have this function: A(x)= P(x) / B(x) Firstly I thought about doing an multi-objective optimization, maximizing A(x) and minimizing B(x) because this two values are very important. But if I just ...
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### Minimize the function $f(y_1,y_2)=3 y_1^2+8y_2^2$ [closed]

I would like to minimize $f(y_1,y_2)=3 y_1^2+8y_2^2$ with the constraints $g(y_1,y_2)=y_1^2+y_2^2=1$. I thought I could use the Lagrange multipliers, but it is not work. Is there anyone could show me ...
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### Maximizing a linear function over an ellipsoid

Let $A \in \mathbb{R}^{n\times n}$ be a positive definite matrix, $x \in \mathbb{R}^n$ and $c \in \mathbb{R} \setminus \{0\}$. I got to determine the maximum $$\max\{c^Ty:y\in \mathcal{E} (A,x)\}$$ ...
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### Change of variables in minimization

I have the following non linear programming to solve: $$\left\{\begin{matrix} \min & (x-y)^2 +e^z+e^{-z} \\ \text{s.t.} & xz=0 \\ & yz=0 \end{matrix}\right.$$ The book suggests to ...
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### Does projected gradint descent(pgd) results in the same minimizer as the one given by unconstrained gd and projected back on the constrained set?

For $f: \mathbb{R}^n \mapsto \mathbb{R}$ with $f(x) < \infty,\;\forall x \in \mathbb{R}^n$ and for convenience let's assume $f$ is continuously differentiable. Suppose we are trying to solve the ...
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### Extremas on multivariable functions

if the gradient Of a function f(x,y,z) has all its partial derivatives (fx, fy) at a point p equal to zero but the partial derivative z at that point is equal to a constant i.e fz= 12. In this case ...
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### Distance from a set to a point

There is this exercise I cannot understand well. It asks me for the distance between this set in $\mathbb{R}^3$ $$U = \{(x, y, z)\ |\ ax + y - 2z = 0, z = 0 \}$$ and the point $(0, b, 1)$. Also it ...
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### Book Recommendation for Infinite Dimensional Stochastic Optimization Problem in Discrete Time

Let $X(k)$ be i.i.d. discrete random variables and for all $k=0,1,2,...,N-1$, let $X:=(X(0),X(1)...,X(k))$ and $f := (f(0), f(1),...,f(k))$ with $f(k)$ be the decision function at time $k$, I want to ...
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### Minimizing a strictly convex function with inequality constraint

So we've been learning about the Kuhn Tucker conditions in my non-linear optimization course and I've been having trouble with this problem: QUestion: description here Question: a strictly convex ...
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### Maximizing area of a pentagon

Suppose $a,b,c,d,e$ are pairwise distinct positive integers. Consider a pentagon with sides $a,b,c,d,e$ and with angles maximizing its area (we assume that a pentagon with such sides exists). It is ...
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### Minimization of vector sum through rotation

I'm curious if there's an algorithmic way to find the minimal vector sum of $N$ vector magnitudes by applying a rotation $\Phi$ to each individual vector. As an example in two dimensions, if I have ...
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### Robusness of median

If we let $X$ be a set of pints in $\mathrm{R}^2$, and let $g(X) = \arg \min_{y \in \mathrm{R}^2} \sum_{x_i \in X} \parallel x_i -y \parallel_2$ (geometric median of $X$). If $X$ and $X'$ are ...
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### Maximum und Minimum [closed]

I need help for c) also I solved a and b, but c) I could not. Let $f~:~\Bbb R^2\to \Bbb R$ be defined as $f(x,y)=e^{-x^2-y^2+2x-2y}$ a) Determine all local extrema for $f$. b) Determine all ...
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### Optimization of function on integer hypertetrahedron

I have the following optimization problem: Let $k,n \in \mathbb{N}$ with $k < n$. Let $N:=\{1, \dots,n\}$ and $D := \{^{t}(x_1, \dots, x_k) \in N^k \vert \sum_{i=1}^k x_i = N\}$ (hypertetrahedron)...
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