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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Optimizing with Absolute Value Objective Function

max : $w = |q^T y|$ subject to $A y \leq b$ $y \geq 0$ Please describe how one could solve the non-linear programming prob. above by using linear programming methods. I tried changing $y$ to $y' ...
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Voronoi diagram with different metric functions

Given a metric space $(X,d)$ and finite number of points $(x_i)_{i=1}^n$ the Voronoi diagram (or the Dirichlet cell) $C_i$ is given by $$ C_i = \{x\in X:d(x,x_i)<\min\limits_{j\neq i}d(x,x_j)\}. ...
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Questions about weak duality theorem

Following are some corollaries regarding the weak duality theorem. Consider a constrained problem, $\min_{x \in X} f(x),$ subject to $g(x) \leq 0$ and $h(x) =0$. Its dual problem is $\sup_{u \geq ...
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Minimum for this function

I thought of writing this question Minimum for this function in a different way, if it helps. I want to minimize $$\sum_{i=1}^n a_ix_i + \nu \sum_{i=1}^n b_i 2^{x_i} ,$$ where $a_i \in [0,1]$, ...
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Find the range of $x$, given $y_{min} \leq y(x) \leq y_{max}$, where $y(x) $ can be any function ( Updated)

I have a series of inequalities: $$y_{1min} \leq y_{1}(x) \leq y_{1max}$$ $$y_{2min} \leq y_{2}(x) \leq y_{2max}$$ $$..$$ $$y_{nmin} \leq y_{n}(x) \leq y_{nmax}$$ Note that $x\in\mathbb{R}$ The ...
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25 views

The functional take its maximal value for $y(t)=-t$

I want to show that the functional $J(y)=\int_0^1 [y'(t) \sin{(\pi y(t))-(t+y(t))^2}]dt$ ,where $y$ is a continuously differentiable function on $[0,1]$, takes its maximal value $\frac{2}{\pi}$ for ...
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How can we maximize the following functional?

$\max_{} \; \int_0^1 \left( -\frac{1}{2} \left( \lambda_1(1-t) - \int_t^1 \lambda_2(s) ds \right)^2 - 1.25 \lambda_2(t) \right)dt + \lambda_1$ s.t $\lambda_1\geq0$, and $\lambda_2(t) \geq 0$ for ...
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Do three valued basis vector elements lead to the fastest discrete Fourier transforms?

When sin() and cos() are approximated to 1, 0 and -1 in the basis vectors in a real or discrete Fourier transform the basis vectors have a lot of elements of zero or in common leading to an algorithm ...
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How to determine the gradient of this cost? [duplicate]

I have asked a similar question before, but I guess I haven't provided clear information. The cost of my function $f:\mathbb{R}^5\rightarrow\mathbb{R}$ is $$f(\vec{\alpha}) = ...
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Problem about length and width of a running facility

Jacaranda Secondary College is planning to develop a $400$ metre running track facility in an unused area of the college. The rectangular site available is $100$ metres wide and $180$ metres long. The ...
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Proof that nuclear norm is convex.

For an $m \times n$ matrix, $A$, the nuclear norm of $A$ is defined as $\sum_{i}\sigma_{i}(A)$ where $\sigma_{i}(A)$ is the $i^{th}$ singular value of $A$. I've read that the nuclear norm is convex ...
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Find $\min x^TAy+b^Tx+c^Ty$ subject to $1^Tx=1^Ty=1,x\ge 0,y\ge 0$

The problem seems to be easy but I can't find a solution :( Problem: Given $A\in\mathbb{R}^{m\times n}, A\ge 0, b\in\mathbb{R}^{m}, c\in\mathbb{R}^{n}$. Minimize $f(x,y) = x^TAy+b^Tx+c^Ty$ subject to ...
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Constraint minimization of sum of Non-symmetric matrices

I am trying to find closed form solution to following problem \begin{equation} \begin{array}{c} \text{min} \hspace{4mm} \big(\lambda_1\left( \mathbf{y}^T V^{(1)}\mathbf{x} \right)^2 + ...
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126 views

An Interesting Resource Allocation Problem

Here is the problem: \begin{array}{ll} \text{minimize} & \sum_{i=1}^N \frac{1}{1 + \textrm{exp}(C_i + x_i)}\\ \text{subject to} & \sum_{i=1}^N x_i \le R \\ & x_i \ge 0, ~ i = 1,2,...,N ...
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Looking for Method to evaluate the optimal node rate vs number of simulation rate in a Monte Carlo simulation

I am currently working on evaluating an American Option using a Monte Carlo simulation, and I am getting answers but they vary quite a bit. The two variables that I can alter are number of simulations ...
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62 views

Optimization to minimize cost using the function C=Tq^(1/a)+F

I was given the function of $C=Tq^{1/a}+F$ where $C$ is total cost, $q$ is output, $a$ is a positive parametric constant, $F$ is the fixed cost, and $T$ measures the technology available (also a ...
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23 views

Finding the optimal solution

Find the optimal solution of the problem $$\min \Bigg \{ \int_0^1 [x^\prime (t)^2 + 2x(t)^2]e^t dt : x(0) = 0, x(1) = e - e^{-2}\Bigg \}$$ and the value of the minimum. Not sure how to approach this ...
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51 views

Critical points characterization of real function

Providing a real multi-variable function $f(\bar{x})$ twice differentiable with respect of all its variables. Looking for critical points is equivalent to solve $\nabla f = \vec{0}$. And to ...
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511 views

Using bordered Hessian matrix to determine non-degeneracy and type of constrained extremum

I have the following problem: $\def\f{f(x_1,x_2,x_3)}\def\1{x_1}\def\2{x_2}\def\3{x_3}\def\n{\nabla}\def\g{g(x_1,x_2,x_3)}\def\l{\lambda}\def\q{\begin{pmatrix}}\def\p{\end{pmatrix}}$ Find the ...
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Optimize volume of an open cardboard box made from flat square of cardboard…

Consider the following problem: A box with an open top is to be constructed from a square piece of cardboard, 3 ft wide, by cutting out a square from each of the four corners and bending up the sides. ...
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40 views

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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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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43 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 ...
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114 views

Maximizing the volume of a box using Lagrange multipliers

We are given a box of surface area $64$. As such, I wish to maximize $f(x,y,z) = xyz$ subject to $g(x,y,z) = 2(xy+xz+yz) - 64$. If I have understood in correctly, I am to find the critical points of ...
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Are there known patterns among minimal expressions?

Let $R = F[z_1, z_2, \dots]$ be the finite-degree polynomials in a countable number of variables. Let $\mathcal{E}(R)$ be the set of all expressions of polynomials. Note that there could be an ...
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Minimize Function over Convex Subset

Suppose that C is a closed convex subset of $\mathbb R^n$ and $x \in \mathbb R^n$. The projection of $\mathbf x$ onto C is the closest point $\mathbf y \in C : \mathbf z = \mathbf y$ minimizes ...
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Evaluate smartly a function on a multiplication grid

I am asking myself the following question: Suppose one has a grid $G \in \mathbb{N}^{n\times n}$ where $g_{ij} = i\cdot j$, $i,j \leq n$. I would like to evaluate a function $f: G \to \mathbb{N}$. ...
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Use Lagrange Multipliers to find the absolute extrema

Use Lagrange Multipliers to find the absolute extrema (if any) of: $f(x,y) = 4x^2 + 9y^2$; subject to $2x +3y = 6$. Using Lagrange I end up with one point: $(\frac{3}{2}, 1)$ I'm just not sure how ...
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756 views

Calculus Optimization - Finding the minimum cost

In oil pipeline construction, the cost of pipe to go underwater is 60% more than the cost of pipe used in dry-land situations. A pipeline comes to a river that is 1 km wide at point A and must be ...
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90 views

What trick to calculate this Frechet derivative?

Let $u(t) \in L^{2}(0, 1)$. I need to calculate the first and second Frechet derivatives of $$J(u) = \int_0^1 \left(\int_0^{t^3}u(s)ds\right)^2dt$$ I am completely at a loss here: I know several ...
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Highest Volume/Area Ratio

Given a fixed volume of a solid, what would be the shape of such solid that would minimize the its surface area? How to determine it? I thought about it, but I cannot find an algorithm that doesn't ...
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282 views

What minimizes the Chebyshev Distance?

For an arbitrary number of dimensions, I know that the mean minimizes the distance using the L2 norm and that the geometric median minimizes the distance function using the L1 norm (though I have yet ...
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Is the geometric-to-arithmetic function convex or concave?

Consider a vector $\mathbf{x} \in \mathbb{R}_{++}^N$. Also consider two functions, $g(\mathbf{x}): \mathbb{R}^N \rightarrow \mathbb{R}$, and $a(\mathbf{x}): \mathbb{R}^N \rightarrow \mathbb{R}$, ...
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Concave function divided by a convex function. What is the result?

Let us say that I have a function $f(x)$ that we know is a concave. And let us also say that we have another function $g(x)$ that is a convex. If I make a new function, $h(x) = \frac{f(x)}{g(x)}$, ...
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Lagrange Multipliers have no solution

$f(x,y)=2x+y$ subject to constraint $x+y=m$. $(2,1)=\lambda(1,1)$ but this does not satisfy $x+y=m$ So there are no solution?
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Homogeneous function has its derivative homogeneous of one less degree

This is from Simon and Blume's Mathematics for Economists: But, for LHS, applying Chain rule goes:$$\dfrac{\partial f}{\partial(tx_1)}(tx_1,\dots,tx_n)\cdot\dfrac{\partial(tx_1)}{\partial ...
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SOCP formulation: wrong inequality direction in constraints

The problem is constrained by a set of inequalities in the form of $$ \| A_i\mathbf{x}\|\geq \mathbf{y_i^Tx} $$ where x is a n-vector of unknowns, $A_i$ are matrices and $y_i$ vectors. Is it possible ...
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The conjugate of conjugate of the function $f=yx^2$

Suppose $f=yx^2$ and the arguments are $x\in\mathbb{R},y>0$. According to the definition of conjugate, $f^*(x,y)=\max\limits_{y',x'}xx'+yy'-y'x'^2$ Because $f$ is not a convex function, I cannot ...
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Proving an inequality involving multiple constraints

Let $R$ be a discrete set and let $f:{\left[ {0,1} \right]^{\left| R \right|}} \times {\left[ {0,1} \right]^{\left| R \right|}} \to \mathbb{R}$ be defined as $f\left( {{\mathbf{x}},{\mathbf{y}}} ...
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KKT minimization problem

Solve $x^2 - 2y \rightarrow \min$ subject to $\max\{3x^2, e^y + 2\} + \sqrt{x^2 + y^2 - 2x + 1} \leq 6x + \sqrt{5}$ and $ \sqrt{x^2 + y^2 - 4x - 4y +8} -2x+2y \leq 0$ I tried computing the ...
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Why this optimization problem is solved like that? any explanations, help? Thanks!

Ok.so I do understand up to step 9. But then it gets all confusing to me...Normally what I would do for these sort of problems is to isolate the lambda symbols in equations 8 and 9 and then equal ...
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A (simple?) question about continuous functions

[EDIT to restrict the function domain to a compact interval, and adapt some of my thoughts.] Suppose I have a continuous and twice differentiable function $f_a(x)$ that maps some compact interval ...
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Confusion related to convexity of a quadratic function

Lets say I have the following function of X $f(X) = (AX^TBX)$ I didn't get why matrices A and B need to be psd to make f(X) convex. Clarifications guys
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Fundamental matrices

Find the fundamental matrix for the two-dimensional system defined by $x_1' = x_1 + tx_2$, and $x_2'=x_2$. And determine the solution for which $x_1(0)=c_1$, and $x_2(0)=c_2$. I am stuck because of ...
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Optimization and window area

A Norman window has the shape of a rectangle with a semi circle on top; diameter of the semicircle exactly matches the width of the rectangle. Find the dimensions of the Norman window whose perimeter ...
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$(a - b \cot \theta) \cos^2 \theta = -\frac{b}{2} \cot \theta$ ,$\theta=$?

This question is a follow up question to this answer. In the equation: $$(a - b \cot \theta) \cos^2 \theta = -\frac{b}{2} \cot \theta.$$ $a$ and $b$ are given. What is the best way to solve for ...
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MiniMax Theorem

Consider the compact sets $X \in \mathbb{R}^n$, $Y \in \mathbb{R}^m$, $A \in \mathbb{R}^n$, $M \in \mathbb{R}^{n \times m}$. For fixed $(\bar{a},\bar{B}) \in A \times M$, by the MiniMax Theorem we ...
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Maximizing and Minimizing a function

Let $f(x,y)$ be a function such that $f:\mathbb{R} \times \mathbb{R} \rightarrow \mathbb{R}$. Now we have to maximize $f$ over $x$ and minimize it over $y$ $i.e.\ $ $$\underset{x}{\text{max}}\: ...
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915 views

Local extreme value & saddle point: multi variable calculus

I am asked to find all local extreme values & saddle points of $$f(x,y) = 2x^2 + y^2 - xy - 7y + 8$$ $$f_x(x, y) = 4x-y, \qquad f_y(x,y) = 2y-x-7$$ $$f_x(x,y) = 0, \qquad y = 4x$$ $$f_y(x,y) ...
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132 views

Suitable Loss function for Order preserving Factoring of a matrix?

(Old-Question) Given a $n\times n$ symmetric matrix $X$, I would like to factor it using a vector $c$ of size $n \times 1$ such that: $\sum_{i,j} [X_{ij} \cdot c_i\cdot c_j]$ is minimum. How can I ...