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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The median minimizes the sum of absolute deviations

Suppose we have a set $S$ of real numbers. Show that $$\sum_{s\in S}|s-x| $$ is minimal if $x$ is equal to the median. This is a sample exam question of one of the exams that I need to take ...
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1answer
201 views

Minimization of Variational - Total Variation (TV) Deblurring

Under the Linear Blurring Model - $ f = H \ast u $. I'm trying to calculate the Euler Lagrange of with respect to $ u $ of the functional: $$ E \left( u \right) = {\left\| f - H \ast u ...
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How do you prove ${n \choose k}$ is maximum when k is $ \lceil \frac n2 \rceil$ or $ \lfloor \frac n2\rfloor $?

How do you prove ${n \choose k}$ is maximum when k is $ \lceil \frac{n}{2} \rceil $ or $ \lfloor \frac{n}{2} \rfloor$ ? This link provides a proof of sorts but it is not satisfying. From what I ...
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Gradient Descent with constraints

In order to find the local minima of a scalar function $p(x), x\in \mathbb{R}^3$, I know we can use the gradient descent method: $$x_{k+1}=x_k-\alpha_k \nabla_xp(x)$$ where $\alpha_k$ is the step size ...
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Maximum and minimum of an integral under integral constraints.

Find the maximum and minimum of the following integral in terms of $f(x),a,C$: \begin{align}I=\int_{0}^{a} \frac{x}{f(x)}p(x)dx \end{align} s.t.: 1) $\int_{0}^{a} p(x)dx=1$ 2) $\int_{0}^{a} ...
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How find this inequality $\max{\left(\min{\left(|a-b|,|b-c|,|c-d|,|d-e|,|e-a|\right)}\right)}$

let $a,b,c,d,e\in R$,and such $$a^2+b^2+c^2+d^2+e^2=1$$ find this value $$A=\max{\left(\min{\left(|a-b|,|b-c|,|c-d|,|d-e|,|e-a|\right)}\right)}$$ I use computer have this $$A=\dfrac{2}{\sqrt{10}}$$ ...
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What does “curly (curved) less than” sign $\succcurlyeq$ mean?

I am reading "Convex Optimization" by Stephen Boyd. He is using a curved greater than and curved less than equal to signs. $f(x^*) \succcurlyeq \alpha$ or $f(x*) \preccurlyeq \alpha$ Can someone ...
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Primal- degenerate optimal, Dual - unique optimal

Simple question- Is it possible for a linear programming optimization problem possible to have a degenerate optimal solution whereas the dual has a unique optimal solution? I can't find a scenario ...
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Maximal order of an element in a symmetric group

If we let $S_n$ denote the symmetric group on $n$ letters, then any element in $S_n$ can be written as the product of disjoint cycles, and for $k$ disjoint cycles, $\sigma_1,\sigma_2,\ldots,\sigma_k$, ...
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Linear Programming Books

Do you know of a good book on linear programming? To be more specific, i am taking linear optimization class and my textbook sucks. Teacher is not too involved in this class so can't get too much help ...
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Trace minimization with constraints

For positive semi-definite matrices $A,B$, how can I find an $X$ that minimizes $\text{Trace}(AX^TBX$) under 'either' one of these constraints: a) Sum of squares of Euclidean-distances between pairs ...
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2answers
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Show that there's a minimum spanning tree if all edges have different costs

Show that there's a unique minimum spanning tree (MST) in case the edges' weights are pairwise different $(w(e)\neq w(f) \text{ for } e\neq f)$. I thought that the proof can be done for example ...
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How to prove the sum of squares is minimum?

Given $n$ positive values. Their sum is $k$. $$ x_1 + x_2 + \cdots + x_n = k $$ The sum of their squares is defined as: $$ x_1^2 + x_2^2 + \cdots + x_n^2 $$ I think that the sum of squares is ...
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Looking to understand the rationale for money denomination

Money is typically denominated in a way that allows for a greedy algorithm when computing a given amount $s$ as a sum of denominations $d_i$ of coins or bills: $$ s = \sum_{i=1}^k n_i ...
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Not so easy optimization of variables?

What is the maximum value of $x^2+y^2$, where $(x,y)$ are solutions to $2x^2+5xy+3y^2=2$ and $6x^2+8xy+4y^2=3$. (calculus is not allowed). I tried everything I could but whenever I got for example ...
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$f$ is convex function iff Hessian matrix is nonnegative-definite.

Let $f: \mathbb{R}^2 \rightarrow \mathbb{R}$, $f \in C^2$. Show that $f$ is convex function iff Hessian matrix is nonnegative-definite. $f(x,y)$ is convex if $f( \lambda x + (1-\lambda )y) \le ...
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optimization problem gaussian maximizes entropy

Let $X_1, X_2, Z_1$ be random variables and define $$Y=aX_1+bX_2+Z_1$$ I have the following optimization problem of difference of entropies, $$f=\max_{p(x_1x_2)} h(Y) - h(Y|X_2)= \max_{p(x_1,x_2)} ...
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1answer
228 views

Some properties of Yosida-Moreau transform

Let $f(x)$ be a continuous function on $\mathbb{R}^n$, $f(x) \geqslant 0$ for any $x$. Define $$ f_{\alpha}(x) = \inf\limits_{y}\left( f(y) +\frac{|x-y|^2}{2\alpha} \right) $$ where $\alpha > ...
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2answers
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Essential problem

I want to find one method or approach or idea which compute following statement: $$ \sup_{t \in [0,1]} \left( \inf_{X \in C^1([0,1])} \left\| \frac{dX(t)}{dt} - A(t)X(t) - F(t) \right\| \right) $$ ...
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4answers
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How do Lagrange multipliers work to find the lowest value of a function subject to a constraint?

I have been using Lagrange multipliers in constrained optimization problems, but I don't see how they actually work to simultaneously satisfy the constraint and find the lowest possible value of an ...
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gradient descent optimal step size

Suppose a differentiable, convex function $F(x)$ exists. Then $b = a - \gamma\bigtriangledown F(a)$ imples that $F(b) <= F(a)$ given $\gamma$ is chosen properly. The goal is to find the optimal ...
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Derivation of soft thresholding operator

I was going through the derivation of soft threholding at http://dl.dropboxusercontent.com/u/22893361/papers/Soft%20Threshold%20Proof.pdf. It says the three unique solutions for $\operatorname{arg ...
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How to solve $\min \limits_{\mathbf{x}} \| \mathbf{Ax}-\mathbf{b} \|^2$?

Let $\mathbf{x}=[x_1,\ldots,x_K]$. I have the following optimization problem: \begin{array}{rl} \min \limits_{\mathbf{x}} & \| \mathbf{Ax}-\mathbf{b} \|^2 \\ \mbox{s.t.} & x_k\ge 0, \forall ...
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1answer
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Duality. Is this the correct Dual to this Primal L.P.?

Given a problem: Find the dual: $$ Primal =\begin{Bmatrix} max \ \ \ \ 5x_1 - 6x_2 \\ s.t. \ \ \ \ 2x_1 -x_2 = 1\\ \ \ \ \ \ \ \ \ \ \ \ \ \ \ x_1 +3x_2 \leq9\\ ...
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2answers
335 views

find maximum area

Consider a problem here : There is a wall in your backyard. It is so long that you can’t see its endpoints. You want to build a fence of length L such that the area enclosed between the wall and the ...
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5answers
806 views

How to find the minimum/maximum distance of a point from elipse

I have the point $(1,-1)$ and the ellipse $$x^2/9 + y^2/5 = 1 $$ How to find the minimum and maximum distance of the point from the ellipse ? from exploring the ellipse I know that $$a = 3$$ , $$b ...
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What is the derivative of this?

I have a function of the following form: $J = \|W^TW-I\|_F^2$ Where, $W$ is a matrix and $F$ is the Frobenius Norm. How can I find the derivative of $\frac{\partial J}{\partial W}$ ?
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A maximization problem

I'm trying to find the maximum value of the function $f(x,y)=(ax+by)^p+x^p$ subject to the constraint $x^p+y^p=1$. Here, $a,b$ and $p$ are constants with $a,b>0$ and $p>1$, and $x,y>0$. I ...
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Augmented Reality Transformation Matrix Optimization

i am a software developer, i'm working on an Augmented Reality system. I'd like to receive some advice in order to optimize my math model. My program has to be slim and fast. Here's the situation: ...
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1answer
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Minimum of $|az_x-bz_y|$

I am trying to minimize the following function: \begin{align} &f(z_x,z_y)=|az_x-bz_y| \\ &\text{ s.t. } z_x,z_y \in \mathbb{Z},1 \le z_x \le N_x \text{ and } 1 \le z_y \le N_y \text{ and } ...
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1answer
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On minimizing the area of an enclosing surface subject to nonnegative Gaussian curvature

This is inspired by this previous question on physical processes that might give rise to convex hulls. Consider the problem of gift-wrapping a three-dimensional object using an inextensible material, ...
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Find the maximum of $f(x)=x^{1/x}$

Find the maximum of the function $$f(x)=x^{1/x}$$ and the value of $x$ which gives the maximum value?
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Finding the widest angle to shoot a soccer ball from the sideline using optimization

I'm trying to do an independent project for my Math class, but I was stuck and couldn't figure out how to use optimization to find position along the sideline that gives the widest angle to shoot. ...
3
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1answer
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minimizing $\sum_{i=1}^n \max(|x_i - x|, |y_i - y|)$

Suppose there are $n$ points $(x_i, y_i)$ for $i = 1,\ldots,n$. Please find another point $(x, y)$ to minimize function: $$\sum_{i=1}^n \max(|x_i - x|, |y_i - y|)$$
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1answer
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Prove optimal solution to dual is not unique if optimal solution to the primal is degenerate

How do I prove an optimal solution to dual is not unique if an optimal solution to the primal is degenerate? I have no idea how to start this. Anyone know any books with these kinds of questions (and ...
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1answer
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Simple resource for Lagrangian constrained optimization?

Just had an optimization lecture. I understand unconstrained methods like Newton and Gradient descent just fine, as well as the ideas that give rise to them. I don't really understand the ideas that ...
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2answers
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Maximizing volume of a rectangular solid, given surface area

Maximize the volume of a rectangular solid, given that the sum of the areas of the six faces is $6a^2$ for a constant $a$. So basically they tell you it's a rectangle with 6 sides. 2 sides are ...
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Summation notation problem

Any help is greatly appreciated! Outline: Hermione has been thinking about the imminent return of the Dark Lord, so she has been busy packing her bag with all the items required for her survival. ...
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1answer
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Trust region sub-problem with Jacobi Condition

Consider the $2 \times 2$ trust region sub-problem. Given $Q$ symmetric $2 \times 2$, vector $\mathbf b$ and $\Delta > 0$, find $\mathbf x$ that minimizes $f(x)=\frac {1}{2} \mathbf x^T Q \mathbf x ...
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Surf Rescue - word problem - pythagoras

Angela works at the local beach as a part of a surf patrol unit. During her patrol, she notices that an old lady is having difficulty in the surf. She estimates that the distance is approxiamtely 220 ...
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AM-GM-HM Triplets

I want to understand what values can be simultaneously attained as the arithmetic (AM), geometric (GM), and harmonic (HM) means of finite sequences of positive real numbers. Precisely, for what points ...
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Lagrange Multipliers with Inequality Constraints

I do not have much experience with constrained optimization, but I am hoping that you can help. My current problem involves a more complex function, but the constraints are similar to the ones below. ...
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Euler-Lagrange, Gradient Descent, Heat Equation and Image Denoising

For an image denoising problem, the author has a functional $E$ defined $$E(u) = \iint_\Omega F \;\mathrm d\Omega$$ which he wants to minimize. $F$ is defined as $$F = \|\nabla u \|^2 = u_x^2 + ...
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Why are additional constraint and penalty term equivalent in ridge regression?

Tikhonov regularization (or ridge regression) adds a constraint that $\|\beta\|^2$, the $L^2$-norm of the parameter vector, is not greater than a given value (say $c$). Equivalently, it may solve ...
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Does a polynomial that's bounded below have a global minimum?

Must a polynomial function $f \in \mathbb{R}[x_1, \ldots, x_n]$ that's lower bounded by some $\lambda \in \mathbb{R}$ have a global minimum over $\mathbb{R}^n$?
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Optimum solution to a Linear programming problem

If we have a feasible space for a given LPP (linear programming problem), how is it that its optimum solution lies on one of the corner points of the graphical solution? (I am here concerned only with ...
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Understanding the concept behind the Lagrangian multiplier

I've been trying to understand the principles behind the Lagrangian multipliers and I think I've got a rough understanding of it. Would appreciate it if you guys could help me answer a few questions! ...
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307 views

The longest sequence of numbers with a certain divisibility property

Definition - Denizen A sequence $\lbrace a_k \rbrace$ is a denizen if all of it's members are prime numbers, i.e $a_0, a_1, ... a_n \in \mathbb{P} $; and it satisfies the following condition; ...
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How fat is a triangle?

The slimness factor of a geometric shape in 2 dimensions is the ratio between the side-length of its smallest containing square and its largest contained square. This is an important factor in ...
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Find minimum of $P=\frac{\sqrt{3(2x^2+2x+1)}}{3}+\frac{1}{\sqrt{2x^2+(3-\sqrt{3})x +3}}+\frac{1}{\sqrt{2x^2+(3+\sqrt{3})x +3}}$

For $x\in\mathbb{R}$ find minimum of $P$. $P=\dfrac{\sqrt{3(2x^2+2x+1)}}{3}+\dfrac{1}{\sqrt{2x^2+(3-\sqrt{3})x +3}}+\dfrac{1}{\sqrt{2x^2+(3+\sqrt{3})x +3}}$ Source : Viet Nam national test for high ...