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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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} ...
11
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3answers
4k views

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 ...
14
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4answers
525 views

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 $$A=\dfrac{2}{\sqrt{10}}$$ ...
6
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1answer
1k views

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 ...
12
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7answers
2k views

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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4answers
2k views

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 ...
4
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4answers
178 views

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 ...
0
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2answers
204 views

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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5answers
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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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3answers
780 views

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, $\sigma_1,\sigma_2,\ldots,\sigma_k$, ...
5
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1answer
212 views

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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2answers
1k views

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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votes
1answer
103 views

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
348 views

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
2k views

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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2answers
120 views

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. ...
0
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1answer
64 views

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 ...
0
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1answer
182 views

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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4answers
940 views

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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6answers
3k views

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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3answers
6k views

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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2answers
432 views

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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2answers
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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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3answers
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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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1answer
126 views

Find maximum of $P$

Let $$P = \frac{{{x^2}}}{{{x^2} + yz + x + 1}} + \frac{{y + z}}{{x + y + z + 1}} - \frac{{1 + yz}}{9}.$$ Find maximum of $P$ where $x, y,z$ are nonnegative real numbers such that ${x^2} + {y^2} + ...
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5answers
427 views

How to find the minimum of $a+b+\sqrt{a^2+b^2}$

let $a,b>0$, and such $$\dfrac{2}{a}+\dfrac{1}{b}=1$$ Find this minimum $$a+b+\sqrt{a^2+b^2}$$ My try: since $$2b+a=ab$$ so ...
2
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1answer
129 views

Maximum of the sum of cube

(1) $-2\leq a_{i} \leq 2$ $~(i=1,2,3,4,5)$ (2) $\displaystyle\sum_{cyclic}a_{i}=0$ then, find the maximum value of $\displaystyle\sum_{cyclic}a_{i}^{3}$ also, can it be generalized as for ...
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1answer
81 views

Cubes, squares and minimal sums

I have trouble solving the following task: i need to find positive integers a and b such that 1) $a \neq b$ 2) $ \exists c \in \mathbb{N} : ~ a^2 + b^2 = c^3$ 3) $\exists d \in \mathbb{N}: ~ a^3 + ...
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2answers
493 views

satisfy the Euler-Lagrange equation

Two circles of unit radius, each normal to the line through their centers are a distance d apart. A soap film is formed between themas shown below; energetic considerations require the filem to ...
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1answer
68 views

Positive semidefinite cone is generated by all rank one matrices.

The positive semidefinite cone is generated by all rank one matrices $xx^T$ . They form the extreme raysof the cone. The positive definite matrices lie in the interior of the cone. The positive ...
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0answers
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Duality for Support Vector Machines

SVM classifier for two linearly separable classes is based on the following convex optimization problem: \begin{equation*} \frac{1}{2}\sum_{k=1}^{n}w_k^2 \rightarrow \min \end{equation*} ...
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2answers
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minximum and maximum of $P=x+y+z$

Let $x,y,z \in R;x \ge 1,y \ge 2,z \ge 3$ and $$\sum\limits_{\large{\text{cyc}}} {\frac{{{x^2} - x + 1}}{{x + \sqrt {x - 1} }} = 12} $$ Search minximum and maximum of $P=x+y+z$
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Explain this statement $\bar 0 \in \partial f(x^*)$ where $\partial f(x^*)$ is subgradient

I haven't understood this theorem "$x^*$ is global minimum iff $\bar 0\in \partial f(x^*)$". What does it mean? Visually? P.s. Studying Nonlinear-optimization -course, 2.3139.
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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: ...
8
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1answer
285 views

Simple question: the double supremum

Let $f:A\times B\to \mathbb R$. Is it always true that $$ f^* = \sup\limits_{a\in A,b\in B}f(a,b) = \sup\limits_{a\in A}\sup\limits_{b\in B}f(a,b). $$ I proved it by the $\varepsilon$-$\delta$ ...
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2answers
973 views

Math notation for location of the maximum

My question is about notation. I have maximum of the function $f(x)$. This can be expressed as $\max(f)$ How can I express in compact form that $x_0$ is the location of that maximum.
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1answer
94 views

Simple optimization trick

Let $f,g:X\to\Bbb R$ be two functions where $X$ is any set. Then $$ \left|\sup_x f(x) - \sup_x g(x)\right|\leq \sup_x|f(x) - g(x)|. $$ This fact is fairly easy to prove, but it seems to be a ...
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1answer
206 views

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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0answers
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Maximizing a given function?

I have a function as below, $f(\alpha) = \frac{{1 - \alpha }}{2}\ln \left( {1 + \frac{{AB}}{{B + \frac{{1 - \alpha }}{{C\alpha }}}}} \right)$, where $A$, $B$, $C$ are constant, and $0 < \alpha ...
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1answer
33 views

A non-linear optimization problem

I have the following optimization problem on the variables $a_1, ..., a_n$: $$ minimize \frac{\sum_{k=1}^{n}\max(k\cdot a_{k},1)}{\sum_{k=1}^{n}a_{k}} $$ $$ such\ that\ \ 0\leq a_k\leq 1\ \ \ (k=1, ...
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1answer
137 views

Find the minimum of this expression

This is a problem in my exam and I can't find the solution using elementary inequality knowledge. Can anyone here help me solve this. Thanks $a,b,c $ are positive real numbers which satisfy ...
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1answer
37 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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2answers
45 views

To prove the existing and uniqueness of a solution

Let function $f$ be differentiable and convex in $R^{n}$. How can it be proved that $\forall \lambda > 0$ solution of system equations $f'(x) = -\lambda x$ exists exclusively ($\exists \hspace{3mm} ...
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0answers
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Distance metrics with kmeans

Context: I'm trying to derive some formulas for computing the "mean" in the K-means algorithm. So given an assignment of $m$ data points to $k$ clusters, find a formula to recompute the mean of the ...
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1answer
55 views

How to solve this optimization problem?

Suppose I have the following problem: Maximize: $\quad\quad x_1+x_2+x_3+x_4$ Subject to: $\quad\quad \dfrac{\gamma\;a_1\;x_1}{\gamma\;a_2\;x_4+1}\geq1$, $\quad\quad\quad\quad\;\;\quad\quad ...
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2answers
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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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2answers
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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? $$ \cos(x_1)+\cos(x_2)+\cos(x_3)= \frac{3}{5} $$ $$ \cos(3x_1)+\cos(3x_2)+\cos(3x_3)=0 $$ $$ ...
0
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1answer
100 views

How to minimize cost of group of items given that weights of item sums up to fixed value and atmost 'n' number of items are allowed?

Given that we have a set of items :- { (c1, w1) , (c2, w2), (c3, w3) , ... } where (ci, wi) are the respective cost and weight of the ith item. Its required to minimize total cost of items C such ...
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1answer
2k views

What's the largest possible volume of a taco, and how do I make one that big?

Let $f$ be a continuous, even, positive function over some interval $I=[-a,a]$ such that the total arc length of $f$ over $I$ is at least $2$, $f(0)=0$, and $f$ is increasing on $(0,a)$. View the ...
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7answers
2k views

Operations research book to start with

for somebody having a quite strong background in Mathematics, which are some good books for the domain of Operations research? I guess there are textbooks covering topics like linear and nonlinear ...