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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Is the layout of Burning Man's city “grid” optimal?

My intuition is that the layout of Burning Man's city "grid" optimizes for the smallest sum of all distances between any two points on the map. Am I correct? Is the proof obvious? Or is there another ...
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529 views

Optimization / personalization within clusters

I have the following optimization problem: I have a (random and very noisy) objective function f(A, P), where A is a vector of "observable" parameters of the input and P is the parameters that I can ...
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141 views

Selecting a subset from a set such that a given quantity is minimized

Let $A$ be is a set of some $p$-dimensional points $x \in \mathbb{R}^p$. Let $d_x^A$ denote the mean Euclidean distance from the point $x$ to its $k$ nearest points in $A$ (others than $x$). Let $C ...
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78 views

Do balls optimize the boundary area for a fixed volume?

I recently saw this question, asking if the circle is the planar figure which has the least perimeter given the area. As far as I know, this is a classical problem, and the answer is affirmative. I am ...
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173 views

Subgradient of convex minimization duality

$$\min(f_0(x))$$ $$\text{s.t. }f_i(x) \le y_i \forall i, i = 1 ,\ldots, m$$ $$f_i : \text{convex};\quad x : \text{variable}$$ It is also considered that $g(y)$ is the optimal value of the problem ...
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227 views

Is this minimization problem NP-Complete?

We are given an $n\times(n+k)$ matrix $A$, with entries in $GF(2)$, of the form $A=\begin{pmatrix}I_n & B\end{pmatrix}$, where $I_n$ is the $n\times n$ identity matrix, and $B$ has no "zero" rows ...
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78 views

Measure minimization for a combination of overlapping sets

This problem may have been worked out before but I don't know where to start looking so I hope one of you can help me. The problem is as follows: There are $N$ variable-sized finite sets ...
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97 views

optimal road layout problem - how to convert to maths and see the shapes it makes?

I have this puzzle going round my head about optimal road layouts, but I'm a programmer not a mathematician and I don't really know how to specify it as a maths problem. Once it's well-specified I can ...
5
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74 views

$\int_{-\infty}^{+\infty}\left|f(g(t))-f(h(g(t)))\right| \,dt=0$ How to find $f$?

Let $h,g$ be given entire functions. Consider $$\int_{-\infty}^{+\infty}|f(g(t))-f(h(g(t)))|\, dt=0,$$ where $|\cdot|$ means modulus. How do I find non-polynomial analytic solutions for $f\,$? ...
5
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171 views

Optimization of relative entropy

Wondering if my following question is an application of information theory: Lets say we have a factory and ship boxes of stuff outside. If a competitor stands outside my factory, observes the stream ...
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30 views

Is there a name for systems of equations with min and max functions included?

In a big project I'm working on, I'm running into systems of equations that look like the following: $$a = \min(b, c)$$ $$b = d^2 + a$$ $$c = \max(a + b, d)$$ Basically, nonlinear systems of ...
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54 views

Closest Pair between 2 sets of powers

Assume $a$ and $b$ are natural numbers, $A=\{a,a^2,a^3,\cdots\}$ and $B=\{b,b^2,b^3,\cdots\}$, find $\min\left|a_i-b_j\right|$ where $a_i\in A$ and $b_j\in B$. For example, if $a=3$, $b=10$, then ...
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159 views

Measuring how change in input variables contributes to output in non linear equation.

How do we measure how a variable contributes to an output as its value increases, and how it relates to other input variables? Let's say we're playing a video game, where you can buy items to augment ...
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60 views

Minimizing the distance between points in two sets

Given two sets $A, B\subset \mathbb{N}^2$, each with finite cardinality, what's the most efficient algorithm to compute $\min_{u\in A, v\in B}d(u, v)$ where $d(u,v)$ is the (Euclidean) distance ...
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73 views

Conditions to satisfy trigonometric inequality

I'm looking for sufficient (and necessary would be good too) conditions on $a,b,c$ such that \begin{align} a\cos\phi + b \cos 3\phi + c \cos 5\phi \geq -1 \hspace{20pt} (\forall \phi) \end{align} ...
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487 views

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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86 views

How to minimize $\min_k k \frac{b^k/n}{\lfloor b^k/n \rfloor}$

This problem looks familiar, but I don't remember its solution: $$ \min_k \ \ \frac{b^k/n}{\lfloor b^k/n \rfloor}k $$ subject to $$ b^k \ge n \\ b,n,k \in \mathbb{N} $$ Does it have a name? What's ...
4
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80 views

Find optimal measure

Let $\Omega$ be a convex compact set in $\mathbb{R}^n$, $f\colon \Omega \to \mathbb{R}$ be a convex function. Consider an optimization problem $$ \int\limits_{\Omega}f(x)\,\mu(dx) \to ...
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111 views

Solving a system of $3 \arg \max$ equations

Considering these 3 equations: $$ \alpha_{1} = \arg \max\limits_{\alpha \geq 0} \quad \Big \{ (\alpha - 1) \big (\frac{1/\alpha}{1/\alpha + 1/2 \alpha_{2} + 1/2 \alpha_{3}} \big)^2 \Big \} \\ ...
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294 views

(easier version)What is a working example for finding the maximum of a algebraic function $f(a,b,c,d,e)$ with 4 equality …

edit 2: If you are founding an answer would be interesting to you, please upvote this question, because i may use those point in order to start a new bounty. Edit 3: Can somebody answer? Edit 4:I ...
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257 views

Universal Correlation measure — ranking correlations

I have time series data of experimental observations for two related processes. I want to measure correlation for use in further analysis. Correlation of the series changes over time and across ...
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1k views

Optimal Resolvable Steiner Quintuple System covering with circles and ellipses

Here is a resolvable Steiner quintuple system. Every tuple from 1-25 appears in exactly one of the sets. {{1,2,3,4,5},{6,7,8,9,10},{11,12,13,14,15},{16,17,18,19,20},{21,22,23,24,25}, ...
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783 views

Convergence of Gauss-Newton method for piecewise linear functions

Notation for Gauss-Newton method Non-linear least squares problems are often solved by the Levenberg-Marquardt algorithm, which can be viewed as a Gauss–Newton method using a trust region approach. ...
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110 views

When can the optimal value of a SDP be achieved?

Looking at semidefinite programs, are there any sufficient conditions for the solvability (i.e. the optimal value can be achieved, that is infimum=minimum)? Obviously if the problem is unbounded, the ...
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276 views

$3$D oriented bounding box optimization

Given: a set $S$ of points in $\mathbb{R}^3$. Find: the smallest oriented bounding box that contains all the points. Note, the bounding box is "oriented" and thus need not be axis-aligned. Can this ...
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33 views

Strong duality: When does the optimal primal variable coincide with the primal variable giving the dual function.

I'm considering the inequality-constrained optimization problem of finding $$ x^{\star} = \arg \min_{x} f(x) \;\; \text{s.t.} \;\; h(x) \le 0 $$ which is assumed to have a unique minimizer. The ...
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18 views

Connected graph where edge costs depend on a parameter $t$. Find the $t^*$ which gives the minimum cost minimum spanning tree.

The set-up: Let $G=(\,V,\,E\,)$ be a connected graph. Associated with every edge $e\in E$ is a cost/weight function $f_e(t) = a_e t^2 + b_e t + c_e $, where $a_e>0$. For a fixed $t$ we can define ...
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72 views

Finding Positive Odd Integers

$m$ is a positive odd integer. $(m+4\times 41)(m^{2}+4^{2}\times 41^{2})$ is a perfect square. Find the minimum value of $m$
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39 views

How to find the minimal path between points in a planar set with holes in it?

When I was a commuter student, I would park in a very large parking that that had a set of stairs in a corner that I had to climb. In general, I had to park far away from this corner in an almost full ...
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25 views

Making sense of the big world of gradient methods

There are many extensions of gradient descent: stochastic-, Nesterov accelerated-, proximal-, conjugate-, dual-, mirrored-, splitted-, coordinate- gradient descend and more. It also appears that many ...
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38 views

Find closest vector to a given vector from a particular set of vector

Let $x=\left(x_t\right)_{t=1}^n$ be a vector such that $$ x_t = \prod_{i=1}^t u_i, \tag{1} $$ where each parameters $u_i$ can take any of two value $$ u_i \in \left\{a,b \right\} = \left\{ 1.3, 0.8 ...
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39 views

Mathematical analysis of e-shop

I'm ukrainian student, studying applied mathematics in Kiev. I have an online store and some statistics data on it's work. Also I've learned a bit about optimization problems and operation reasearch. ...
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79 views

Convergence of sequences of sets

Assume we have the indicator function $$I(x) \triangleq \begin{cases} 1, & \quad x \geq 0 \\ 0, & \quad x < 0 \end{cases}$$ and the sequence of its approximation functions $\{ I_{\nu}(x) ...
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57 views

Optimization problem (Sum of distances)

Given an ordered sequence $x_1 \leq x_2 \leq \cdots \leq x_n $ of length $n$ and a cost function $C(i) = \sum_{j}^{n}{\left|x_i-x_j\right|}$. The goal is to minimize the cost function. How do you ...
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54 views

Operational Research. (Ressource Management)

I am looking for a solution that i know exists already in the field of "Operational Research"... I Just can't put my finger on the name of the thing. An heuristic to solve a very common and simple ...
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74 views

Another machine problem

This is linked to my previous question Discounted optimization problem I have difficulties again finding a formula for $F(x)$. We consider a machine at time $t$ which is in state $x$. The machine ...
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47 views

Selecting k vectors with maximum spread out of a set of n vectors

Given a set $\mathcal{V}$ of $n$ vectors, find a subset $\mathcal{V}_k = \mathcal{V} - \mathcal{V}_{n-k}$ containing $k$ maximally spread vectors. Intuitively, these $k$ vectors should be spread as ...
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119 views

Multivariable calculus: optimizing for shortest path along a curvy plane?

I want to write a computer program which can help me spend the least amount of energy and time walking between locations on my university campus. My campus is very hilly, and it is also extremely hot ...
3
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57 views

On the bounds of the objective function in a standard LP

Consider a standard linear programming (LP) such as: \begin{align} \sum_{i=1}^{N}\frac{a_{i}}{b_{i}}x_{i}\end{align} \begin{align}\text{s.t. }\left ( \sum_{i=1}^{N}x_{i}=1 \; , \; ...
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65 views

Optimizing with Many Langrangians

I'm working on a problem where I've got to minimize the following: $\sum\limits_{i=1}^n(a+c\sqrt{(y_i^2+1)}+dy_i-v_i)^2$ with the following constraints: $0\leq c \leq 4e$ $|d| \leq c \mbox{ and } ...
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79 views

Rate of Convergence for (Gauss)-Newton method

I am trying to solve a non-linear least squares problem with newton's and gauss-newton method. $\min \left\Vert \pmb F( \pmb x) \right\Vert_2^2$ with $F: \mathbb{R}^m \rightarrow \mathbb{R}^n$. ...
3
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102 views

largest empty sphere or rectangle

In N (~ 500) dimensions, I wish to find out the largest sphere or rectangle such that the sphere/rectangle does not contain already existing points. The entire set of points is bounded in an ...
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42 views

How to visualize a function to aid in optimization?

I am working on minimization of a function with more than two parameters. I want to see variations, local extremes, saddle points, etc. of this function to get some idea of how is this function in ...
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50 views

Converting a linear program into standard form

In especially, I have a question about the demand that if I have $ Ax \leq b$, then I can convert this into $A'x'=b$ for some new $A'$ and $x'$. I have given the system of equations: $20x_1+30x_2 ...
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40 views

Optimization of Möbius transformation

Say I have a family of points $(w_i, z_i)$ for $i=1,2,...,n$, and I wish to find $a,b,c,d$ such that $\sum_i \left|\frac{a z_i -b}{c z_i - d} - w_i \right|^2 $ is minimized. I realize there are things ...
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99 views

Does convexity of a function guarantee tractability of finding its minimum?

Formulating a problem as a convex optimization problem usually implicitly considered to imply being able to find global minimizer of the objective. My question is that if it is true or not. ...
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261 views

Optimizing non linear programs of two variables

The scenario is; We've got $n$ stationary 360$^{\circ}$ sensors in an confined area (each sensor is located at some arbitrary $\left(x,y\right) = \left(x_{n},y_{n}\right)$), once a unit $t$ enters ...
3
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108 views

Binary optimization

Let me first make my background clear. I am a PhD student with not much knowledge in optimization but I need to do some optimization as a part of my research work. My problem is as follows: There are ...
3
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118 views

How can I find a maximal inscribed ellipsoid to a *concave* set of points, in 3D?

I have a set of points which describe the surface of an irregular, natural (i.e., occurs in nature) object. This point set is not necessarily convex, and contains occasional indentations so parts of ...
3
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115 views

Relation between maximizer's derivative and maximizing function

Let $u(x)$ be a continous bounded function such that $u'(x) >0$, $u''(x) < 0$. Define $A(x) = -\frac{u''(x)}{u'(x)}>0$. Let $Y$ be a random variable with $\mathbb{E}|Y|<\infty$. I solve a ...