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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165 views

Consider the problem minimize $f(x)= x^4 −1. $

I am studying for a test and I found this problem in the textbook that I'm using, there may be a conceptual problem that I'm coming across. My test is on unconstrained optimization (multi-variable) ...
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218 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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177 views

Construct a matrix of polynomials to optimize condition-like score

I'm a physicist currently working on my PhD. Within my studies, my colleagues & I encountered a (strictly mathematical) problem that baffles us (and anyone else we've talked to so far) and is also ...
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64 views

Heuristics for topological sort

I have a number of modules connected in a Directed Acyclic Graph. My problem is to find an optimal execution order (minimize the total execution time). Any topological sort suffices for a valid ...
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114 views

Find distance to a set (subspace) without computing closest point

General setup: we have a finite-dimensional normed linear space $(V, \| \cdot \|)$, a subspace $U \subset V$, and a fixed vector $v_0 \in V$. We want to find the distance between $v_0$ and $U$. (No ...
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303 views

Response Surface Methodology using Moving Least Squares Method

I would like to obtain the response surface of a mathematical function for reliability-based design optimization (RBDO). To obtain a reliably response surface, I learned that moving least squares ...
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56 views

Approximate Dynamic Programing - Discount Factor for Very Long Horizons

I want an optimal strategy for a very long time horizon, say $K=100000$. I have dynamic decision making problem where next state $x_{k+1}$ is determined by the probability distribution ...
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256 views

Maximal minimum for a sum of two (or more) cosines

Please prove (or disprove, and give the correct answer): $$2 =\mathrm{argmax}_{r\geq 1}\min_{x\in \mathbb{R}}\left[\cos\left(x\right)+\cos\left(rx\right)\right] $$ In other words, find $r \geq 1$, ...
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175 views

The minimum of $I_{n,k}=\int_0^{2\pi}\sqrt{3+2\cos(nx)+2\cos(kx)+2\cos(nx+kx)}dx$ is attained for $k=n$

I have the following conjecture: ``For each given $n\in\mathbb{N},\ n\ge 2$ the minimum of the sequence of integrals $I_{n,k}=\int_0^{2\pi}\sqrt{3+2\cos(nx)+2\cos(kx)+2\cos(nx+kx)}dx,\ k=1,2,\dots,n$ ...
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206 views

the continuity of argmin on convex funtion

Define $$x'=\text{argmin}_{x_1}f(x_1,\lambda),$$ where $f$ is a strictly convex function on $x_1$ and $\lambda$. I would like to ask if there is any theorem about the continuity of $x'$ w.r.t ...
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120 views

Condition for trigonometric inequality

I want to prove the following statement: Suppose $\frac{1}{4}(\cos(\theta_1)+\cos(\theta_2))^2+\lambda^2(a\sin(\theta_1)+b\sin(\theta_2))^2\leq 1$ holds for all $\theta_1,\theta_2\in[-\pi,\pi]$, then ...
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263 views

Optimal Strategy for “I'm Thinking of a Number” Game

This question is inspired by one of the classic ways of breaking ties: the "I'm thinking of a number" game. In this game, one person thinks of a number in some range, say from $0$ to $100$ ...
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90 views

How to solve this equation (may be with least squares)?

I have a system of linear equations in the following form. How can I solve it? $$\operatorname*{argmin}_{a,b} \sum_{i,j} \left( \left| X(i,j)-aY(i,j)\right|-b \right)^2$$ Where $X$ and $Y$ are ...
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666 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 ...
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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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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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281 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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246 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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104 views

Find a function that maximizes $\int_{0}^{1}f(x)\,\rm dx$ with given constraints

Find a function $f(x)$ that maximizes the following integral $$\max\int_{0}^{1}f(x)\,\rm dx\quad \text{s.t.}\quad \frac{d}{dx}ln(f(x))<0$$ $f(x)$ also continues, $f:[0,1]\rightarrow R$ and we ...
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449 views

mathematics of chemical stoichiometry

I would like to better understand the mathematical description of chemical stoichiometry and thermodynamic chemical equilibrium. This problem has many features and I know my description might be too ...
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162 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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203 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 ...
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659 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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280 views

Properties of the projection onto a nonconvex set

Consider a set $\Omega\subseteq\mathbb{R}^n$ being "sufficiently regular", for example being the image of a $C^1$ mapping from $\mathbb{R}^p$ for some $p\ge1$. We may then consider the mapping $$ ...
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80 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 $f\,$? ...
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304 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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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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Convex combination of independent random variables, that minimizes the $p$th moment

Suppose $V$ and $W$ are independent. Let \begin{align} f(x)=E[ ((1-x)V+xW )^p] \end{align} for $x \in [0,1]$ and some even $p \ge 2$. Find \begin{align} \min_{0 \le x \le 1} f(x) \end{align} ...
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Number of squares in a certain grouping

I got this problem from a professor for a class that I am taking, and I have made some progress on it but am not sure what to do now. Suppose I have a $2n \times 2n$ grid of unit squares where ...
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151 views

Comparison of constrained optimization methods

I am trying to solve a constrained optimization problem using filter methods and came across two papers on the topic that I am having some problems with. The original filter method paper is the ...
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Reference request: are levelsets/levelspaces (as defined here) used anywhere in mathematics?

Thinking about unimodal distributions in multiple dimensions, I came up with the following. Given a function $f : Y \leftarrow X$ where $X$ is a topological space, define that a levelset of $f$ is a ...
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No local optima in quantum control?

Given a manifold $M$ and a set of smooth functions of one real variable $\mathcal{A}$ and a 'control system' type first order differential equation: $\frac{d x(t)}{dt} = F(x,u)$ one can consider the ...
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Why no Forward Dynamic Programming in stochastic case?

Dynamic programming usually works "backward" - start from the end, and arrive at the start. This works both when there is and when there isn't uncertainty in the problem (e.g. some noise in the ...
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Proof that $\oint_r d(x,N + n) < 0 $?

Let $f(x)$ be a real-entire function such that for all $x>0$ we have $f(x) > 0$, $f'(x) > 0$ , $f '' (x) > 0$. And also $0 < D^M f(0) < D^{M-1} f(0)$. Let $0<T<1$ and $n$ a ...
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Calculus/Optimization - Implicit fuction theorem with equality constraints

I have the following constrained maximization problem, written as a Lagrangian: $$ L(x,y,\lambda) = f(x,y) - \lambda(g(x,y)) $$ I can derive a set of implicit equations that characterize the solution, ...
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Shaking a box of rocks (Optimal Packing)

My coworker was telling me that when he plants seeds on his farm, he puts them all in a large container on the tractor and after a period of just driving, the seeds are more densely packed than when ...
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Minimize $f(m)=\sum_{n=1}^\infty n^m / m^n $

For what real value of $m$ such that $\displaystyle\sum_{n=1}^\infty \frac{n^m}{m^n} $ is minimized? I've been told that it's equivalent of solving for $ \text{Li}_{-n}\left(\frac1n\right)$ for the ...
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109 views

StackEgg optimal algorithm

What is the minimum number of days that is needed to complete the StackEgg game? (It's on the right if anyone didn't notice.) There are four markers (Questions, Answers, Users, Quality) I believe each ...
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Calculation of an expression ($\max_{U}\min_i \sum_j |U_{ij}|^2 |e_i^j|^2$)

There is an orthonormal basis $\{e_i\}(i=1,\ldots,n)$ in $\mathbb{C}^n$, each of them is represented in form of column vectors $$\begin{pmatrix} e_i^1\\ \vdots\\e_i^n\end{pmatrix}.$$ My purpose is to ...
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77 views

Quadratic optimisation with quadratic equality constraints

I would like to solve the following optimisation problem: $\min_{x} (x'Ax)$ subject to $x'Bx = x'Cx = 1$. Where A is symmetric and B and C are diagonal. Does anyone have a suggestion for an ...
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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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67 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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59 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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188 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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73 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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115 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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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 ...
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92 views

the dual of the dual is the primal?

Consider a convex optimization problem (call it $P$). Consider its dual (call it $D$). Is it true that the dual of $D$ is $P$? For linear programming, it is true. I'd just like to know under which ...
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313 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 ...