Questions tagged [global-optimization]
The global-optimization tag has no summary.
218 questions
0 votes
0 answers
67 views
Automatic balancing of multiple loss terms in polynomial PDE optimization
I'm solving an inverse PDE problem by fitting a signed distance function (SDF) to a 2D shape using polynomial approximation (Chebyshev basis). The loss consists of: a boundary loss: $ u = 0 $ on the ...
- 21
5 votes
1 answer
477 views
Is there an efficient method to solve this optimization problem on the surface of the sphere?
Let $A$ be a non-singular matrix in $\mathbb{R}^{n \times n}$. Let $S^{n-1}$ denote the surface of the unit $n$-sphere in $\mathbb{R}^{n}$. Suppose we know that there exists an $x \in S^{n-1}$ such ...
- 51
2 votes
1 answer
154 views
Does approximately null gradient imply approximately global minimum for convex functions?
Let $f: \mathbb{R}^{n} \rightarrow \mathbb{R}_{+}$ be a non-negative and differentiable convex function which vanishes in a non-empty convex set $\Omega$ - possibly unbounded. Usually, when one ...
- 225
2 votes
0 answers
68 views
Cluster minimizing sum of cost of clusters
Given a dataset $X,$ having $p$ features, organize the units $x_i \in X $ into fixed number of clusters $g,$ with fixed cluster size $B.$ Clustering policy: minimize the sum of a linear combination of ...
- 31
3 votes
1 answer
221 views
Handling absolute value and other discontinuities in numerical optimization methods that use gradients
Suppose we have difficult peak fitting problems where the the users wish to fit asymmetric peaks to their experimental data by the least squares method. One such function is illustrated below: Here $...
- 873
0 votes
1 answer
108 views
Relations between non-negativity of multivariate polynomials and SOS over gradient ideal
We know there is a necessary condition for the non-negativity of multivariate polynomials in the paper "Sum of Squares Decompositions of Polynomials over their Gradient Ideals with Rational ...
- 59
1 vote
1 answer
130 views
optimization over moving domains
Let $A, B$ be Banach spaces, and for any $a\in A$, $B_a\in B$ is a measurable subset. Consider the following optimization problem: $$L(a)=\inf_{b\in B_a}\ell(b),$$ where $\ell(b)$ is a infinite-times ...
- 87
3 votes
1 answer
285 views
Min problem on integers
Let $n$ be any integer greater than $2^{10^6}$. Given any $s\le (\log_2 n)/1000$ integers $1=q_1\le q_2\le \cdots q_{s-1}\le q_s=n$. Prove that $$\min_\ell\left(\sum_{i=1}^\ell q_i\right)\left(\sum_{i=...
0 votes
0 answers
73 views
Relationship of optimal solutions between the total function and the sub function
This is an unconstrained convex optimization problem. Let $\mathcal{N}=\left\{1,\ldots,n\right\}$, $2\leq n<\infty$. Suppose there are many strongly convex functions $f_i(x)$, where $x\in\mathbb{R}^...
- 1
0 votes
0 answers
124 views
Show that $\max_{P_X : X\in (0,1) } \left| \frac{\mathbb{E} [ f'(X) ]}{ \mathbb{E} [ f(X) ] } \right|$ is maximized by at most two mass points
Let $f$ be some given well-behaved function. Consider the following optimization problem overall probability distribution on $[0,1]$ \begin{align} \max_{P_X : X\in [0,1] } \left| \frac{\mathbb{E} [ ...
- 671
1 vote
1 answer
183 views
Optimization on non-convex set
Let $\Omega$ be an open bounded subset of $\mathbb{R}^2$ and $f\in L^2(\Omega)$ be a given function. Consider the optimization problem $$\mathrm{min} \int_\Omega u(x) f(x) \,dx\,,$$ where a minimum is ...
- 11
0 votes
2 answers
708 views
Any idea of solving an optimization problem with cubic constraints?
I have the following optimization problem with cubic constraints, which is hard to solve. Are there any ideas, or related references, of solving such a problem? $$ \begin{array}{ll} \underset {y, z} {\...
- 21
1 vote
1 answer
284 views
Estimate of minimum of the Poisson integrals corresponding to a convergent Hausdorff sequence of smooth bounded domains from below
Let $\{\Omega_{j}\}_{j\in\mathbb{N}}$ be a sequence of smooth bounded domains in $\mathbb{C}^{n}$ such that $\Omega_{j}$ converges to a smooth bounded domain $\Omega$ in the sense that the defining ...
- 63
1 vote
2 answers
216 views
How to solve the optimization problem $\max_{\mathbf{w}}\sum_i\text{sign}(\mathbf{w}^T \mathbf{x}_i)$?
I am looking for an algorithm to solve the following optimization problem $$\max_{\mathbf{w}}\sum_i\text{sign}(\mathbf{w}^T \mathbf{x}_i)$$ where $\mathbf{w}$ and each $\mathbf{x}_i\in\mathbb{R}^d$. ...
- 175
2 votes
0 answers
152 views
Local behavior around critical points in high dimensions
I have asked this question on math.stackexchange.com but even though I gave a bounty, I was not able to receive any answers at all, so I'm posting it here again, hoping that the question is not too ...
- 429
1 vote
0 answers
118 views
How to solve the following optimization problem?
Let $G=(V,E)$ be a connected network with $|V|=n$. Consider the following optimization problem I'm trying to know under which conditions the following minimization problem has solution : $${\sum _{i=1}...
- 47
3 votes
1 answer
349 views
Minimize total area bounded by $N$ lines in general position
Suppose we have $N$ lines in general position (any two lines, but no three lines, meet at a point) ($N\geq 3$). Let the smallest bounded region have area $1$. Determine the minimum (or possibly ...
- 141
18 votes
1 answer
1k views
Known configurations maximizing the volume of the convex hull of n points on the unit sphere
For $n\geq 4$, let $V_n$ be the maximum volume of the convex hull of $n$ points on the unit sphere (in $\mathbb{R}^3$, although information on higher dimensions is welcome as well). I'm sure the ...
- 38k
3 votes
2 answers
416 views
Optimal Kelly criterion for process with N discrete outcomes
I am trying to come up with a generalisation of the Kelly formula for optimal fractional betting but and have hit a roadblock. The Kelly criterion is usually explained via a game that ends in 1 of 2 ...
2 votes
0 answers
57 views
Convergent algorithm for minimizing nonconvex smooth function
Let $\Phi$ be the Gaussian CDF and for $\gamma\ge 0$ and $h>0$, define a loss function $\ell_h:\{\pm 1\} \times \mathbb R$ by $$ \ell_{\gamma,h}(y,y') := \phi_{\gamma,h}(yy') := \Phi((yy'-\gamma)/h)...
- 7,033
1 vote
0 answers
68 views
Problems with known optimal solution [closed]
I am looking for some problems in which we know the value of optimal solution and should find just a vector of variables. For example in N-Queens problem we know the value of optimal solution (that is ...
- 11
3 votes
1 answer
329 views
Trying to prove an inequality
I am working on a problem and for that purpose, I need to prove the following inequality. Let $t\in [0,1]$ and set $$ z_0=1-4t(1-t)\sin^2(4x)\\ z_1=1-4z_0(1-z_0)\sin^2(3x) $$ I need to show that for ...
- 757
2 votes
1 answer
101 views
Optimize a function with not-full knowledge of gradient
I want to optimize the following function: $$ argmin_{x} f(x) = g(x) + h(x) $$ , where I can get $\nabla_xg(x)$, but cannot calculate $\nabla_xh(x)$. The derivative-free method, such as the Hill ...
- 53
0 votes
0 answers
180 views
Minimax problem : uniqueness of a solution
Let $n\geq2$. Is it true that the minimax problem: $$ \min_{p\in\mathcal{P}}\max_{H\in\mathcal H}p^tH\bar{p}, $$ where $\mathcal H\subset\mathcal{M}(n)$ is a strictly convex bounded subset of ...
- 4,294
2 votes
1 answer
139 views
Maximizing a skew-symmetric 4D cross product
How do I find two orthonormal 4D vectors, $(x_0,x_1,x_2,x_3)$ and $(y_0,y_1,y_2,y_3)$, which maximize this function: $-19x_1y_0 - 33x_2y_0 + 11x_3y_0 + 19x_0y_1 - 21x_2y_1 - 33x_3y_1 + 33x_0y_2 + ...
- 1,567
0 votes
0 answers
270 views
Convergence of ODE solutions almost everywhere to a stable equilibrium point
Theorem: Suppose ${\bf g} :\mathbb{R}^n \mapsto \mathbb{R}^n$ is continuously differentiable, there exists a set $\mathcal{A} \subset \mathbb{R}^n$ such that $\bf g$ is uniformly Lipschitz on $\...
- 1
5 votes
2 answers
355 views
Integrals can sometimes be computed through their saddle points. Are there examples of converse, when saddle points are found via integrals?
Under some reasonable assumptions integrals with large exponents can often be computed via saddle point approximations, e.g. $$\int e^{-\lambda f(x)}\approx e^{-\lambda f(x_0)},\qquad \lambda\to\infty$...
- 279
1 vote
1 answer
244 views
Proof of extended version of non-random "almost supermartingale"
In this question, a non-random version of "almost supermartingale" theorem is proved. Here, I would like to extend/apply the non-random version to the slightly different situation. I wonder ...
- 45
3 votes
0 answers
768 views
Proving an optimization problem from continuous input to binary is optimal
Suppose we have a function $f(x,y,z)$ where the inputs are uniform from 0 to 1. The output is either $+1$ or $-1$. And there is a partial symmetry $f(x,y,z) = f(z,y,x)$. Tell me what the minimum of ...
1 vote
1 answer
349 views
Can we invoke "almost supermartingale" Theorem for deterministic sequences?
Perhaps stupid question. Question: Can "almost supermartingale" theorem be equally applicable to prove the convergence of some algorithms solving non-random optimization problems? Attempt ...
- 45
3 votes
0 answers
116 views
What is the name for this type of optimization problem?
As we all know, a classic optimization problem can be represented in the following way: Given a function $f: A \to \mathbb{R}$, find an element $x_0 \in A$ such that $f(x_0) \le f(x)$ for all $x \in ...
- 163
0 votes
1 answer
197 views
Transformation of an unconstrained binary quadratic optimization problem into a constrained binary linear programming problem
I know that a constrained linear optimization problem can be transformed into an unconstrained binary quadratic optimization problem (UBQP). Does anyone know if the inverse result is solved in the ...
- 61
0 votes
0 answers
109 views
Optimization problem where the objective function returns a function instead of a real number
As we all know, a classic optimization problem can be represented in the following way: Given: a function $f: A \rightarrow \mathbb{R}$ from some set $A$ to the real numbers Sought: an element $x_0 ∈ ...
- 163
2 votes
0 answers
64 views
Why not use global optimization algorithms like PSO to solve decentralized control problems?
I do not see many works that use global optimization algorithms to solve decentralized control problems. Here the decentralized control problem means some entries of the feedback matrix are ...
- 21
1 vote
0 answers
74 views
Nested, successive minimization solved by asympotic minimization?
I am curious about the general relation between nested, successive minimization (M1) and asymptotic minimization (M2) as defined in the following. What one wants is to implicitly minimize a sequence ...
- 390
3 votes
0 answers
323 views
Continuum of Lagrange multipliers, duality gap, and minimax theorem
Suppose I have a linear optimization problem involving random variables on some (infinite) probability space $\Omega$. For example, need to maximize expectation $E[Q]$ of random variable $Q$ subject ...
- 841
0 votes
1 answer
267 views
How do you call a linear programming problem when the solution should be "constrained" to a norm?
(apologies for the n00b question) Let's say we have a vector of length $n$, with to-be-determined values: $a_1, a_2, ...,a_n$. And we have information that partial sums of these elements are equal to ...
- 143
1 vote
0 answers
182 views
Optimization problem on trace of complex matrix product
Given a complex rectangular matrix $A$ $(k \times n)$, I am interested in solving the following optimization problem over $(k\times n)$ complex matrices $x$: $$ \mathrm{arg}\max_X \,\mathrm{trace}(X^...
- 387
4 votes
1 answer
111 views
Do Pareto critical points of a multicriteria optimization problem form an attractor of the dynamical system induced by a descent algorithm?
Let $d\in\mathbb N$, $k\in\mathbb N$ and $f:\mathbb R^d\to\mathbb R^k$ be differentiable. Say that $v\in\mathbb R^d$ is a descent direction at $x\in\mathbb R^d$ if ${\rm D}f(x)v<0$ (component-wise) ...
- 249
0 votes
1 answer
180 views
What to call a function that is negative on a set
Let $Y$ be a nonempty region in $\mathbb{R}^n$. I am designing an algorithm which given a point $x_0$ outside $Y$ in a finite number of steps lead to a point $x_n∈ Y$. The way I do it is that I have a ...
- 689
5 votes
1 answer
295 views
Minimizing the largest eigenvalue of matrix product
Let $A\in\mathbb{C}^{m\times n}$, $B\in\mathbb{C}^{n\times k}$, $C\in\mathbb{C}^{k\times m}$ be given complex matrices. The objective of the optimization problem is \begin{equation} \mathop {\arg \min ...
- 387
16 votes
1 answer
611 views
Can solutions to Thomson's problem have pentagons?
Thomson's problem asks for the minimum-energy configuration for $N$ electrons on a sphere (refs: https://en.wikipedia.org/wiki/Thomson_problem, https://sites.google.com/site/adilmmughal/...
- 1,203
1 vote
1 answer
409 views
Gradient-descent "type" Methods for non-convex and non-smooth functions
Most (stochastic) "gradient descent" type algorithms (such as Nesterov-accelerated gradient-descent or ADAM) seem to be well-defined only for functions which are either: lower semi-...
- 4,942
0 votes
1 answer
194 views
Prove zero slope point is global maximum for constrained function with binomials. Without restriction, objective function is non-concave
How to prove the zero slope point is a global maximum in this non-concave program for a function with binomials? I need to find the (global) maximum of the following constrained problem: $$\max_{CAP} \...
- 49
0 votes
1 answer
516 views
Properties of $l_q$-balls
For a given $q\in (0,1]$, define the $l_q$-ball as $$\mathbb{B}_q(R_q)\mathrel{:=}\left\{\theta\in\mathbb{R}^d\,\middle\vert\,\sum_{j=1}^d \lvert\theta_j\rvert^q\leq R_q \right\}. $$ For a given ...
- 100
2 votes
0 answers
69 views
A question about strong slopes (nonsmooth analysis)
Context. I'm reading the manuscrip "Nonlinear Error Bounds via a Change of Function" by Dominique Azé and Jean-Noël Corvellec (J Optim Theory Appl 2016), and I'm having a hard time ...
- 7,033
4 votes
0 answers
335 views
Fréchet subdifferentiation on riemannian manifolds
Context. I'm looking for a "natural" definition of subdifferentials on riemannian manifolds. Given a function $F:\mathbb R^m \to \mathbb R$, its Fréchet-subdifferential at a point $w \in \...
- 7,033
0 votes
0 answers
59 views
Optimizing upper and lower bounds
Let $L_i:X\rightarrow [0,\infty)$ be continuous (objective) functions defined on a metric space $X$ and suppose that $$ L_1(x)\leq L_2(x)\leq L_3(x)\qquad (\forall x \in X). $$ Here, I imagine that $...
- 4,942
0 votes
0 answers
281 views
Exponential map and optimization
Apologies in advance for being somewhat vague. I'm trying to get pointers to establish a connection between a common trick used in practice in optimization, and the exponential map in differential ...
- 93
3 votes
1 answer
302 views
Measurable selection for argmin to distance
Let $Y$ be a Banach space and equip $Y$ with the weak topology. Now, let $X$ be a closed, bounded, and convex subset of $Y$ and suppose that the relative (weak) topology on $X$ is metrizable with ...
- 4,942