# Questions tagged [optimization]

This tag is intended for questions on methods for the (constrained or unconstrained) minimization or maximization of functions.

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### Choose a subset of $m$ columns that maximize $|A^T A|$?

I have a set of $n$-dimensional vectors, and would like to choose $m$ of them to become the columns of an $n\times m$ matrix. I would like to choose the subset that maximizes $|A^T A|$, where $A^T$ is ...
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### Inverse kinematics BFGS divergence

I am trying to implement inverse kinematics solver using BFGS as stated in the paper Xia2017. In the test experiment, i created 4 objects in 3-dimensional space: Node, Node1, Node2, Node3. Each Node ...
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### Parameter estimation using fmincon

This is a follow up to my previous question posted here. I am solving an optimization problem using fmincon in MATLAB. There are no equality constraints in my model....
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### Parameter estimation using shooting method

I want to do the following, I have a set of 20 first order differential equations and I want to estimate some of the parameters. I've got the following initial and boundary conditions. The initial ...
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### convex atomic function reformulation to meet concave dcp rule requirements

I have an atomic constraint of the form abs(w - w_prev) >= some_threshold It is supposed to get every value equal to or above my threshold. I am working on a ...
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### Biconvex problem whose objective function depends on only one variable

I am solving the following biconvex problem: $$\min_{x,y} f(y)$$ $$s.t. ~~ g(x) \leq 0$$ $$~~~~~h(x,y) = 0$$ $$x \in X, y \in Y$$ where $X$ and $Y$ are compact convex sets, $g(x)$ and $f(y)$ are ...
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### Examples of problems that cannot be formulated as optimization problems

An optimization problem has 3 main components: decision variables, constraints and an objective function. Such a problem can be mathematically modelled and solved using an optimization solver. For ...
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### Solve multi-dimensional optimization problem using basinhopping

I am searching for an optimization solution, which is a 8d vector representing 4 complex elements, where each element is within the complex circle with maximal radius 1.2. The objective function is: ...
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### Optimization techniques for expensive multi-variable functions

I'm working with a finite element model in which I'm interested to minimize the average temperature at a surface. I have 15 independent variables in my model, including geometry, materials, flows, ...
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### Find a solution of large system of inequalities

I have a large system of homogenous inequalities involving 33 real unknowns of the form $$\vec{F}(z_i)^T \cdot \vec{X}>0\,$$ where $\vec{X} = \left(x_1,...,x_{24}\right)^T$ are the unknowns and ...
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### Non-parametric models as solutions to Partial Differential Equations

In the realm of scientific computing, there are a plethora of techniques developed to solve Partial Differential Equations (PDEs). Many of the popular methods are variants of common techniques such as ...
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### What is the name for this type of constraint?

I have what would be a straightforward mixed-integer linear programming problem, except for the fact that some of the constraints are of the form $f(x_1,x_2,x_3,\ldots,x_n) < c$, where $f$ is 'take ...
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### Cost functions to judge time/memory/accuracy tradeoffs

I am working on an interesting algorithm: Its absolute error is exponential in a parameter $j \in \mathbb{N}$, and for a given $j$, I have complete freedom to choose between an $\mathcal{O}(1)$ time-...
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### Minimize squared error of linear function

Let $M$ be a $m \times n$ matrix, $x$ a $n$-vector, $y$ a $m$-vector, and $\|\cdot\|_2$ represent the $L_2$ norm (i.e., Euclidean norm). Given $M,y$, the goal is to find $x$ that minimizes the ...
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### Minimize cost with Levenberg-Marquart method

I want to minimize a cost function of the form, $$\min_{q,t}\left(q^T\left(\mathcal A + \mathcal B\right)q + t^T\mathcal C t+\delta t+\varepsilon Q(q)^TW(q)t+\lambda\left(1-q^Tq\right)^2\right)$$ ...
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### sum of absolute difference constraint in optimization problem

I am writing a model for an optimization problem. I need to write the following constraint: $$\sum^{N - 1}_i \lvert (a_i - a_{i+1}) \rvert \leq 2\, .$$ How to write this constraint (or linearize)? ...
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### Method to find PDE equation coefficient satisfying mean solution?

What is the best approach to go about solving a PDE problem of the type \begin{equation} k^3\Delta u - k(\mathbf{1}\cdot\nabla u) = 0\, ,\\ u=g\; \text{on}\; \Gamma_D\, ,\\ mean(u) = u_\text{...
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