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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73 views

Loooking for name of this geometrical optimization technique

From my knowledge if you fit geometrical objects into point clouds you want in general minimize the squared distances of the point cloud to your fitted objects. I do so with the downhill simplex ...
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2answers
230 views

Repeated 1d minimization with similar parameters (scipy)

I have a function f(x,k1,k2) and I am trying to minimize it over x for different values of ...
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1answer
188 views

Optimizing multiple output parameters for a given input

Problem statement: I'm trying to solve a problem statement using C# as programming language. In the problem system for an input (double/decimal) say $H_i$, the output generated is a form of dataset ...
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1answer
1k views

Definition of the DTLZ 5 - 7 Problems

For a multi-objective optimization task I want to use the DTLZ5, DTLZ6 and DTLZ7-problems definied by Deb et al. in their Paper "Scalable Multi-Objective Optimization Test Problems". There are ...
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1answer
240 views

Solve a pair of coupled nonlinear equations within certain limits

This answer to this question works only for situations in which the desired solution to the coupled functions is not restricted to a certain range. But what if, for example, we wanted a solution such ...
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2answers
307 views

MILP formulation and optimization

For $i=1, \dotsc, K$, we have $n_i$ ordered real numbers: $$ x_i(1) \leq x_i(2) \leq \dotsc \leq x_i(n_i) $$ I want to solve the following optimization problem: \begin{align} \mathrm{maximize} \; \...
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1answer
65 views

How to model waterflow when only a couple of sample points available

Figure below depicts a cross section of a creek for which I am trying to measure the water flow for that section. What we have as inputs are a bunch of sample points on the river. For each sample ...
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1answer
67 views

Finding maximum value in huge dataset

I am working on a project involving some pattern recognition. For this I need to find the maximum value in a huge multidimensional dataset. For example I have a discrete 5-dimensional space containing ...
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2answers
121 views

Nonconvex Optimization

Consider the following optimization problem: $\text{max}_{p} \quad ||p||^2 \\ s.t: x\geq 0\\ p\in D$ where $D$ is a convex set. Is this problem $\mathcal{NP}$-hard?
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1answer
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minimization of a convex piecewise linear function [closed]

Let $$f(x) = \left\{ \begin{array}{l} {a_1}x + {b_1} & if\,0 \le {x_1} \le x \le {x_2}\\ {a_2}x + {b_2} & if\,{x_2} < x \le {x_3}\\ \vdots \\ {a_n}x + {b_n} & if\,{x_{n - 1}} < x \...
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1answer
304 views

nudged elastic band with Turbomole

Is there any free / open source solution to search for the minimum energy path with the nudged elastic band method in combination with the Turbomole Package?
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1answer
63 views

Interpreting multivariable root-finding results from Matlab's fsolve algorithm

Edit: So I was able to get the same value of r that's given, when coding up the sum of squares of function values directly in the script file, rather than on the Command Window. So, maybe there's a ...
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63 views

Which algorithm is capable of solving a combinatorial optimization problem like this?

The problem I have at hand is a regression problem where each of $p$ inputs, $x_1, x_2, x_3, \cdots, x_p$, needs to undergo a variable transformation using one of $q$ basis functions from a set of ...
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65 views

Derivative-free ill-conditioned non-linear least squares

I am looking for a package which can solve (non-linear) least squares problems without the use of derivatives (because of an expensive model), but which also deals with ill-conditioning well (such as ...
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0answers
18 views

Benchmark instances for directed 3-Cycle cover

The directed 3-Cycle cover asks for a vertex-covering set of oriented cycles with at least three vertices per cycle such that every vertex is covered by exactly one cycle. I have scrutinzed the ...
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29 views

Estimating the dimension of a solution space in nonlinear least squares

Suppose I have a nonlinear least squares problem, $$ \min_{\mathbf{x}} || \mathbf{f}(\mathbf{x}) ||^2 $$ with $n$ residuals and $m$ parameters, so that $\mathbf{x} \in \mathbb{R}^m$, and $\mathbf{f} \...
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23 views

Can Scipy.optimize take a user-defined objective function that contains an ML model?

I have an optimization task that requires me to choose the optimal combinations of parameters, according to the prediction of a random forest model. My main obstacle is that scipy.optimize always ...
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0answers
18 views

Convex performance measure of classification

In the context of binary classifcation methods, I am looking for a performance metric that can be optimized in MATLAB. Since the data is not balanced, a good choice seems to be the so-called F1-...
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39 views

Optimizing vectors with equal elements

I am trying to distribute power across different devices, so that the sum is as equal as possible to the power setpoint. At the same time, the sum of power per phase must not exceed the power of the ...
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0answers
38 views

exploding gradients in gradient descent procedure of multi-output ridge regression

Multi-output ridge regression: $$W^{*}=\underset{W}{\arg \min } \frac{1}{\mathcal{N}}\|Y-WX\|_{F}^{2}+\lambda\|W\|_{F}^{2}$$ There are $Q$ outputs, $N$ samples, and $P$ covariates (features). $\hat{...
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56 views

Are there unproblematic max constraints when modelling problems as Linear Programs?

Suppose we have a linear objective function that we want to maximize. All variables are from the set of reals. We have a constraint of the form: $$\max(x_1,x_2) + \max(x_3,x_4)\leq c\,, \text{ with } ...
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20 views

How to use the solution of a multistage stochastic program?

Given a multistage stochastic program, its solution (if it exists) consists of the first decision vector, as well as all the recourse decision vectors for all possible scenarios of an event tree. But ...
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33 views

Method for implementing QP solver with matrix terms?

I am trying to implement (in code) a QP solver for the following equation: $$\min_{u} u^{T} Wu$$ $$s.t. \; \beta u = \tau_{ref}$$ $$ Au \leq b $$ See this document, section 5.1 (Page 35) $u$ is a ...
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60 views

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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16 views

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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31 views

Minimizing the ratio of two specific non negative quadratic convex functions

$F$ is $m\times m$ diagonal, with real non negative elements $D$ is $n \times m$ complex $P$ is $n \times 1$ complex $A$ is $m \times 1$ complex. Minimize $\Gamma(A)$, with respect to $A$. $$\...
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51 views

Simplification of an optimization objective

Let $G(V,E)$ is a weighted simple graph, where $V$ and $E$ are the set of vertices and Edges. The graph is undirected. Let $A \in \{0,1\}^{n\times n}$ and $W \in R_+^{n\times n}$ be the adjacency ...
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1answer
68 views

R function or package for carrying out maximum likelihood techniques in random effect models

I am applying optim() function in R to obtain maximum likelihood estimates of the fixed effects and random effects in a model with bivariate random effects. The ...
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1answer
187 views

lagrangian dual and linear programming

I'm going through an article lately and there is one point which is very confusing. So, we have the following original constrained binary quadratic problem as the following. The pre-assumption of ...
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1answer
171 views

Integer programming with Matlab

I'd like to know how to solve in MATLAB the following integer optimization problem : $\underset{B,D}{\arg\min} \Vert{Y-XDB}\Vert_{2}$ where $X,Y$ are given matrices. The constraint is the following ...
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0answers
54 views

Which optimization toolbox is suitable for this type of problem [duplicate]

I have a mixed integer (quadratic/linear) optimization problem with about 3000 variables in a form which I can't extract the coefficient vectores. However MILP solver in Matlab requires the f input ...
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1answer
201 views

Marginal values for non linear optimisation using SNOPT

I am currently solving a Non Linear modell in GAMS and I am interested in a sensitivity analysis of the results. When working with a linear program I am able to look at the marginal values for the ...
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0answers
32 views

Data to test optimization algorithms [duplicate]

I plan to implement some optimization algorithms in Python, say to follow the sequence here or here. What would be a systematic approach to testing the algorithms I write, using either well-known ...
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1answer
32 views

Polynomial solvability [duplicate]

Consider the following optimization problem: Min$_{x}$ $\qquad \sum_{(i,j,t,s)\in I_r}||x_ix_j-x_tx_s||^2$ S.t.: $\qquad x\in \mathcal{C} ;$ where $x=(x_1,x_2,...x_n)$ and $\quad x_j\geq 0\;\; j=...
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51 views

Lagrangian Duality [duplicate]

Possible Duplicate: Linear programming boundedness Consider the following LP: $\max$ $\sum_{i=1}^N b_i \pi_i$ s.t. $\;\;$ $\pi_i-\pi_j\leq 1 $ $\quad$ for each $(i,j) \in \tilde{A}$ $\...
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1answer
236 views

Robust Counterpart of an uncertain LP

Consider the following robust optimization problem: min c'x s.t.: $Ax\geq b \;\;\forall (A,b)\in \mathcal{U}$. Why can the robust counterpart of the problem be written in this form? $min_x{\{ ...
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3answers
2k views

optimization non linear problem with java code

Is there some packages in java that can be included to eclipse in order to solve a non linear problem? I have used ipopt but when running, there is a notification which say "NOTE: You are using Ipopt ...
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1answer
49 views

Detecting degenerate triangles with very thin structures

Between the two ears in the following bunny images, there are some degenerate triangles I want to detect. It looks like a volume-less thin slits. If the question is not clear, please let me know.
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1answer
150 views

Problem using MATLAB `fminunc` [closed]

I am trying to find the minimum of this function. But I receive the following error when I run the script. What am I doing wrong: ...
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0answers
30 views

Could not get expected result?

I am trying to solve the example 3.3 in this book. ...
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0answers
28 views

Need Help for Formulating in YALMIP

I want to implement the given optimization algorithm for the ieee-14 bus system into YALMIP. It is a non-convex type of problem. it will be appreciated if anyone can help me in formulating this into ...
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1answer
303 views

Multi-objective optimization problem - Euclidean space

I am looking for some clues for an optimization problem. My problem consists of arriving to a image by optimizing multiple layers with the pixel position probability. This is an overview of the ...
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1answer
106 views
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1answer
162 views

Do you think this p=np workaround worth to try?

I need consultancy for a possible p=np workaround. First of all sorry for my English because it is going to be long question:) To better understand the architecture which I design maybe you will need ...

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