# 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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I'm sorry for this silly question. Several times I faced with optimization problems which can be expressed as $$\begin{array}{ll} \text{minimize} & \mathrm x^T \mathrm A \mathrm x\\ \text{subject ... 2answers 153 views ### Simplifying some operations on Gram matrices Suppose two Gram matrices are given A, B\in\mathbb{R}^{n\times n}, such that$$A=XX^T,~~~~~~~~~~~~~B=YY^T,$$for some X, Y\in\mathbb{R}^{n\times k}, k\ll n. Also, suppose a Gram matrix based on ... 3answers 213 views ### Objective function scaling in an Inverse Problem I am trying to solve a large scale inverse problem using the Bayesian formulation. To estimate the Maximum a Posteriori Estimation (MAP) solution I will have to minimize the following objective ... 2answers 364 views ### Can the Levenberg-Marquardt algorithm be used for minimization and not fitting Can the Levenberg-Marquardt algorithm be used for minimization and not fitting? Usually we input the derivative of the function we want to fit in the minimizer. Now if I assume I have an objective ... 2answers 1k views ### Line search for Newton method If we want to solve nonlinear minimization problem$$\min_{x} f(x),$$making least-squares assumption and using Gauss-Newton method so that at kth iteration we have:$$J_k^T J_k p_k = - J_k^T ...
A dull matrix multiplication algorithm where we use the formula $$C_{ij}=\sum_{k}A_{ik}B_{kj}$$ By literally following this in 3 loops we'll get a very slow program, because we don't utilize ...