This tag is intended for questions on methods for the (contrained or unconstrained) minimization or maximization of functions.
2
votes
0answers
40 views
How much better a bounded BFGS is compared to augmented Lagrangian method with BFGS?
I mean, in handling boxed constraints?
In terms of stability, and more importantly, the numerical performance?
I have already written some well-optimized and well-tested C/CUDA/C++ codes for ...
0
votes
0answers
57 views
Issues with solving large sparse linear equations
I have some issues solving sparse linear equations Ax = b
My matrix A is sparse with dimension of 5 million by 5 million. Actually, it is a combination of two matrices. One is tridiagonal and the ...
3
votes
0answers
55 views
Reformulation of a Frobenius norm maximization problem
This question is extended from this question
The original problem is to maximize the Frobenius norm of a matrix product
$max_{X\in \mathbb{D}}||B^TXA ||_F$, where $\mathbb{D}$ is the doubly ...
7
votes
0answers
55 views
Solving unconstrained nonlinear optimzation problems on GPU
I am trying to solve some unconstrained nonlinear optimzation problems on GPU(CUDA).
The objective function is a smooth nonlinear function, and its gradient is relatively cheap to compute ...
3
votes
2answers
73 views
how can a 2-d fft be constructed to an equivalent matrix?
When I use the cvx matlab toolbox, I met a puzzled problem. The function of fft (or dct, wavelet, etc.) cannot be recognized by the type of 'cvx'. For the 1-d fft, it can be constructed to an ...
0
votes
0answers
12 views
Generating topology (angles and dihedrals) from bond connectivity
Is there a tool out there that will take a file of atomic coordinates or bond connections and generate an output file with the angle (bending) and dihedral (torsion) connectivities? It needs to work ...
3
votes
1answer
45 views
Fitting one set of points to another by a rigid motion
I'm not really sure how to explain this problem clearly, so please bear with me.
I have a basis of 3 orthonormal unit vectors and a position, a standard 4x4 transform matrix in computer graphics.
...
1
vote
2answers
64 views
Topics for project
I was assigned a project in my intro to computer programming class. The goal is to implement a numerical model to some engineering or physics/science problem. The course uses Java.
eg. soccer ball ...
1
vote
1answer
43 views
Dakota Optimizer - plot objective functions in real-time
I am using the Dakota Optimizer.
I have 50+ variables, 50+ constraints and more than one objective function.
Independent of the actual optimizer used, or the output selected:
Is there a way to plot ...
8
votes
3answers
158 views
Fortran: Best way to time sections of your code?
Sometimes while optimizing code it is required to time certain portions of the code, I have been using the following for years but was wondering if there is a simpler/better way to do it?
...
0
votes
2answers
51 views
Analytical form of the minimum of a function with absolute values
I would like to find the analytical form of the point which minimizes the following function:
$$
f(x_T) = \frac{1}{T} a_1 (x_T-x_0)^2 + a_2 |x_T-x_0| + T a_3 + \sum_{i=1}^M p_i \left[b_{1i} (x_T - ...
2
votes
2answers
77 views
Differences between “least square”, “mean square” and “least mean square”?
I was wondering what differences are between the terminology: "least square (LS)" "mean square (MS)" and "least mean square (LMS)"?
I get confused when reading in Spall's Introduction to Stochastic ...
2
votes
1answer
70 views
Optimize an unknown function which can be evaluated only?
Given an unknown function $f:\mathbb R^d \to \mathbb R$, we can evaluate its value at any point in its domain, but we don't have its expression. In other words, $f$ is like a black box to us.
What is ...
5
votes
2answers
109 views
Which is easier to solve, regularized minimization, or constrained minimization?
Following regularized minimization problem
$$\min f(x) + \lambda g(x)$$
where $\lambda>0$,
and following constrained minimization problem
$$
\min f(x)
$$
s.t.
$$
g(x) \leq \epsilon
$$
where ...
8
votes
3answers
170 views
Confusion about compressed sensing problem
I read some references including http://en.wikipedia.org/wiki/Compressed_sensing.
I am kind of confused what optimization problem compressed sensing builds and tries to solve. Is it
$$ \min_x ...
