Optimization is the process of choosing the "best" value among possible values. They are often formulated as questions on the minimization/maximization of functions, with or without constraints.

learn more… | top users | synonyms (4)

0
votes
2answers
22 views

Show that $\min\{a_1,a_2,…,a_n\}$ is maximum when $a_1=a_2=…=a_n$.

Given $a_1,a_2,...,a_n\in\mathbb R$, and $a_1+a_2+...+a_n=A$. Show that $\min\{a_1,a_2,...,a_n\}$ is maximum when $a_1=a_2=...=a_n$. I feel this is quite a common sense but I don't know how to ...
0
votes
3answers
31 views

Underdetermined System and Minimizing Cost

I need to minimize 4x + 4y subject to the following constraints: $4x + 8y = 40$ $x + 2y = 10$ Any ideas? Answers must be integers, as they represent physical units.
1
vote
0answers
15 views

Nonlinear optimization of constraint parameter - subdifferential?

Disclaimer: I discovered that the FAQ suggests to post research-level to mathoverflow instead of math.stackexchange. I "moved" the question accordingly, cp. post at mathoverflow. Sorry for the ...
0
votes
1answer
27 views

Optimize winnings in a money making game.

So, given a continuous random variable A (with some density and CDF function), and a value I choose V, what is the equation to determine the best value V to maximize my earnings given that I will be ...
-1
votes
1answer
22 views

calc word optimization problem

a power line runs north-south. Town A is 3 miles due east from a point a on the power line, and town B is 5 miles due west from a point b on the power line that is 9 miles north of a. A transformer, ...
0
votes
0answers
15 views

Questions about the Bresenham Line Algorithim?

For my AP Computer Science class we had to write a code illustrating the effectiveness of Bresenham Algorithm, an optimization type problem. I have some questions about the algorithm. Let us say ...
2
votes
2answers
33 views

Maximum of $3x^2e^{-x^3}$

I have a PDF which looks like: $f(x) = 3x^2e^{-x^3}, \quad x \geq 0 $ I need to find it's maximum (to sample from it using the rejection method), so I differentiate and set the result to $0$: ...
1
vote
0answers
27 views

Linear Program Transformations

I have a Linear Program with constrains of the form: $$a_{11}x_1+a_{12}x_2+\ldots\le 0$$ $$a_{21}x_1+a_{22}x_2+\ldots\le 0$$ $$a_{31}x_1+a_{32}x_2+\ldots\le 0$$ My problem is that if I try to ...
1
vote
1answer
55 views

Question on the perimeter of any quadrilateral

Is it true that the perimeter of any convex quadrilateral inside a unit circle is no more than $4\sqrt{2}$?
2
votes
2answers
37 views

Analytical Solution to a simple l1 norm problem

Can we solve this simple optimization problem analytically? $ \min_{w}\dfrac{1}{2}\left(w-c\right)^{2}+\lambda\left|w\right| $ where c is a scalar and w is the scalar optimization variable.
0
votes
0answers
20 views

Optimization with non continuous derivative

I want to minimize the following function $$f(x) = \max_k (\ g_k(x)\ )$$ I intend to compute the minimum by means of numerical methods, such as the Newton-Raphson method. Newton-Raphson requires ...
0
votes
0answers
13 views

What's the solution to this optimal control problem?

I have the following control problem: Objective: to find $p_t$ that $$ \max_{p_t} \sum_t^T \left(c p_t u_t - k (1-p_t)^2 \right) e^{-\beta t} \tag{1} $$ Constraints (for all $t$): $$0 \leq p_t\leq 1 ...
3
votes
2answers
60 views

How to find the minimum value of the expression?

Let $x$, $y$, $z$ be three nonegative real numbers and $x^2 + y^2 + z^2 = 5.$ Find the minimum of the expression $$E=\dfrac{1}{2}(x^2 y^2 + y^2 z^2 + z^2 x^2) + \dfrac{96}{x + y + z + 1}.$$ What ...
1
vote
0answers
45 views

Linear programming vs. Integer programming

I was trying to solve a problem where I want to choose which items to choose where each item has a number b_i associated with it and a reward r_i associated with it. I need to choose items that ...
1
vote
0answers
11 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 ...

1 2 3 4 5 89
15 30 50 per page