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Linear programming is the study of optimizing a linear function over a set of linear inequalities. The Simplex Method, Ellipsoid Method and Interior Point Method are popular algorithms to solve linear programs.

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Question: what, besides publishing, should I do with a new interpretation of how to formulate hard problems for optimal permutations with constraints on the cycle structure? Currently I have ...
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Let $G=(V,A)$ be a directed graph, such that for any two vertices $v,w$, there exists a vertex $u$ such that $(v,u),(u,w)\in A$. Let $s,t\in V$, and let $c:A\rightarrow \mathbb{N}_{\geq 1}$ be arc ...
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Concorde is the de facto standard for calculating exact solutions for the Traveling Salesman Problem. Question: what is known about the fractions of computation time that are spent on ensuring that ...
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For a given $x \in \mathbb{R}^n$, is there a name given for the set of all possible $y\in \mathbb{R}^n$ that can be obtained by iteratively selecting a subset of entries $S\in \{1,\dots,n\}$ and ...
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I would like to know the feasibility of the following linear programming problem related to coding theory. Given a natural number $d$, binary entry matrix $X:=[x(i,j)\in B],\ B:=\{0,1\},\ i\in B^d,\ j\...
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Let $A \in \mathbb{R}^{m \times q}$. Let $b:\mathbb R^n \rightarrow \mathbb R^{m}$ be a polynomial function homogeneous of degree 2 (i.e., $b(z) = H (z\otimes z)$, for some matrix $H$), of a variable ...
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General problem I am trying to find an analytical solution to the following problem: Given a vector $v$ with non-negative entries, find a way to normalize it into a vector $v'$ such that: If $v_i <...
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The question is related to this algorithm in linear optimization. In the algorithm, projective transformations are used as said by wikipedia: Since the actual algorithm is rather complicated, ...
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Let $f : [0, 1] \to \mathbb{R}$ be a smooth strictly convex function. Let $0 \leq x_1 < \dots < x_n \leq 1.$ I am interested in whether there exists a polynomial $p$ such that it is convex on $[...
Paruru's user avatar
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I often notice tankers of the type illustrated in the figure below. The cross section is neither circular nor elliptical. Is it a "notable" geometric shape? Which function or property does ...
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Let $G$ be a directed graph with specified vertex $v$. We define a $v$-cut in $G$ to be a set of edges whose deletion from $G$ results in a graph where some vertex $w\neq v$ cannot be reached by a ...
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Consider the set of increasing functions over nonnegative integers such that $f(0)=0$ and $f(1)=1$. Find the function $f$ that maximizes $$\inf_{k \in \mathbb{Z}^{+}} \left[ f(k) - \frac{1}{2k+1}\sum_{...
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I have a problem which can be efficiently written, with some abuse of notation, as an 18 x 18 matrix equation $\mathbf{A}\mathbf{x} \geq \mathbf{1}$ over the non-negative integers $\mathbf{x}\geq \...
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Suppose I have a linear program of the form $\max c^Tx$ such that $Ax \leq b$. I am curious as to the continuity of the solutions to such a linear program under perturbations of the entries of $A$. ...
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$\newcommand\S{\mathscr S}$Let $\S$ be a collection of nonempty subsets of a finite set $S$ such that $A\not\subset B$ for any distinct $A$ and $B$ in $\S$. Does then there always exist a function $f\...
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$\DeclareMathOperator{\Var}{Var}$Given the set of numbers $\Omega := \{1, \ldots, n\}, n \in \mathbb{Z}^+$, how can I choose a subset, $A$ of $\Omega$ , such that $\min(\Var(A), \Var(\Omega \setminus ...
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$\DeclareMathOperator\Convexhull{Convexhull}$Let $Q \subseteq \mathbb R^n$ be a rational polyhedron and let $Q_I=\Convexhull(Q \cap \mathbb Z^n)$. By finite basis theorem, we have $Q=P+C$ for some ...
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Let $x_1, \dotsc, x_n \in \mathbb{R}^d$ and $\theta_1, \dotsc, \theta_n \in \mathbb{R}^d$ be vectors such that for every $k \in [n]$, the following inequality holds: $$ \langle x_k, \theta_k \rangle &...
Alireza Bakhtiari's user avatar
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Let $D=(V,E)$ be a directed graph, $S,T\subset V$ and $f:V\rightarrow \{1,\ldots, k\}$ a positive, bounded weight-function and $l\in \mathbb{N}$, find a path $v_1,\ldots, v_l\in V$ with $v_1\in S$ and ...
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Suppose we are interested in two consecutive transport plans (in the Kantorovich formulation). That is, we are given finite sets $X$, $Y$ and $Z$, endowed with probability measures $\mu_X$, $\mu_Y$ ...
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Suppose A is an $m \times n$ matrix whose entries are non-negative integers and $\mathbf{b}$ is a vector with rational entries. A version of Farkas lemma implies that if the equation $$A\mathbf{x}=\...
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[Crossposted at math.stackexchange]. Consider families of sets $\mathcal{F}$ with size $n = |\mathcal{F}|$ and universe $U(\mathcal{F})$ with size $q = |U(\mathcal{F})|$. I have written and solved ...
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As can be inferred from the title, I want to do some computation on the facets representation of the polytopes given the vertices. My advisor recommended me Polymake, which is indeed useful even with ...
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In my research, I have a particular 18x18 matrix $\mathbf{A}$ which defines the linear system $\mathbf{A}\cdot \mathbf{x} \leq \mathbf{-1}$ over the nonnegative integers. And I'm interested in ...
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In Finding a Simple Polytope from Its Graph in Polynomial Time, Friedman gave a polynomial time algorithm on reconstructing a simple polytope from its graph. Has this algorithm been actually ...
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Assuming a matrix $\mathbf{A} \in \mathbb{R}^{4096 \times 4096}$ sampled from a standard normal distribution $N(0, 1)$, and another matrix $\mathbf{B} \in \mathbb{R}^{4096 \times 4096}$ either sampled ...
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I would like to know if there is any way to solve an NP-hard type problem, for example, the TSP, sum of subsets or knapsack problem, by using linear programming and not by brute force. I ask this ...
Juan Carlos's user avatar
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Before delving into my query, I'd like to provide some context. Consider a continuous function $f:\mathbb{R}^{k}\rightarrow\mathbb{R}^{m}$ and a compact set $\mathcal{B}\subset \mathbb{R}^{k}$ (...
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I have a mathematical model $P$ for which I optimize two cost functions say $F_1$ and $F_2$ subject to a set of constraints $C1$–$C10$. In $F_2$, I want it to be included only when its expression ...
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Question: can the solution to the dual of a Linear Program be calculated directly from the solution of the primal Linear Program? If yes, what are known algorithms and their bounds on complexity. As ...
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If $f(A,b,c)$ is the optimal value of a linear program $\min c.x$ subject to $A.x \leq b ; x \geq 0.$ Does $f(A,b,c)$ have a piecewise polynomial/rational upper bound in $(A,b,c)$ on the domain of ...
Pathikrit Basu's user avatar
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Let $n\in\mathbb{N}$ such that $n\geq 2$ and let $0<r<1$ be a real number. We wish to solve the following problem. $$\min_{(t,(z_j)_{j=2}^n) \in \mathbb{R}\times \mathbb{Z}^{n-1}} t$$ subject to ...
Pathikrit Basu's user avatar
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According to the Wikipedia page on the issue, the vertex enumeration problem is NP-hard. However, double description and reverse linear search are algorithms listed to solve the problem. Moreover, ...
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This is an unconstrained convex optimization problem. Let $\mathcal{N}=\left\{1,\ldots,n\right\}$, $2\leq n<\infty$. Suppose there are many strongly convex functions $f_i(x)$, where $x\in\mathbb{R}^...
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Let $f$ be some given well-behaved function. Consider the following optimization problem overall probability distribution on $[0,1]$ \begin{align} \max_{P_X : X\in [0,1] } \left| \frac{\mathbb{E} [ ...
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Given a graph G=(V,E) where the weights on my edges are inverse of Euclidian distance between nodes, I want to know if I can use A* algorithm to find the shortest path. How I need to modify the ...
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Let $\Omega$ be an open bounded subset of $\mathbb{R}^2$ and $f\in L^2(\Omega)$ be a given function. Consider the optimization problem $$\mathrm{min} \int_\Omega u(x) f(x) \,dx\,,$$ where a minimum is ...
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I have the following optimization problem with cubic constraints, which is hard to solve. Are there any ideas, or related references, of solving such a problem? $$ \begin{array}{ll} \underset {y, z} {\...
Erik's user avatar
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I am looking for an algorithm to solve the following optimization problem $$\max_{\mathbf{w}}\sum_i\text{sign}(\mathbf{w}^T \mathbf{x}_i)$$ where $\mathbf{w}$ and each $\mathbf{x}_i\in\mathbb{R}^d$. ...
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For $n$ real variables $x_1, \ldots, x_n$, I have a bunch of inequalities of form $2 x_i > x_j + x_k$ or $2 x_i < x_j + x_k$, where $i,j,k$ are distinct. My goal is to determine whether this set ...
Dmitry's user avatar
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I am dealing with a problem of the form ($a<b$) $$ \displaystyle \max_{v \in C^1([a, b])} \int_a^b v(x)~\mathrm{d}x, \quad \mathrm{s.t.} \int^b_a \big(-o'(x)v(x)-v'(x)o(x)\big)f(x)~\mathrm{d}x \...
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Suppose that $P$ is a polyhedron represented by $$P:=\{x \in \mathbb{R}^n: A x \le b \} \text{ for }A \in \mathbb{R}^{m\times n},\ b \in \mathbb{R}^m,$$ and $P$ contains interior points. Moreover, the ...
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Let $A \in \mathbb{Z}^{m \times n}, b \in \mathbb{Z}^{m \times 1}$. One can show that if there is a solution of $Ax \ge b, x \in \mathbb{R}^n$ then there is one such that $\|x\|_{\infty} \le c (\|A\|_{...
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I am trying to understand Sums-of-Squares proof systems. A degree $d$ Sums-of-Squares refutation for a set of polynomial equations $P = \{p_1(x) = 0, ..., p_m(x) = 0\}$ is defined as $\sum_{i=1}^m g_i(...
Tom Keaton's user avatar
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I don't know if it is a well-known problem, but I have been struggling to come up with an algorithm. I have a set of linear constraints $Ax\le b$, $b\ge 0$ ($b$ and $A$ are given, $x$ is a variable). ...
Ryszard Eggink's user avatar
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The problem is to maximize $f(x_1,x_2,\cdots,x_n)=\sum\limits_{i=1}^{n}\Big(x_i-k_i\Big)^2$ for $n\ge 3$ subject to the conditions (1) $\sum\limits_{i=1}^{n}x_i=\sum\limits_{i=1}^{n}k_i\le n(n-1)$ ...
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(Note: I asked a similar question at math.stackexchange but the present one is more precise.) I have a linear program of the form: $$\text{minimize} \space\space x_1 \space\space \text{subject to:}$$ $...
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I want to compute the projection of a vector $\left( x\right) _{1\leq i,j\leq n}\in \lbrack 0,1]^{n\times n}$ on the following discrete set $$ S=\left\{ x\in \{0,1\}^{n\times n}:x_{i,j}+x_{j,i}\leq 1;\...
Goga's user avatar
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Consider two d-uplets $u = (u_1,...,u_d)$ and $v = (v_1, ..., v_d)$ both living in $\mathbb{N}^d$ with $d$ a positive integer. They both verify $$(*) \sum_{i=1}^d u_i = \sum_{i=1}^d v_i = k$$ with $k$ ...
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From wikipedia: But... Why do we need the $x\ge 0$ part? We can instead do $-x\le 0$, and thus saving a line in the definition (which is not a big deal but nevertheless nice). (In order to do that, ...
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