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Questions tagged [convex-optimization]

Convex minimization, a subfield of optimization, studies the problem of minimizing convex functions over convex sets. The convexity property can make optimization in some sense "easier" than the general case - for example, any local minimum must be a global minimum.

Applications:

  • automatic control systems
  • estimation and signal processing
  • communications and networks,
  • electronic circuit design
  • data analysis and modeling
  • statistics
  • finance
305 questions
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convex optimization in python/cvxopt

I am trying to do a constrained optimization (maximization) problem with a linear objective function and convex constraint, using the cvxopt library in python. Currently, the constraint is quadratic, but I want to do it eventually with a general…
qua
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Min cut using matlab cvx

I am trying to detect communities using binary min cut on users' graph. For this purpose I am trying to use a variant of Fiedler method as shown in this paper. This is how they have formalized it: Now, I am trying to do this using the CVX package…
Koustav
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Convex Optimization for Matlab

I want to know how can i solve the following minimization problem with matlab: A is a semi-positive definite matrix. (All eigenvalues are greater or iqual than 0) F=F(x_1,...,x_n,y_1,y_2) = (F_1,...,F_2n) is a linear function. i want to find…
Manuel
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Convexity of function and its optimization

Is function convex in x and y jointly? I want is to estimate both parameter x and y, that minimizes the least square. If the function is convex in both x and y jointly, then technically I can find x and y by iterating between 2 steps: Find best x…
vinash85
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Convex optimization - matlab - 4D optimization variable

In matlab optimization toolbox, is it possible for the optimization variable to be a 4D matrix and if so, how do I specify the start point? Can I just give it as all zeros? By 4D matrix, I mean a matrix of a matrices. Thus 4 indices are needed to…
sprajagopal
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using cvxopt for LP problems with only Aeq=beq (no constraints with A*x<=b)

I am trying to solve a linear programming problem of the form minimise cT.x A.x = b x >= 0 for a transportation problem. However, using CVXOPT requires defining the variables G.x <= h for the lp(G,h,A,b) solver. I have tried creating my A and b…
mtigger
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CVXOPT GLPK returns wrong solution

I'm using python interface to GLPK. I'm looking for a solution X that: Minimizes c G * X <= H A * X = b I'm using the following statement glpk.ilp(c,G,h,A,b,I=set(range(25))) Tha'ts my G matrix: -1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 …
Zahy
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Testing Convex Optimization Code

I want to create a suite of test problems for a package of convex optimization methods I have implemented (gradient descent, conjugate gradient, BFGS, etc.). I would ideally know the exact solution to the problem, and then check that these…
DBelanger
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How can extract points which are formed a convex hull of 3 dimensions polygon in Matlab by using convexhull functions?

I use different convex hull functions in Matlab to find points coordinates which are formed the convex hull. however, these functions return the matrix of triangles. How can I specify those points? Thanks. Sepideh
Sepideh
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Cplex NullPointerException on big Arrays

I use cplex Java API. Following code is used: //init cplex IloCplex cplex = new IloCplex(); cplex.setParam(IloCplex.IntParam.Threads, 1); //is commodity k,l routed over i and j //x ijkl IloIntVar[] x =…
Stasik
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ValueError in linear program with cvxopt (Rank(A) < p or Rank([G; A]) < n)

I try to solve the following linear program using the cvxopt package in python and wonder how to fix the stated ValueError. I guess it's a modeling mistake taking into consideration that I am a complete rookie using cvxopt. The following displays…
dominikmeyer95
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Could not get the expected output

Problme: I won't get the result that I get from Matlab implementation, I am not sure pow_pos(norm(x(:, 1) - start'), 2) I have converted correctly, here is the converted code Variable::t x_0 = Var::vstack(x->index(0, 0), x->index(1, 0),…
GPrathap
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Relating Machine learning Techniques to solve optimization Problem

Consider an optimization problem of some dimension n, Given some linear set of equations(inequalities) or constraints on the inputs which form a convex region, finding the maximum\minimum value of some expression which is some linear combination of…
Sahukari Ganesh
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Does a quasi linear function has global maxima or minima

I am trying to optimize a single fractional function given as b+mx/c-mx. I consulted some references about its convexity, the function is a quasi linear function but I am not sure whether it has same properties as of a convex function i.e a global…
sukhalid
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Optimize with variable number of input functions in MATLAB

I started with following simple optimization problem: F=@(L) max(-[log(L(1)/(L(1)+1)) log(L(2)/(L(2)+1))+log(1-L(1)) log(L(3)/(L(3)+1))+log(1-L(1))+log(1-L(2))]); [L,fval]=fmincon(F,[0.5 0.5 0.5],[],[],[],[],[0;0;0],[1;1;1]) This gives answers: L =…
Frey
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