# Questions tagged [optimization]

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### Need help with deriving a recursive formula for a control system optimization integral

I need some help with a problem that appears in one of the exercises of "Introduction to Stochastic Control Theory" by Karl J. Åström: Chapter 5, page 141, problem 8. It is about deriving a ...
1 vote
37 views

### Tune Least Squares Support Vector Machine (LS-SVM) With Grid Search Optimization

I am looking for LSSVM with Gride Search optimization in Python, but could not find it. Scikit learn has SVM with Grid Search but not for LSSVM.
• 11
1 vote
75 views

### Deriving the posterior distribution parameters of a normal distribution in the context of dereverberation

Context: $\bar{\Theta}$ is the room regression filter coefficients (RRC); $$X_{t} = \bar{\Theta}^{H}\bar{X}_{t-1} + s_{t}$$ means in words: the filter that defines how the room causes reverberation to ...
31 views

### How to select the location of submatrices to have specific property in the output of multiplication

I want to set the locations of two submatrices W22 and W21 taken from Hadamard matrix, with respect to ...
• 187
77 views

### Fit Data Samples with a Robust Fit

I have a data from a sensor which the connection model of $x$ and $y$ is known: For instance, in the case above, the model is linear. The issue is how to handle outliers. Specifically when there are ...
• 19.9k
1 vote
92 views

• 383
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### How to solve optimization problem

I am a newbie in Optimization. I have this Optimization problem, could anyone help how can I analyze it and solve it? \begin{align}\label{Problem_formulation} \mathbb P_1& ~~~~~~\mathop{\max}_{{ \...
• 83
125 views

### Solving regularized least squares problem using black-box computation of $\mathbf{A}\mathbf{x}$ and $\mathbf{A}^T\mathbf{x}$

Let $\mathbf{A} \in \mathbb{R}^{n \times n}$. I'm working in a problem where I have a black-box algorithmic solution to compute the products $\mathbf{A}\mathbf{x}$ and $\mathbf{A}^T \mathbf{x}$ given ...
• 95
67 views

### OFDM channel estimation using the transmitted signal multiplied with a matrix

I have OFDM system, where the modulated signal $x$ with length $N$, and $N$ is the number of subcarriers in OFDM symbol. $x$ is multiplied with a well-known unitary matrix $G \in N \times N$ before ...
• 187
1 vote
100 views

### L1 regularization vs maximal entropy?

Solving for ill-posed linear models, I saw that Maximal entropy is also parsimonious and in that regards similar to L1-sparsity promoting regularization. How is it different and are they ...
• 123
151 views

### What is the best coding strategy?

There is a dataset of $N$ elements, each represented by $K$ bits. Now due to hardware limitations to reduce memory for storage, they have to be reprocessed into $K'$ bits each, and $K'<K$. What is ...
• 41
1 vote
52 views

### Optimization Problem in Graph Signal Processing to find edge weights

I am working on an application which consists of cross-roads and roads that connects them. In my design, I am using graph signal processing to estimate the importance of the roads which means edge ...
1 vote
35 views

• 726
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### Solve Efficiently the 1D Total Variation Regularized Least Squares Problem (Denoising / Deblurring)

How to solve a 1D Least Squares with Total Variation Regularization? I know gradient based methods, I wonder how much faster / efficient I can get.
• 367
167 views

### Converting Hadamard Product into Matrix Multiplication in Image Deconvolution with Total Variation (TV) Using ADMM

I would like to solve the following Image Deconvolution equation by ADMM. $$\mathbf { \min\frac{1}{2}\Vert{Cx-b}\Vert_2^2+\Vert w\circ (D x)\Vert_1 \tag 1}$$ Where, $x$ is a vector of unknown pixel ...
1 vote
3k views

### Generate the Matrix Form of 1D Convolution Kernel

As a follow up to Generate the Matrix Form of 2D Convolution Kernel, could someone explain how to generate the matrix form of a 1D convolution kernel? How different convolutions shapes are handled? ...
• 367
1 vote