# Questions tagged [optimization]

The tag has no usage guidance.

115 questions
Filter by
Sorted by
Tagged with
38 views

### Transform a data set by exploting the vectorfield

I am somewhat new in the field of Digital Signal Processing / Image processing. As shown in the figure, I have 4 straight lines $f_i(x)$ with $i = 1,\dots, 4$ that pass through $g(x)$. Similiarly ...
48 views

### Minimize the Cost Function of Values of Vectors Based on Their Amplitude

I have two vectors $X = [x_1,x_2,x_3,x_4]$; and $Y = [y_1,y_2,y_3,y_4]$; I know that $|x_1|$ = $|y_1|$, and $|x_2|$ = $|y_2|$,... so on. it means the difference is only in the sign. it might be ...
42 views

### Optimization of harmonics calculation

I need to compute the sine and cosine of an argument along with n "harmonics" \begin{matrix} \sin(x) & \cos(x) \\ \sin(2x) & \cos(2x) \\ \cdots \\ \sin(nx) & \cos(nx) \end{...
115 views

### Compute Hann window without cos function

In an environment with limited memory and computing power it is interesting to be able to generate a Hann window without using a cache or repetitive calling of expensive functions such as sine and ...
31 views

### How to find the value of regularization parameter/s when having one or multiple priors

I am working on a image reconstruction framework, specifically interferometry. In simple words we have data that is pertubated by noise, say $$V^o_i = V_i + \sigma_i$$ Where $V^o$ is a complex ...
18 views

### Can I use a filter design to optimize the preconditioning of an optimizer?

Consider a noisy time series y_i and that I have waited until end of experiment. I now want to fit a nonlinear parameterized function F(A,d,k; t) to determine A,d,k. So I can happily Newton-Raphson ...
24 views

### How can I infer the cost function from Kruppa's simplified equations

The following equations are Kruppa's simplified equations used in camera autocalibration. My objective here is to infer the cost function(Error Function) from this equations, So I can minimize the ...
63 views

### Quadratic Programming with Linear Equality Constraints

I need to solve an equality constrained minimization problem as give below $$\min_{\textbf{w}} \mathbf{w}^TR\mathbf{w}$$ such that $$X\mathbf{w} = \mathbf{1}$$ where $R\in \mathbb{R}^{n\times n}$ is ...
19 views

### Basis pursuit denoising for complex valued data

Basis pursuit denoising is given in the form $$\min_{x}{\frac {1}{2}}\|y-Ax\|_{2}^{2}+\lambda \|x\|_{1}$$ It is repeated in literature that when $y$, $A$, and (possibly) $x$ are complex valued, the ...
50 views

### Sparse recovery, Restricted Isometry Property for ILL-POSED problems

if $\mathbf x$ is $N\times 1$ sparse vector, and $\mathbf A$ is an $M\times N$ matrix with $M<<N$, and we measure $\mathbf y=\mathbf{Ax}$, then compressed sensing theory tells us that we can ...
23 views

77 views

### Efficient correlation of a low duty cycle training sequence

Is there a way to efficiently correlate a training sequence that is N samples long, framed at M samples where M >> N, with L occurrences of such frames (see below). For the pedants, the training ...
30 views

While reading the Wikipedia article on Bundle adjustment, I came across the following objective function used to represent the bundle adjustment problem. I have two questions regarding this objective ...
151 views

### Constrained LASSO Problem - ${L}_{1}$ Regularized Least Squares with Linear Equality Constraints

I have an optimization question. I want to solve the following problem: $$\arg\min_S\frac{1}{2}\|s-c\|_2^2 +\lambda\|\Phi s\|_1 \mbox{ s.t. } As = 0$$ in which $\Phi$ is the wavelet transform ...
60 views

### Optimal sensor placement for 3D TDoA positioning

Suppose there is a rectangle indoor area, we want to locate different positions within this area using TDoA estimations. 5 sensors are placed to obtain optimal 3D positions with TDoA errors, we only ...
73 views

### Promote the Orthogonality between Rows of $S$

I have a question. Suppose we want to solve an optimization problem: Consider $S \in \mathbb{R}^{N \times T}, T >> S$ $$\min_{S} f(S) \mbox{ s.t. } SS^T \mbox{is diagonal}$$ Which means each ...
86 views

### How do you properly organize data to compute multiple (independent) recursive filters at the same time taking advantage of SIMD instructions?

I'm processing multiple (independent) Exponential Moving Average 1-Pole filters on different parameters I have within my Audio application, with the intent of smooth each param value at audio rate: <...
87 views

### How to efficiently control an FIR's magnitude response by altering its phase spectrum

Question: Extensively searching the space of all possible vectors of length $n$ to satisfy a (non-overdetermined) requirement is possible in principle. Hence, there is a way to calculate a complex ...
52 views

### Wireless Body Area Networks with Minimum Energy Consumption [closed]

For adaptive compressive sensing(cs),the sensing matrix is related to the input signal. For example, in rakeness-based(cs), the sensing matrix is obtained by solving an optimization problem which ...
57 views

### Control optimization problem

I am running into a problem where I have a control system $S[t]$ that takes a control $C[t]$, so that $$S[t+1] = H(C[t,t-1,...], S[t,t-1,...])$$ the response of the system is the history of controls ...
134 views

### How to implement the RLS for matrices

I need to implement the RLS algorithm but it's for matrices instead for vectors, I have made the below code, but still something wrong is not working well, EDIT: The code should be done as below, ...
23 views

### Improve NMF for data with partial overlaps in multiple groups?

I want to use NMF to separate true sources from data. My data is in group structure with overlap elements. For example (in the smaller version) group1: contains A,B,C,D,E,F,G patterns group2: ...
108 views

### How Is Mixed Norm (${L}_{1, 2 }$) Better than ${L}_{1}$ Norm for Sparse Representation?

Using ${l}_{1}$-norm regularization for the purpose of achieving sparsity of the solution has been successfully applied a lot. But many times, I found the paper using mixed-norm instead of $l_1$-...
194 views

### How to Formulate a Constraint Which Ensures All Variables Have the Same Sign

I'm trying to include a constraint in my problem (to be solved by any convex optimization solver). Let {a,b,c,d ...} be a finite set of continuous variables. How to formulate a constraint which ensure ...
69 views

### Designing a fast linear operator with $\pm 1$ entries with low condition number and low Hamming distance between consecutive rows

I need to design a matrix for compressive imaging where each row represents an $N$-pixel filter in a focal plane through which light is masked, summed, and measured (think of Rice's single-pixel ...
4k views

### Derivative with respect to complex conjugate

I have a real function $C$ of a complex vector $x$. While taking the gradient of the function $C$ for minimising the same, why do we take the derivatives with respect to the complex conjugate of $x$, ...