An equality with vectors












0












$begingroup$


Here is a problem with its solution.



Let $mathbf{s}_{ntimes1}$ is a vector with elements $s_{j}inleft[-1,1right]$
for $j=1,2,ldots,n$. I have the equality
$$
lambdaalphamathbf{s}=mathbf{a}
$$

where $lambda$ is an unknown parameter, $alphainleft(0,1right)$
is a fixed constant and $mathbf{a}$ is an $ntimes1$ vector. We
can show that the minimum value of $lambda$ that satisfies this
equality for some $s_{j}inleft[-1,1right]$ is
$$
lambda_{min}=frac{1}{alpha}leftVert mathbf{a}rightVert _{infty}
$$

where $leftVert mathbf{a}rightVert _{infty}=max_{j}left|a_{j}right|$.
I would like to extend this equality with a fixed vector $mathbf{b}$ like this:
$$
lambda(alphamathbf{s}+left(1-alpharight)mathbf{b})=mathbf{a}
$$

The problem is the same: What is the minimum value of $lambda$ (if
exists) that satisfies this equality for some $s_{j}inleft[-1,1right]$?



I tried to use inequalities with absolute values but could not get a solution.










share|cite|improve this question











$endgroup$








  • 1




    $begingroup$
    is $b$ fixed? do you mean 'for some s_j' (instead of 'for all')?
    $endgroup$
    – LinAlg
    Dec 27 '18 at 21:02










  • $begingroup$
    Yes, thanks. I edited the question.
    $endgroup$
    – mert
    Dec 28 '18 at 20:47










  • $begingroup$
    did you appreciate my answer?
    $endgroup$
    – LinAlg
    Jan 8 at 15:03
















0












$begingroup$


Here is a problem with its solution.



Let $mathbf{s}_{ntimes1}$ is a vector with elements $s_{j}inleft[-1,1right]$
for $j=1,2,ldots,n$. I have the equality
$$
lambdaalphamathbf{s}=mathbf{a}
$$

where $lambda$ is an unknown parameter, $alphainleft(0,1right)$
is a fixed constant and $mathbf{a}$ is an $ntimes1$ vector. We
can show that the minimum value of $lambda$ that satisfies this
equality for some $s_{j}inleft[-1,1right]$ is
$$
lambda_{min}=frac{1}{alpha}leftVert mathbf{a}rightVert _{infty}
$$

where $leftVert mathbf{a}rightVert _{infty}=max_{j}left|a_{j}right|$.
I would like to extend this equality with a fixed vector $mathbf{b}$ like this:
$$
lambda(alphamathbf{s}+left(1-alpharight)mathbf{b})=mathbf{a}
$$

The problem is the same: What is the minimum value of $lambda$ (if
exists) that satisfies this equality for some $s_{j}inleft[-1,1right]$?



I tried to use inequalities with absolute values but could not get a solution.










share|cite|improve this question











$endgroup$








  • 1




    $begingroup$
    is $b$ fixed? do you mean 'for some s_j' (instead of 'for all')?
    $endgroup$
    – LinAlg
    Dec 27 '18 at 21:02










  • $begingroup$
    Yes, thanks. I edited the question.
    $endgroup$
    – mert
    Dec 28 '18 at 20:47










  • $begingroup$
    did you appreciate my answer?
    $endgroup$
    – LinAlg
    Jan 8 at 15:03














0












0








0





$begingroup$


Here is a problem with its solution.



Let $mathbf{s}_{ntimes1}$ is a vector with elements $s_{j}inleft[-1,1right]$
for $j=1,2,ldots,n$. I have the equality
$$
lambdaalphamathbf{s}=mathbf{a}
$$

where $lambda$ is an unknown parameter, $alphainleft(0,1right)$
is a fixed constant and $mathbf{a}$ is an $ntimes1$ vector. We
can show that the minimum value of $lambda$ that satisfies this
equality for some $s_{j}inleft[-1,1right]$ is
$$
lambda_{min}=frac{1}{alpha}leftVert mathbf{a}rightVert _{infty}
$$

where $leftVert mathbf{a}rightVert _{infty}=max_{j}left|a_{j}right|$.
I would like to extend this equality with a fixed vector $mathbf{b}$ like this:
$$
lambda(alphamathbf{s}+left(1-alpharight)mathbf{b})=mathbf{a}
$$

The problem is the same: What is the minimum value of $lambda$ (if
exists) that satisfies this equality for some $s_{j}inleft[-1,1right]$?



I tried to use inequalities with absolute values but could not get a solution.










share|cite|improve this question











$endgroup$




Here is a problem with its solution.



Let $mathbf{s}_{ntimes1}$ is a vector with elements $s_{j}inleft[-1,1right]$
for $j=1,2,ldots,n$. I have the equality
$$
lambdaalphamathbf{s}=mathbf{a}
$$

where $lambda$ is an unknown parameter, $alphainleft(0,1right)$
is a fixed constant and $mathbf{a}$ is an $ntimes1$ vector. We
can show that the minimum value of $lambda$ that satisfies this
equality for some $s_{j}inleft[-1,1right]$ is
$$
lambda_{min}=frac{1}{alpha}leftVert mathbf{a}rightVert _{infty}
$$

where $leftVert mathbf{a}rightVert _{infty}=max_{j}left|a_{j}right|$.
I would like to extend this equality with a fixed vector $mathbf{b}$ like this:
$$
lambda(alphamathbf{s}+left(1-alpharight)mathbf{b})=mathbf{a}
$$

The problem is the same: What is the minimum value of $lambda$ (if
exists) that satisfies this equality for some $s_{j}inleft[-1,1right]$?



I tried to use inequalities with absolute values but could not get a solution.







optimization vectors norm






share|cite|improve this question















share|cite|improve this question













share|cite|improve this question




share|cite|improve this question








edited Dec 28 '18 at 20:48







mert

















asked Dec 27 '18 at 8:03









mertmert

53529




53529








  • 1




    $begingroup$
    is $b$ fixed? do you mean 'for some s_j' (instead of 'for all')?
    $endgroup$
    – LinAlg
    Dec 27 '18 at 21:02










  • $begingroup$
    Yes, thanks. I edited the question.
    $endgroup$
    – mert
    Dec 28 '18 at 20:47










  • $begingroup$
    did you appreciate my answer?
    $endgroup$
    – LinAlg
    Jan 8 at 15:03














  • 1




    $begingroup$
    is $b$ fixed? do you mean 'for some s_j' (instead of 'for all')?
    $endgroup$
    – LinAlg
    Dec 27 '18 at 21:02










  • $begingroup$
    Yes, thanks. I edited the question.
    $endgroup$
    – mert
    Dec 28 '18 at 20:47










  • $begingroup$
    did you appreciate my answer?
    $endgroup$
    – LinAlg
    Jan 8 at 15:03








1




1




$begingroup$
is $b$ fixed? do you mean 'for some s_j' (instead of 'for all')?
$endgroup$
– LinAlg
Dec 27 '18 at 21:02




$begingroup$
is $b$ fixed? do you mean 'for some s_j' (instead of 'for all')?
$endgroup$
– LinAlg
Dec 27 '18 at 21:02












$begingroup$
Yes, thanks. I edited the question.
$endgroup$
– mert
Dec 28 '18 at 20:47




$begingroup$
Yes, thanks. I edited the question.
$endgroup$
– mert
Dec 28 '18 at 20:47












$begingroup$
did you appreciate my answer?
$endgroup$
– LinAlg
Jan 8 at 15:03




$begingroup$
did you appreciate my answer?
$endgroup$
– LinAlg
Jan 8 at 15:03










1 Answer
1






active

oldest

votes


















0












$begingroup$

Your problem can be summarized as:
$$min_{x in mathbb{R},y in [-alpha,alpha]^n} { x : xy + x(1-alpha)b = a}$$
Substitute $xy=z$:
$$min_{x in mathbb{R},z in [-alpha x,alpha x ]^n} { x : z + x(1-alpha)b = a}$$
The dual problem is:
$$ max_{v in mathbb{R}^n,w_1 in mathbb{R}_+^n,w_2 in mathbb{R}_+^n} { a^Tv : (1-alpha)b^Tv + alpha e^T(w_1+w_2) = 1, ; e^T(v + w_1-w_2) = 0}$$
I do not see an immediate solution to any of these problems, but the last two problems you can just feed to a linear optimization solver.






share|cite|improve this answer









$endgroup$













    Your Answer





    StackExchange.ifUsing("editor", function () {
    return StackExchange.using("mathjaxEditing", function () {
    StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
    StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
    });
    });
    }, "mathjax-editing");

    StackExchange.ready(function() {
    var channelOptions = {
    tags: "".split(" "),
    id: "69"
    };
    initTagRenderer("".split(" "), "".split(" "), channelOptions);

    StackExchange.using("externalEditor", function() {
    // Have to fire editor after snippets, if snippets enabled
    if (StackExchange.settings.snippets.snippetsEnabled) {
    StackExchange.using("snippets", function() {
    createEditor();
    });
    }
    else {
    createEditor();
    }
    });

    function createEditor() {
    StackExchange.prepareEditor({
    heartbeatType: 'answer',
    autoActivateHeartbeat: false,
    convertImagesToLinks: true,
    noModals: true,
    showLowRepImageUploadWarning: true,
    reputationToPostImages: 10,
    bindNavPrevention: true,
    postfix: "",
    imageUploader: {
    brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
    contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
    allowUrls: true
    },
    noCode: true, onDemand: true,
    discardSelector: ".discard-answer"
    ,immediatelyShowMarkdownHelp:true
    });


    }
    });














    draft saved

    draft discarded


















    StackExchange.ready(
    function () {
    StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3053694%2fan-equality-with-vectors%23new-answer', 'question_page');
    }
    );

    Post as a guest















    Required, but never shown

























    1 Answer
    1






    active

    oldest

    votes








    1 Answer
    1






    active

    oldest

    votes









    active

    oldest

    votes






    active

    oldest

    votes









    0












    $begingroup$

    Your problem can be summarized as:
    $$min_{x in mathbb{R},y in [-alpha,alpha]^n} { x : xy + x(1-alpha)b = a}$$
    Substitute $xy=z$:
    $$min_{x in mathbb{R},z in [-alpha x,alpha x ]^n} { x : z + x(1-alpha)b = a}$$
    The dual problem is:
    $$ max_{v in mathbb{R}^n,w_1 in mathbb{R}_+^n,w_2 in mathbb{R}_+^n} { a^Tv : (1-alpha)b^Tv + alpha e^T(w_1+w_2) = 1, ; e^T(v + w_1-w_2) = 0}$$
    I do not see an immediate solution to any of these problems, but the last two problems you can just feed to a linear optimization solver.






    share|cite|improve this answer









    $endgroup$


















      0












      $begingroup$

      Your problem can be summarized as:
      $$min_{x in mathbb{R},y in [-alpha,alpha]^n} { x : xy + x(1-alpha)b = a}$$
      Substitute $xy=z$:
      $$min_{x in mathbb{R},z in [-alpha x,alpha x ]^n} { x : z + x(1-alpha)b = a}$$
      The dual problem is:
      $$ max_{v in mathbb{R}^n,w_1 in mathbb{R}_+^n,w_2 in mathbb{R}_+^n} { a^Tv : (1-alpha)b^Tv + alpha e^T(w_1+w_2) = 1, ; e^T(v + w_1-w_2) = 0}$$
      I do not see an immediate solution to any of these problems, but the last two problems you can just feed to a linear optimization solver.






      share|cite|improve this answer









      $endgroup$
















        0












        0








        0





        $begingroup$

        Your problem can be summarized as:
        $$min_{x in mathbb{R},y in [-alpha,alpha]^n} { x : xy + x(1-alpha)b = a}$$
        Substitute $xy=z$:
        $$min_{x in mathbb{R},z in [-alpha x,alpha x ]^n} { x : z + x(1-alpha)b = a}$$
        The dual problem is:
        $$ max_{v in mathbb{R}^n,w_1 in mathbb{R}_+^n,w_2 in mathbb{R}_+^n} { a^Tv : (1-alpha)b^Tv + alpha e^T(w_1+w_2) = 1, ; e^T(v + w_1-w_2) = 0}$$
        I do not see an immediate solution to any of these problems, but the last two problems you can just feed to a linear optimization solver.






        share|cite|improve this answer









        $endgroup$



        Your problem can be summarized as:
        $$min_{x in mathbb{R},y in [-alpha,alpha]^n} { x : xy + x(1-alpha)b = a}$$
        Substitute $xy=z$:
        $$min_{x in mathbb{R},z in [-alpha x,alpha x ]^n} { x : z + x(1-alpha)b = a}$$
        The dual problem is:
        $$ max_{v in mathbb{R}^n,w_1 in mathbb{R}_+^n,w_2 in mathbb{R}_+^n} { a^Tv : (1-alpha)b^Tv + alpha e^T(w_1+w_2) = 1, ; e^T(v + w_1-w_2) = 0}$$
        I do not see an immediate solution to any of these problems, but the last two problems you can just feed to a linear optimization solver.







        share|cite|improve this answer












        share|cite|improve this answer



        share|cite|improve this answer










        answered Dec 28 '18 at 21:50









        LinAlgLinAlg

        9,7541521




        9,7541521






























            draft saved

            draft discarded




















































            Thanks for contributing an answer to Mathematics Stack Exchange!


            • Please be sure to answer the question. Provide details and share your research!

            But avoid



            • Asking for help, clarification, or responding to other answers.

            • Making statements based on opinion; back them up with references or personal experience.


            Use MathJax to format equations. MathJax reference.


            To learn more, see our tips on writing great answers.




            draft saved


            draft discarded














            StackExchange.ready(
            function () {
            StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3053694%2fan-equality-with-vectors%23new-answer', 'question_page');
            }
            );

            Post as a guest















            Required, but never shown





















































            Required, but never shown














            Required, but never shown












            Required, but never shown







            Required, but never shown

































            Required, but never shown














            Required, but never shown












            Required, but never shown







            Required, but never shown







            Popular posts from this blog

            Quarter-circle Tiles

            build a pushdown automaton that recognizes the reverse language of a given pushdown automaton?

            Mont Emei