I want to optimize a function for a multivariate surface given a range of values for one variable.
For example, take the equation for the following quadratic surface:
z = x + x^2 + xy + y^2 + y.
How would I find values of y that maximize z given all possible values of x? The result should be a line along the surface that maximizes z at every value of x.
I have found a lot of resources online that explain how to find maxima and minima, as well as saddle points, but I am not sure if that approach will be relevant - the slope of the surface along that line will usually not be 0, so I don't think it makes sense to use derivatives here.
I am new to calculus and mathematical optimization. I would be thrilled if someone would point me to a resource that could help me out with this problem
Thank you!
Related
This is more of a general Maths question (might be silly even). But in high school we learn to identify the roots of an equation via it's plot right.
For example, for the equation
y = x^2 - 1
The blue line would show us the roots. This is when the blue line crosses x, so +- 1.
Now, if we said that the equation had a real and an imaginary part, so that it is
y = x^2 - 1 + (x^2 - 0.5)i
as given in the Mathematica screenshot, then we have a real part which crosses zero, and an imaginary part which also crosses zero but at a different x. So my question is: is it possible to identify the roots of such an equation by simply looking at the real and imaginary parts of the plot?
Note: part of my confusion is that if I use FindRoot, in Mathematica, I get either 0.877659 - 0.142424i or -0.877659 + 0.142424i. So might be some fundamental property in Maths I don't know about which prevents one from identifying roots of a complex function through separating real and imaginary parts...
we have a real part which crosses zero, and an imaginary part which also crosses zero but at a different x.
Those are graphs of the real and imaginary parts plotted for real values of x. If they both crossed the horizontal axis at the same point(s), that would mean the equation has real root(s), since both real and imaginary parts would be zero for some real value of x. However, this equation has no real roots, so the crossing points are different.
So my question is: is it possible to identify the roots of such an equation by simply looking at the real and imaginary parts of the plot?
f(x) = x^2 - 1 + i (x^2 - 0.5) is a complex function of a complex variable, which maps a complex variable x = a + i b to the complex value f(x) = Re(f(x)) + i Im(f(x)).
Each of Re(f(x)) and Im(f(x)) is a real function of a complex variable. Such functions can be plotted in 3D by representing x = a + i b as a point in the (a, b) plane, and the value of the function along the third dimension, say c. For example, f(x) has the following graphs for the real and imaginary parts.
The cross-sections of the two surfaces by the horizontal plane c = 0 are pairs of curves where each function is zero, respectively. It follows that the intersections of those curves are the points where Re(f(x)) = Im(f(x)) = 0, which means they are the roots of the equation f(x) = 0.
Since f(x) = 0 is a quadratic equation, it must have two roots, and those two points are in fact ±(0.877659 - 0.142424 i), as can be verified by direct calculation.
I am currently trying to understand the calculation of the mean curvature for a 3D surface, where one coordinate is a function of the other two coordinates.
Looking at wikipedia https://en.wikipedia.org/wiki/Mean_curvature#Surfaces_in_3D_space under "[For the special case of a surface defined as a function of two coordinates, e.g. z = S(x,y)]" they give this formula:
mean curvature
What i don't understand here is the div(z - S) . If z = S(x,y) then i would think that z is the same as S and thus z - S equals 0.
I tried to follow the cited literature but i didn't find what i was looking for.
Apparently i misunderstand something here and z is not the same as S?
Any help would be appreciated.
z-S(x,y) is a function of 3 variables, the gradient of which is (-S_x,-S_y,1), see the second line. Then you normalize this gradient vector and compute the divergence of the normalized vector field.
I am back at college learning maths and I want to try and use some this knowledge to create some svg with d3.js.
If I have a function f(x) = x^3 - 3x^2 + 3x - 1
I would take the following steps:
Find the x intercepts for when y = 0
Find the y intercept when x = 0
Find the stationary points when dy\dx = 0
I would then have 2 x values from point 3 to plug into the original equation.
I would then draw a nature table do judge the flow of the graph or curve.
Plot the known points from the above and sketch the graph.
Translating what I would do on pen and paper into code instructions is what I really could do with any sort of advice on the following:
How can I programmatically factorise point 1 of the above to find the x-intercepts for when y = 0. I honestly do not know where to even start.
How would I programmatically find dy/dx and the values for the stationary points.
If I actually get this far then what should I use in d3 to join the points on the graph.
Your other "steps" have nothing to do with d3 or plotting.
Find the x intercepts for when y = 0
This is root finding. Look for algorithms to help with this.
Find the y intercept when x = 0
Easy: substitute to get y = 1.
Find the stationary points when dy\dx = 0
Take the first derivative to get 3x^2 - 12x + 9 and repeat the root finding step. Easy to get using quadratic equation.
I would then have 2 x values from point 3 to plug into the original
equation. I would then draw a nature table do judge the flow of the
graph or curve. Plot the known points from the above and sketch the
graph.
I would just draw the curve. Pick a range for x and go.
It's great to learn d3. You'll end up with something like this:
https://maurizzzio.github.io/function-plot/
For a cubic polynomial, there are closed formulas available to find all the particular points that you want (https://en.wikipedia.org/wiki/Cubic_function), and it is a sound approach to determine them.
Anyway, you will have to plot the smooth curve, which means that you will need to compute close enough points and draw a polyline that joins them.
Doing this, you are actually performing the first steps of numerical root isolation, with such an accuracy that the approximate and exact roots will be practically undistinguishable.
So an easy combined solution is to draw the curve as a polyline and find the intersections with the X axis as well as extrema using this polyline representation, rather than by means of more sophisticated methods.
This approach works for any continuous curve and is very easy to implement. So you actually draw the curve to find particular points rather than conversely as is done by analytical methods.
For best results on complicated curves, you can adapt the point density based on the local curvature, but this is another story.
The only equation to calculate this that I can find involves t in the range [0, 1], but I have no idea how long it will take to travel the entire path, so I can't calculate (1 - t).
I know the speed at which I'm traveling, but it seems to be a heavy idea to calculate the total time beforehand (nor do I actually know how to do that calculation). What is an equation to figure out the position without knowing the total time?
Edit To clarify on the cubic bezier curve: I have four control points (P0 to P1), and to get a value on the curve with t, I need to use the four points as such:
B(t) = (1-t)^3P0 + 3t(1-t)^2P1 + 3t^2(1-t)P2 + t^3P3
I am not using a parametric equation to define the curve. The control points are what define the curve. What I need is an equation that does not require the use of knowing the range of t.
I think there is a misunderstanding here. The 't' in the cubic Bezier curve's definition does not refer to 'time'. It is parameter that the x, y or even z functions based on. Unlike the traditional way of representing y as a function of x, such as y=f(x), an alternative way of representing a curve is by the parametric form that represents x, y and z as functions of an additional parameter t, C(t)=(x(t), y(t), z(t)). Typically the t value will range from 0 to 1, but this is not a must. The common representation for a circle as x=cos(t) and y=sin(t) is an example of parametric representation. So, if you have the parametric representation of a curve, you can evaluate the position on the curve for any given t value. It has nothing to do with the time it takes to travel the entire path.
You have the given curve and you have your speed. To calculate what you're asking for you need to divide the total distance by the speed you traveled given that time. That will give you the parametric (t) you need. So if the total curve has a distance of 72.2 units and your speed is 1 unit then your t is 1/72.2.
Your only missing bit is calculating the length of a given curve. This is typically done by subdividing it into line segments small enough that you don't care, and then adding up the total distance of those line segments. You could likely combine those two steps as well if you were so inclined. If you have your given speed, just iteration like 1000th of the curve add the line segment between the start and point 1000th of the way through the curve, and subtract that from how far you need to travel (given that you have speed and time, you have distance you need to travel), and keep that up until you've gone as far as you need to go.
The range for t is between 0 and 1.
x = (1-t)*(1-t)*(1-t)*p0x + 3*(1-t)*(1-t)*t*p1x + 3*(1-t)*t*t*p2x + t*t*t*p3x;
y = (1-t)*(1-t)*(1-t)*p0y + 3*(1-t)*(1-t)*t*p1y + 3*(1-t)*t*t*p2y + t*t*t*p3y;
I have a set of points (with unknow coordinates) and the distance matrix. I need to find the coordinates of these points in order to plot them and show the solution of my algorithm.
I can set one of these points in the coordinate (0,0) to simpify, and find the others. Can anyone tell me if it's possible to find the coordinates of the other points, and if yes, how?
Thanks in advance!
EDIT
Forgot to say that I need the coordinates on x-y only
The answers based on angles are cumbersome to implement and can't be easily generalized to data in higher dimensions. A better approach is that mentioned in my and WimC's answers here: given the distance matrix D(i, j), define
M(i, j) = 0.5*(D(1, j)^2 + D(i, 1)^2 - D(i, j)^2)
which should be a positive semi-definite matrix with rank equal to the minimal Euclidean dimension k in which the points can be embedded. The coordinates of the points can then be obtained from the k eigenvectors v(i) of M corresponding to non-zero eigenvalues q(i): place the vectors sqrt(q(i))*v(i) as columns in an n x k matrix X; then each row of X is a point. In other words, sqrt(q(i))*v(i) gives the ith component of all of the points.
The eigenvalues and eigenvectors of a matrix can be obtained easily in most programming languages (e.g., using GSL in C/C++, using the built-in function eig in Matlab, using Numpy in Python, etc.)
Note that this particular method always places the first point at the origin, but any rotation, reflection, or translation of the points will also satisfy the original distance matrix.
Step 1, arbitrarily assign one point P1 as (0,0).
Step 2, arbitrarily assign one point P2 along the positive x axis. (0, Dp1p2)
Step 3, find a point P3 such that
Dp1p2 ~= Dp1p3+Dp2p3
Dp1p3 ~= Dp1p2+Dp2p3
Dp2p3 ~= Dp1p3+Dp1p2
and set that point in the "positive" y domain (if it meets any of these criteria, the point should be placed on the P1P2 axis).
Use the cosine law to determine the distance:
cos (A) = (Dp1p2^2 + Dp1p3^2 - Dp2p3^2)/(2*Dp1p2* Dp1p3)
P3 = (Dp1p3 * cos (A), Dp1p3 * sin(A))
You have now successfully built an orthonormal space and placed three points in that space.
Step 4: To determine all the other points, repeat step 3, to give you a tentative y coordinate.
(Xn, Yn).
Compare the distance {(Xn, Yn), (X3, Y3)} to Dp3pn in your matrix. If it is identical, you have successfully identified the coordinate for point n. Otherwise, the point n is at (Xn, -Yn).
Note there is an alternative to step 4, but it is too much math for a Saturday afternoon
If for points p, q, and r you have pq, qr, and rp in your matrix, you have a triangle.
Wherever you have a triangle in your matrix you can compute one of two solutions for that triangle (independent of a euclidean transform of the triangle on the plane). That is, for each triangle you compute, it's mirror image is also a triangle that satisfies the distance constraints on p, q, and r. The fact that there are two solutions even for a triangle leads to the chirality problem: You have to choose the chirality (orientation) of each triangle, and not all choices may lead to a feasible solution to the problem.
Nevertheless, I have some suggestions. If the number entries is small, consider using simulated annealing. You could incorporate chirality into the annealing step. This will be slow for large systems, and it may not converge to a perfect solution, but for some problems it's the best you and do.
The second suggestion will not give you a perfect solution, but it will distribute the error: the method of least squares. In your case the objective function will be the error between the distances in your matrix, and actual distances between your points.
This is a math problem. To derive coordinate matrix X only given by its distance matrix.
However there is an efficient solution to this -- Multidimensional Scaling, that do some linear algebra. Simply put, it requires a pairwise Euclidean distance matrix D, and the output is the estimated coordinate Y (perhaps rotated), which is a proximation to X. For programming reason, just use SciKit.manifold.MDS in Python.
The "eigenvector" method given by the favourite replies above is very general and automatically outputs a set of coordinates as the OP requested, however I noticed that that algorithm does not even ask for a desired orientation (rotation angle) for the frame of the output points, the algorithm chooses that orientation all by itself!
People who use it might want to know at what angle the frame will be tipped before hand so I found an equation which gives the answer for the case of up to three input points, however I have not had time to generalize it to n-points and hope someone will do that and add it to this discussion. Here are the three angles the output sides will form with the x-axis as a function of the input side lengths:
angle side a = arcsin(sqrt(((c+b+a)*(c+b-a)*(c-b+a)*(-c+b+a)*(c^2-b^2)^2)/(a^4*((c^2+b^2-a^2)^2+(c^2-b^2)^2))))*180/Pi/2
angle side b = arcsin(sqrt(((c+b+a)*(c+b-a)*(c-b+a)*(-c+b+a)*(c^2+b^2-a^2)^2)/(4*b^4*((c^2+b^2-a^2)^2+(c^2-b^2)^2))))*180/Pi/2
angle side c = arcsin(sqrt(((c+b+a)*(c+b-a)*(c-b+a)*(-c+b+a)*(c^2+b^2-a^2)^2)/(4*c^4*((c^2+b^2-a^2)^2+(c^2-b^2)^2))))*180/Pi/2
Those equations also lead directly to a solution to the OP's problem of finding the coordinates for each point because: the side lengths are already given from the OP as the input, and my equations give the slope of each side versus the x-axis of the solution, thus revealing the vector for each side of the polygon answer, and summing those sides through vector addition up to a desired vertex will produce the coordinate of that vertex. So if anyone can extend my angle equations to handling beyond three input lengths (but I note: that might be impossible?), it might be a very fast way to the general solution of the OP's question, since slow parts of the algorithms that people gave above like "least square fitting" or "matrix equation solving" might be avoidable.