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A facet of a polytope is the set of its points which satisfy an essential defining inequality of the polytope with equality. If the polytope is d-dimensional, then its facets are (d − 1)-dimensional. For any graph G, the facets of MP(G) are given by the following inequalities: [1]: 275–279 x ≥ 0 E
As in the decision case, a problem in the #CSP is defined by a set of relations. Each problem takes a Boolean formula as input and the task is to compute the number of satisfying assignments. This can be further generalized by using larger domain sizes and attaching a weight to each satisfying assignment and computing the sum of these weights.
Slack variables give an embedding of a polytope into the standard f-orthant, where is the number of constraints (facets of the polytope). This map is one-to-one (slack variables are uniquely determined) but not onto (not all combinations can be realized), and is expressed in terms of the constraints (linear functionals, covectors).
Jensen's inequality generalizes the statement that a secant line of a convex function lies above its graph. Visualizing convexity and Jensen's inequality. In mathematics, Jensen's inequality, named after the Danish mathematician Johan Jensen, relates the value of a convex function of an integral to the integral of the convex function.
Two-dimensional linear inequalities are expressions in two variables of the form: + < +, where the inequalities may either be strict or not. The solution set of such an inequality can be graphically represented by a half-plane (all the points on one "side" of a fixed line) in the Euclidean plane. [2]
For graphs of constant arboricity, such as planar graphs (or in general graphs from any non-trivial minor-closed graph family), this algorithm takes O (m) time, which is optimal since it is linear in the size of the input. [18] If one desires only a single triangle, or an assurance that the graph is triangle-free, faster algorithms are possible.
The quantile is the unique function satisfying the Galois inequalities Q ( p ) ≤ x {\displaystyle Q(p)\leq x} if and only if p ≤ F ( x ) . {\displaystyle p\leq F(x).} If the function F is continuous and strictly monotonically increasing, then the inequalities can be replaced by equalities, and we have
Stochastic (linearly) constrained least squares: the elements of must satisfy = +, where is a vector of random variables such that = and =. This effectively imposes a prior distribution for β {\displaystyle {\boldsymbol {\beta }}} and is therefore equivalent to Bayesian linear regression .