# Tagged Questions

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### Block Covariance Matrix - Positive Definite? (Quadratic Optimization) [closed]

I have a covariance matrix C. I have then formulated an quadratic optimization problem that involves the following matrix in the quadratic form: [ C C ] [ C C ] However, the quadratic solver ...
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### Uniqueness of the solution to a quadratic problem [closed]

Consider a positive definite matrix $\boldsymbol H$, the known vectors ${\boldsymbol b}$ and ${\boldsymbol a}_i$. Now the minimization problem is casted with respect to the vector ${\boldsymbol x}$ ...
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I want to maximize a quadratic form $\mathbf x^T\mathbf Q\mathbf x$ and also want to find out which vector $\mathbf x$ maximizes the quadratic form when $\mathbf Q$ is an $n\times n$ positive ...
For a positive semi-definite matrix $C$, I want to find the solution to the following problem: $\arg\max_{h\geq 0} h^T C h\quad$ s.t. $\quad h^T h\leq 1$ Any pointers are welcome.
Briefly, have the following problem: $$\sum_{i = 0}^n a_i \ (max [ F_i( \bar x ), 0 ] )^2 \rightarrow min, \\\\ s.t.\\\\ A \bar x \leq b$$ where $F( \bar x )$ is a ...