The global-optimization tag has no wiki summary.

**5**

votes

**1**answer

1k views

### Non-negative quadratic maximization

For a given symmetric and positive semidefinite $n \times n$ matrix $A$, we want to solve the problem $$\max_{||x|| = 1, \ x\geq 0} x^T A x.$$
Here, $x\geq 0$ indicates that $x$ must be component-wise ...

**1**

vote

**1**answer

112 views

### Maximal minimum for a sum of two (or more) cosines

Please prove (or disprove, and give the correct answer):
$$2 =\mathrm{argmax}_{r\geq 1}\min_{x\in \mathbb{R}}\left[\cos\left(x\right)+\cos\left(rx\right)\right]
$$
In other words, find $r \geq 1$, ...

**1**

vote

**1**answer

571 views

### Can one efficiently optimize over the inverse of matrix?

Hello,
I have the following problem:
Find a non-negative matrix $L$ (i.e. $L_{i,j} \geq 0$ for all $i,j$), $L \neq I$ so that $A(I-L)^{-1}y \geq 0$ (the inequality must hold for each component), ...