# Tagged Questions

**4**

votes

**0**answers

114 views

### Optimization problem involving Multivariate Normal

I use $\phi(t)$ to describe the standard normal distribution density and $\Phi(t)$ as the normal distribution CDF and would like to prove that for all
$n\geq3$, the function:
...

**11**

votes

**2**answers

499 views

### Quadratic Farkas' Lemma?

The Farkas Lemma says that if a system of linear inequalities implies
yet another linear inequality, then this last inequality can be obtained by
taking a positive linear combination of the ...