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edited Sep 26 2011 at 16:01

Hello,

I have been trying to solve a problem of the form :

$\max_x\quad \tfrac{1}{2}x^TAx -\tfrac{1}{2}x^TAx + b^Tx - C\sum_i |x_i|$

without the C term it is a simple quadratic problem, but I haven't been able to find any reasearch paper related to this kind of problem solving.

If you could share your opinion on this problem it would be greatly appreciated

best regards edit : A is a positive-definite matrix

reformatted the equation...

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edited Sep 26 2011 at 14:53

S. Sra
10k●1●16●44

Hello,

I have been trying to solve a problem of the form :

$max_x {1}/{2} {}^txAx \max_x\quad \tfrac{1}{2}x^TAx + Bx b^Tx - C|x|$C\sum_i |x_i|$

without the C term it is a simple quadratic problem, but I haven't been able to find any reasearch paper related to this kind of problem solving.

If you could share your opinion on this problem it would be greatly appreciated

best regards

added 3 characters in body

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edited Sep 26 2011 at 14:25

Hello,

I have been trying to solve a problem of the form :

$max_x {1}/{2} x'Ax {}^txAx + Bx - C|x|$

without the C term it is a simple quadratic problem, but I haven't been able to find any reasearch paper related to this kind of problem solving.

If you could share your opinion on this problem it would be greatly appreciated

best regards

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asked Sep 26 2011 at 13:19