Gilead
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Registered User
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May 1 |
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Quadratic optimization with parameter in constraint p.s. KKT conditions are undefined for open-sets. However if $\Omega + \lambda I \succeq 0$, it would seem that the infimum is 0, attained at $r = 0$. |
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May 1 |
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Quadratic optimization with parameter in constraint Is $\Omega + \lambda I$ positive semi-definite? Are you interested in an approximate numerical solution, or a closed-form expression? |
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Mar 31 |
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Does this matrix shape have a name? It looks like a special-case of a symmetric matrix, but I'm not sure if there's a specific name for it. You might want to go through the list here: en.wikipedia.org/wiki/List_of_matrices |
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Mar 10 |
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Rigorous numerical integration Does VNODE do what you want? cas.mcmaster.ca/~nedialk/Software/VNODE/… Or VSPODE? www3.nd.edu/~markst/… |
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Mar 8 |
answered | Avoiding epsilon in mixed integer linear and quadratically constrained programs |
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Mar 4 |
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What kind is this optimization problem It looks like a nonlinear fractional program (en.wikipedia.org/wiki/Fractional_programming). You can solve it as a general nonlinear program, but there may be specific properties you can exploit if you treat it as a fractional program. |
