Timeline for Matrix Maximization.
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 1, 2012 at 6:53 | comment | added | Suvrit | @Ron: you might have better luck with this question at math.stackexchange.com --- essentially, you have $m\times n$ variables, so the brute force way is to write FONC for each element. Using some matrix differential calculus, depending on $f$, you might be able to write these conditions more compactly... | |
| Aug 1, 2012 at 5:55 | history | edited | Ron | CC BY-SA 3.0 |
added 23 characters in body
|
| Aug 1, 2012 at 5:54 | comment | added | Ron | That was my guess. My main question is whether you write an FOC for each element of the matrix, and then extra $n$ FOCs for the multipliers resulting from the contraints, or whether the matrix FOCs can somehow be applied for vectors, as the columns are constrained and not really free to move independently. I guess I'll go the element by element way. | |
| Jul 31, 2012 at 13:52 | comment | added | Hans Engler | You could start by using Lagrange multipliers. | |
| Jul 31, 2012 at 0:42 | history | asked | Ron | CC BY-SA 3.0 |