Timeline for Minimize a strictly convex quadratic function subject to linearly equality and nonnegativity constraints in finite time?
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 16, 2014 at 4:32 | vote | accept | XiMS | ||
| Apr 15, 2014 at 5:53 | comment | added | XiMS | Thanks, guys. This is quite helpful! I am reading the docs you pointed out. | |
| Apr 14, 2014 at 22:36 | comment | added | Suvrit | Indeed Cristóbal: I just commented to point out one more small addition to your already nice answer :-) | |
| Apr 14, 2014 at 14:28 | comment | added | Cristóbal Guzmán | Suvrit: that is indeed true, but I wanted to point out that computing Prox-mappings might not even be necessary by the striking result of Garber and Hazan. Also I thought it was necessary to explain that complexity theory would probably not give the ultimate answer (e.g., one needs to incorporate the cost of your oracle as well). | |
| Apr 14, 2014 at 9:58 | comment | added | Suvrit | Cristobal: as far as I can tell, the problem posed by the OP can be solved with a method that converges at a linear rate (by passing to an ADMM procedure to "easily" handle the linear constraints). | |
| Apr 13, 2014 at 22:57 | history | answered | Cristóbal Guzmán | CC BY-SA 3.0 |