Timeline for Optimization of a function of a positive definite matrix and its inverse
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
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| Mar 11, 2016 at 19:20 | comment | added | Richard Zhang | Excellent point. In order to get a real symmetric posdef $X$ "close" to solving the ARE, we would have to reformulate the problem into a semidefinite program. | |
| Mar 11, 2016 at 18:46 | comment | added | Robert Israel | But in many cases this algebraic Riccati equation has no real solutions. | |
| Mar 11, 2016 at 17:39 | history | edited | Richard Zhang | CC BY-SA 3.0 |
added 28 characters in body
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| Mar 9, 2016 at 21:55 | history | answered | Richard Zhang | CC BY-SA 3.0 |