Timeline for Maximizing quadratic form subject to inequality constraints
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
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| Mar 4, 2018 at 13:18 | comment | added | Mark L. Stone | @Gehen I don;t believe there's any such simple solution for a general symmetric S as you have. In general, your problem is a non-convex QP not admitting any such simple solution. For special classes of S, it could be a different story. | |
| Mar 4, 2018 at 7:00 | comment | added | Gehen | @ Mark, Thanks . And I wonder whether can this problem be solved in a eigenvectors way, just like math.stackexchange.com/questions/728037/… | |
| Mar 4, 2018 at 3:30 | history | answered | Mark L. Stone | CC BY-SA 3.0 |