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Sep 19, 2019 at 0:46 vote accept dineshdileep
Sep 19, 2019 at 0:20 review Close votes
Sep 25, 2019 at 23:35
S Sep 18, 2019 at 22:42 history suggested Rodrigo de Azevedo
Since no information is provided on the concavity of the objective, I would remove the convex optimization tag.
Sep 18, 2019 at 18:49 review Suggested edits
S Sep 18, 2019 at 22:42
Sep 18, 2019 at 18:34 comment added Anthony Quas @RodrigodeAzevedo: I see what you mean...
Sep 18, 2019 at 16:27 comment added Rodrigo de Azevedo @AnthonyQuas Exactly. Even if it did, it's a maximization problem. Since there is no information on the concavity of $\bf x^\top A x$, I wonder whether the tag convex optimization is appropriate. Thus, my initial comment.
Sep 18, 2019 at 8:38 comment added Anthony Quas No. The matrix {{1,1},{1,0}} is non-negative but not positive semi-definite (it has a negative determinant and so a negative eigenvalue.
Sep 18, 2019 at 8:04 comment added Rodrigo de Azevedo @AnthonyQuas Does positivity imply positive definiteness?
Sep 18, 2019 at 7:27 comment added Anthony Quas @RodrigodeAzevedo: There is optimization of a convex quantity over a convex region; therefore it's convex optimization
Sep 18, 2019 at 6:12 comment added Rodrigo de Azevedo Then why the convex optimization tag if it is not convex?
S Sep 18, 2019 at 6:04 history suggested Rodrigo de Azevedo CC BY-SA 4.0
Edited tags. Improved wording and formatting.
Sep 18, 2019 at 6:04 comment added dineshdileep It doesn't require convexity.
Sep 18, 2019 at 6:00 comment added Rodrigo de Azevedo Why is this convex?
Sep 18, 2019 at 5:59 review Suggested edits
S Sep 18, 2019 at 6:04
Sep 18, 2019 at 3:07 comment added dineshdileep @Pushpendre thanks!. In my case, the matrix is strictly positive ($A_{ij}>0$) and in fact, it is ok to assume that the matrix is positive definite. Examples pointed out in the answer as well as your comment are extremely sparse. I am wondering (and hoping) if that makes a difference
Sep 18, 2019 at 2:30 comment added Pushpendre Just consider the identity matrix. Every feasible vector (feasible means satisfies the constraints) is also optimal for the first problem but it may not even be feasible for the second one.
Sep 17, 2019 at 12:12 comment added Alexandre Eremenko In English, in such names as "Perron vector", the capital letter is used.
Sep 17, 2019 at 1:28 answer added Anthony Quas timeline score: 7
Sep 17, 2019 at 0:40 history asked dineshdileep CC BY-SA 4.0