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Aug 9, 2010 at 21:21 vote accept SoftMemes
Aug 9, 2010 at 20:39 history edited Kevin O'Bryant CC BY-SA 2.5
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Aug 9, 2010 at 20:22 answer added Peter Shor timeline score: 11
Aug 9, 2010 at 20:08 comment added Karl Schwede I think it certainly has a solution by compactness (in other words, the set of $x_i \geq 0$ with $\sum x_i = 1$ is a compact set). You have a finite set of linear functions, the min of these functions is still continuous so there should be a minimum value. This looks vaguely like something someone in OR should immediately be able to answer.
Aug 9, 2010 at 19:47 comment added SoftMemes I meant simply that all elements in A are >= 0, updated to clarify, thank you.
Aug 9, 2010 at 19:45 history edited SoftMemes CC BY-SA 2.5
added 9 characters in body; added 8 characters in body
Aug 9, 2010 at 19:37 comment added user5810 For A a matrix, what does A >= 0 mean? Do you mean A is non-negative definite?
Aug 9, 2010 at 19:34 history asked SoftMemes CC BY-SA 2.5