Timeline for Does the value function of a quadratic program stay convex when adding constraints?
Current License: CC BY-SA 4.0
13 events
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| Jul 26, 2023 at 20:45 | comment | added | user_lambda | Yes, sorry I didn't know about the proper etiquette regarding cross-posting. I'll make sure to cross-reference in the future. | |
| Jul 26, 2023 at 20:40 | comment | added | fedja | @user_lambda You are welcome! The moral of the story is "Always ask exactly what you are interested in and let other people generalize if they find it appropriate". Another thing I noticed is that you have also made an identical post on MSE without cross-referencing. By the local etiquette, it is a "no-no" but I didn't want to talk about the written and unwritten rules before dealing with the question to your satisfaction ;-) | |
| Jul 26, 2023 at 20:28 | comment | added | user_lambda | That's great! Thanks so much for your work on this! | |
| Jul 26, 2023 at 20:27 | vote | accept | user_lambda | ||
| Jul 26, 2023 at 20:01 | comment | added | fedja | @user_lambda Then, unless I misunderstood you somewhere, you are in good shape. See my last edit :-) | |
| Jul 26, 2023 at 20:00 | history | edited | fedja | CC BY-SA 4.0 |
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| Jul 26, 2023 at 19:34 | comment | added | user_lambda | That's right. Although if adding restrictions on $F_i$ helps, that would also be interesting. | |
| Jul 26, 2023 at 19:31 | comment | added | fedja | @user_lambda And you still want the entries of $x$ to be non-negative, but the entries of PD matrices $F_i$ are unrestricted, right? | |
| Jul 26, 2023 at 18:53 | comment | added | user_lambda | Thanks that's very helpful. I've edited the question to add specific expressions for $A$ and $b$. | |
| Jul 26, 2023 at 17:54 | comment | added | fedja | @user_lambda Still "Not necessarily". Your only hope is some extra properties of $A$ and $b$, so what can you say about them? | |
| Jul 26, 2023 at 17:53 | history | edited | fedja | CC BY-SA 4.0 |
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| Jul 26, 2023 at 14:43 | comment | added | user_lambda | Thanks for your comment. I have added more information about my particular case. | |
| Jul 26, 2023 at 13:34 | history | answered | fedja | CC BY-SA 4.0 |