Timeline for Optimizing a quadratic restricted to the sphere
Current License: CC BY-SA 3.0
9 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 11, 2011 at 16:31 | vote | accept | JMS | ||
| Apr 11, 2011 at 7:20 | comment | added | Suvrit | Here is the ref. to the classic paper on solving such trust-region subproblems: Computing a Trust Region Step. Jorge J. Moré and D. C. Sorensen. SIAM J. Sci. and Stat. Comput. 4, pp. 553-572 (20 pages) | |
| Apr 11, 2011 at 4:44 | answer | added | Brian Borchers | timeline score: 6 | |
| Apr 11, 2011 at 2:51 | answer | added | Olivier Bégassat | timeline score: 0 | |
| Apr 11, 2011 at 0:14 | comment | added | JMS | Fixed the error, thanks. QCQP was part of my offhand remark on very general/theoretical info :) Although the remark at the bottom that interior point methods could be applied might be a lead. | |
| Apr 11, 2011 at 0:14 | comment | added | user9072 | On second thought, I am not so sure anymore the QCQP suggestion is so good, equality vs inequality. Sorry, for the noise. | |
| Apr 11, 2011 at 0:09 | history | edited | JMS | CC BY-SA 3.0 |
typo in formula; deleted 2 characters in body
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| Apr 10, 2011 at 23:53 | comment | added | user9072 | Not sure this keyword is of any help to you, this seems to be a quite particular QCQP (quad. const. quad. prog.)en.wikipedia.org/wiki/… Unfortunately, this is more or less were my knowledge on this stops. Minor remark: it seems to me there is typo in your def of f(x,lambda), a superflous lambda. | |
| Apr 10, 2011 at 23:02 | history | asked | JMS | CC BY-SA 3.0 |