Timeline for How can I simplify this quadratic optimization?
Current License: CC BY-SA 3.0
13 events
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| Apr 13, 2017 at 12:19 | history | edited | CommunityBot |
replaced http://math.stackexchange.com/ with https://math.stackexchange.com/
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| Jul 27, 2011 at 6:43 | history | edited | Tom Ellis | CC BY-SA 3.0 |
P is positive semidefinite
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| Jul 27, 2011 at 6:42 | comment | added | Tom Ellis | @Suvrit: All the eigenvalues are positive, although in the case I'm considering the smallest are $10^7$ times smaller than the largest. | |
| Jul 26, 2011 at 19:07 | answer | added | Robert Israel | timeline score: 0 | |
| Jul 26, 2011 at 17:46 | comment | added | Suvrit | So is $P$ an arbitrary symmetric matrix, or it is semidefinite? | |
| Jul 26, 2011 at 17:32 | answer | added | Adam Antonik | timeline score: 2 | |
| Jul 26, 2011 at 15:19 | history | edited | Tom Ellis | CC BY-SA 3.0 |
Can't make assumptions on P and q
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| Jul 26, 2011 at 10:03 | comment | added | Tom Ellis | I have thought about this some more. An algorithm solving my problem would be similar to an algorithm solving the Closest Vector Problem, which I believe is known to be NP-hard, so perhaps a subexponential algorithm is asking too much! (Still, I don't have experience in this area so a confirmation of this point from someone knowledgeable would be welcome!). | |
| Jul 26, 2011 at 9:57 | history | edited | Tom Ellis | CC BY-SA 3.0 |
Removing my observation that there is a response, as it isn't a helpful response
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| Jul 26, 2011 at 8:05 | comment | added | Tom Ellis | @Ricky: no particular reason. That's just the notation that I happened to settle on. | |
| Jul 26, 2011 at 8:04 | history | edited | Tom Ellis | CC BY-SA 3.0 |
There is now a response on math.stackexchange
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| Jul 26, 2011 at 7:00 | comment | added | user5810 | Is there a reason for $\sum_{b'\in B}$ as opposed to $\displaystyle\sum_{b=1}^n$ ? (which you would get with \displaystyle\sum_{b=1}^n ) | |
| Jul 26, 2011 at 6:30 | history | asked | Tom Ellis | CC BY-SA 3.0 |