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Let's say I want to minimize a quadratic form $\sum_{j=1}^n c_jx_j^2$ (all $c_j$ are positive constants), which corresponds to an $n$ dimensional ellipsoid, over the outer part of the intersection of some given ellipsoids, i.e., minimize subject to the constraints $x^TA_jx \geq 1$, $j=1\ldots m$, where $A_j$ are given positive semidefinite matrices (thus making our region an intersection of ellipsoids). Are there any analytical results for these type of problems? Maybe not for general $A_j$, but at least for some? By analytical I mean "not numerical solutions". Thanks in advance.

Let's say I want to minimize a quadratic form $\sum_{j=1}^n c_jx_j^2$ (all $c_j$ are positive constants), which corresponds to an $n$ dimensional ellipsoid, over the outer part of the intersection of some given ellipsoids, i.e., minimize subject to the constraints $x^TA_jx \geq 1$, $j=1\ldots m$, where $A_j$ are given positive semidefinite matrices (thus making our region an intersection of ellipsoids). Are there any analytical results for these type of problems? Maybe not for general $A_j$, but at least for some? Thanks in advance.

Let's say I want to minimize a quadratic form $\sum_{j=1}^n c_jx_j^2$ (all $c_j$ are positive constants), which corresponds to an $n$ dimensional ellipsoid, over the outer part of the intersection of some given ellipsoids, i.e., minimize subject to the constraints $x^TA_jx \geq 1$, $j=1\ldots m$, where $A_j$ are given positive semidefinite matrices (thus making our region an intersection of ellipsoids). Are there any analytical results for these type of problems? Maybe not for general $A_j$, but at least for some? By analytical I mean "not numerical solutions". Thanks in advance.

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Kap
Kap
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  • 7

Let's say I want to minimize an $n$ dimensional ellipsoid of thea quadratic form $\sum_{j=1}^n c_jx_j^2$ (all $c_j$ are positive constants), which corresponds to an $n$ dimensional ellipsoid, over the outer part of the intersection of some given ellipsoids, i.e., minimize subject to the constraints $x^TA_jx \geq 1$, $j=1\ldots m$, where $A_j$ are given positive semidefinite matrices (thus making our region an intersection of ellipsoids). Are there any analytical results for these type of problems? Maybe not for general $A_j$, but at least for some? Thanks in advance.

Let's say I want to minimize an $n$ dimensional ellipsoid of the form $\sum_{j=1}^n c_jx_j^2$ (all $c_j$ are positive) over the outer part of the intersection of some given ellipsoids, i.e., minimize subject to the constraints $x^TA_jx \geq 1$, $j=1\ldots m$, where $A_j$ are given positive semidefinite matrices (thus making our region an intersection of ellipsoids). Are there any analytical results for these type of problems? Maybe not for general $A_j$, but at least for some? Thanks in advance.

Let's say I want to minimize a quadratic form $\sum_{j=1}^n c_jx_j^2$ (all $c_j$ are positive constants), which corresponds to an $n$ dimensional ellipsoid, over the outer part of the intersection of some given ellipsoids, i.e., minimize subject to the constraints $x^TA_jx \geq 1$, $j=1\ldots m$, where $A_j$ are given positive semidefinite matrices (thus making our region an intersection of ellipsoids). Are there any analytical results for these type of problems? Maybe not for general $A_j$, but at least for some? Thanks in advance.

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Kap
Kap
  • 149
  • 7

Minimizing ellipsoid over intersection of ellipsoids

Let's say I want to minimize an $n$ dimensional ellipsoid of the form $\sum_{j=1}^n c_jx_j^2$ (all $c_j$ are positive) over the outer part of the intersection of some given ellipsoids, i.e., minimize subject to the constraints $x^TA_jx \geq 1$, $j=1\ldots m$, where $A_j$ are given positive semidefinite matrices (thus making our region an intersection of ellipsoids). Are there any analytical results for these type of problems? Maybe not for general $A_j$, but at least for some? Thanks in advance.