Timeline for What is the geometry of the intersection of some cones defined by generalized inequalities?
Current License: CC BY-SA 3.0
11 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 29, 2012 at 3:09 | vote | accept | ppyang | ||
| Nov 27, 2012 at 16:57 | comment | added | Felix Goldberg | What does the dual cone of your cone look like? | |
| Nov 27, 2012 at 16:46 | answer | added | K Audenaert | timeline score: 3 | |
| Feb 24, 2012 at 5:28 | comment | added | ppyang | I think you mean use Bregman successive projection method to find the optimal solution on the intersection of convex sets, however, I am just interested in whether there is any theoretical result about such kind of problems, rather than to get the solution in practical. You have provided a good way to think about it and thank you for your attention! | |
| Feb 24, 2012 at 4:51 | comment | added | Suvrit | In that case, just cycle through the constraints enough number of times (if $f$ is quadratic, then you can use Dykstra's method). It seemed to me that you just want a "feasible" solution that is not "too bad". If I get time, I might think more carefully about your question, otherwise, I hope someone else finds the time to handle it. Best, | |
| Feb 24, 2012 at 3:17 | comment | added | ppyang | @Suvrit, thank you for your suggestion. I thought about your method and the question seems to be more complicated than expected. I edited the post and gave a more detailed illustration at the end of the original post. How do you think about it? Thank you very much! | |
| Feb 24, 2012 at 3:10 | history | edited | ppyang | CC BY-SA 3.0 |
In response to Suvrit's comment, I added some results of further thinking and more questions.
|
| Feb 23, 2012 at 2:50 | comment | added | Suvrit | Using my answer to your previous question, probably this can be found iteratively. First find $X_1 \preceq A_1$ and $X_1 \preceq A_2$, then find $X_2 \preceq X_1$ and $X_2 \preceq A_3$ and so on. | |
| Feb 23, 2012 at 2:23 | history | edited | ppyang | CC BY-SA 3.0 |
added 66 characters in body; edited title
|
| Feb 22, 2012 at 5:37 | history | edited | ppyang | CC BY-SA 3.0 |
added 9 characters in body
|
| Feb 22, 2012 at 4:25 | history | asked | ppyang | CC BY-SA 3.0 |