Timeline for Constrained Optimization: Matrix Inverse in Objective/Constraints?
Current License: CC BY-SA 3.0
12 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 30, 2012 at 19:44 | history | edited | xipsi | CC BY-SA 3.0 |
deleted 1762 characters in body
|
| Apr 29, 2012 at 5:22 | history | edited | xipsi | CC BY-SA 3.0 |
deleted 3 characters in body
|
| Apr 27, 2012 at 19:54 | history | edited | xipsi | CC BY-SA 3.0 |
edited body
|
| Apr 27, 2012 at 19:49 | history | edited | xipsi | CC BY-SA 3.0 |
added 35 characters in body; added 5 characters in body; added 54 characters in body
|
| Apr 27, 2012 at 19:37 | history | edited | xipsi | CC BY-SA 3.0 |
added 602 characters in body
|
| Apr 27, 2012 at 8:19 | answer | added | Robert Israel | timeline score: 1 | |
| Apr 27, 2012 at 1:12 | comment | added | Brian Borchers | The set of full rank matrices is not convex, and I'm not aware of any work on optimizing over the set of full rank matrices. I think you're better off staying with the original formulation. For reasonably small values of $n$, the original formulation can readily be attacked by branch and bound methods. How big is your $n$? | |
| Apr 26, 2012 at 21:10 | comment | added | xipsi | Thanks for pointing out that mistake. Your other point led me to more correctly define the problem; I hope it makes more sense now. | |
| Apr 26, 2012 at 21:08 | history | edited | xipsi | CC BY-SA 3.0 |
added 131 characters in body; deleted 43 characters in body
|
| Apr 26, 2012 at 20:55 | history | edited | xipsi | CC BY-SA 3.0 |
deleted 18 characters in body
|
| Apr 26, 2012 at 20:52 | comment | added | Robert Israel | ${\mathbb R}^n \times {\mathbb R}^n = {\mathbb R}^{2n}$, not ${\mathbb R}^{n \times n}$. And there is no reason for $A$ to be full rank. For example, $A = c (1 \ldots 1)^T$ would satisfy the constraint. | |
| Apr 26, 2012 at 20:02 | history | asked | xipsi | CC BY-SA 3.0 |