All Questions
2 questions with no upvoted or accepted answers
2
votes
0
answers
159
views
Complexity of Quadratic Programming where the symmetric matrix Q is positive semidefinite only in the feasible directions
playing around with stuff for my dissertation, I derived a quadratic problem in the general form
\begin{equation}
\begin{aligned}
\min_{x} \quad & x^TQx + c^Tx \\
\textrm{s.t.} \quad & Ax \leq ...
- 21
2
votes
1
answer
307
views
Positivity of quadratic form minus linear form on the simplex
Let $a_{ij}$ be the elements of a $n$-dimensional covariance matrix. Can we prove the following?
$$ 1-\sum_{k=1}^n a_{ik} \lambda_k + \sum_{j=1}^n \sum_{k=1}^n \lambda_j a_{jk} \lambda_k > 0, \...
- 21