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2 votes
1 answer
159 views

Conic hull of a rectangle

I have a simple question that appeared in research: For a rectangle $S :=[a_1,b_1] \times[a_2,b_2] \times \dots \times [a_n,b_n] \subset \mathbb{R}^n$. Let $p_0 = (a_1,a_2,\dots,a_n)$, and define $p_i ...
patchouli's user avatar
  • 275
2 votes
0 answers
214 views

About optimizing a convex function on a hypercube

Given a real valued convex function $g$ on $[-1,1]^n$, let $f$ be the restriction of it on the hypercube $\{-1,1\}^n$. I want to find a vertex on the hypercube $\{-1,1\}^n$ on which either (1) $f$ ...
InterlacingStudent's user avatar
1 vote
1 answer
193 views

What's the most efficient way to solve this euclidean projection on non-negative affine space constraint?

I've come across this convex optimization problem in my research where I need to project a matrix $X_0$ onto a non-negative affine space constraint and box constraints. Concretely, $X \in \mathbb{R}^{...
Ben Jackson's user avatar