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3 questions
2
votes
1
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159
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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 ...
2
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0
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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) $f$ ...
1
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1
answer
193
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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}^{...