All Questions

Given a quadratic program, $$\begin{array}{ll} \text{minimize} & \displaystyle \frac12 x^TAx + b^Tx \\ \text{subject to} & Cx \le d \end{array}$$ Suppose $A \succ 0$, so the program strongly ...

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 ...

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, \...

I'm working on a convex quadratic separable min-cost flow problem with the following structure: $P = \{\min \frac{1}{2}x^tQx + qx : Ex = b, 0 \leq x \leq u\}$ But I'm stuck on deriving the KKT ...