All Questions
6 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 ...
0
votes
1
answer
67
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Analytic formula for minimizer of $f(x) := \sqrt{(x-a)^\top S(x-a)}+ r \|x\|_2$
Let $S$ be a positive-definite $n \times n$ matrix and define $\|z\|_S := \sqrt{x^\top S x}$ for any $x \in \mathbb R^n$. Let $a$ be a fixed vector in $\mathbb R^n$ and $r \ge 0$, and consider the ...
1
vote
0
answers
52
views
When the summands of a positive definite matrix are positive definite
Let $A,B$ be two real symmetric matrices. Let $C = A+B$ be a positive-definite matrix. Write $C>0$ for $C$ being positive-definite. Suppose that $A>0 \implies C>0$ and $B > 0 \implies C>...
2
votes
1
answer
189
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Analytic expression for the Moreau envelope of $x \mapsto \|Ax\|$
Given an $m \times n$ matrix $A$ and a vector $c \in \mathbb R^n$, define $\eta(A,c) \ge 0$,
$$
\eta(A,c) := \sup_{u \in \mathbb R^n} u^\top c - \frac{1}{2}\|u\|^2 - \|Au\|.
$$
Note that $\eta(A,c) = \...
-1
votes
1
answer
137
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Does a half plane contain intersection of some other half planes? [closed]
I'm doing research in Optimization and I have found this obstacle in the way.
If we have set of half planes like $c_ix\leq b_i$ where $i\in \{1,\ldots ,k\}$ there is an algorithm(it would be better ...
2
votes
0
answers
210
views
Finding optimal linear transformation for intersection of convex polytopes
I previously posted this on MathSE and am now trying here.
I have the following situation, as shown in the following diagram:
$W=\{w_i\}_{i=1..|W|}$ is a set of vertices (show in diagram in blue) ...