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How to find a positive solution to an under-determined linear system (if such a solution exists)?

Like the title says, if an under-determined system of linear equations does have at least one positive solution, how to find it efficiently? Suppose we have an under-determined system: $$Ax = b$$ ...
KOF's user avatar
  • 121
2 votes
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In what paper was the shrinkage parameter introduced to the nelder-mead simplex direct search algorithm?

I have read lots of papers referencing a 4th shrinkage parameter when talking about the Nelder Mead Simplex method. However, I cannot see any shrinkage parameter in the flow chart of the original ...
Craig's user avatar
  • 21
1 vote
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163 views

Can we reduce the maximization of this integral to the maximization of the integrand?

I would like to know whether we are able to reduce the following optimization problem to the pointwise optimization of the integrand (or how we can solve it otherwise): Maximize $$\sum_{i\in I}\sum_{j\...
0xbadf00d's user avatar
  • 167
1 vote
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Matrix Minimax problem

I have the equation $\Sigma_k(M_k{p_k})V=EV$, where the $M_k$ are n*n real Hermitian matrices, $V$ is a n*n eigenvector matrix, $E$ a dim-n energy eigenvector and the $p_k$ scalar parameters. The $M_k$...
Hauke Reddmann's user avatar
1 vote
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1k views

Covariance matrix formula interpretation - what am I missing?

I'm reading a paper that outlines the calculation of a covariance matrix like the following: $C=\displaystyle\sum^{N_b}_{i=1}\vec{x}_i\vec{x}_i^T$ What is the order of this matrix? My interpretation ...
fbrereto's user avatar
  • 111