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edit approved Apr 17, 2018 at 13:54

Rodrigo de Azevedo

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Efficient algorithm for solving a convex quadratic program

Let $A \in \mathbb{R}^{n \times m}$ and $b \in \mathbb{R}^n$. Suppose $m \ll n$. How to solve this quadratic program efficiently?

$$\min_{x \in \mathbb{R}^n} \frac{1}{2} x^\top AA^\top x + b^\top x$$

reference-request linear-algebra convex-optimization numerical-linear-algebra quadratic-programming

asked Apr 16, 2018 at 16:10

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