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Results tagged with nonlinear-optimization
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user 11236
Nonlinear objectives, nonlinear constraints, non-convex objective, non-convex feasible region.
6
votes
Accepted
Is the solution of this optimization problem always positive semidefinite?
No, it is not always attained at a positive semidefinite matrix. The simplest example I have been able to find to demonstrate this is as follows:
\begin{align*}
U = \{ (1,0), (0,1), \tfrac{1}{\sq …
- 6,351
3
votes
Eigenvectors that are tensor products?
This is NP-hard already when $r = 2$. To see this, I will consider the problem of minimizing your function $f$ instead of maximizing it, but it's not too much work to flip things around to see that ma …
- 6,351
2
votes
Accepted
Seeking closed-form solution for vector equation
The sum of the entrywise product of two vectors is just their dot product. So this question is asking how to find $x$ so that
$$
(q+x)(\mathbf{W} \cdot \mathbf{T}) = q\mathbf{W} \cdot\mathbf{S}.
$$
Th …
- 6,351