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Operations research, linear programming, control theory, systems theory, optimal control, game theory

1 vote
1 answer
863 views

Minimization problem involving the inverse of an affine matrix function

I want to minimize $v^T (A+I+UQU^*)^{-1} v$, subject to $Q$ and $A$ being positive semi-definite and ${\rm trace}(Q)<1$. Here, $v$ is a given vector with unit norm, that is, $\|v\|_2=1$.
hichem hb's user avatar
  • 377
5 votes
1 answer
237 views

Minimizing the largest eigenvalue of matrix product

Let $A\in\mathbb{C}^{m\times n}$, $B\in\mathbb{C}^{n\times k}$, $C\in\mathbb{C}^{k\times m}$ be given complex matrices. The objective of the optimization problem is \begin{equation} \mathop {\arg \min …
hichem hb's user avatar
  • 377
1 vote
0 answers
152 views

solving a non-linear Matrix equation

I am working on a problem of optimization of wireless sensor networks in order to achieve the optimal power allocation in the network. I find an equality matrix problem that can be written as follow …
hichem hb's user avatar
  • 377