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Results tagged with semidefinite-programming
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user 176586
Semidefinite programming can be regarded as an extension of linear programming. In a semidefinite program, the goal is to optimize a linear function over the intersection of the cone of positive semidefinite matrices with some affine space.
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Solution to dynamic program-type recursion
I have the following dynamic programming principle-type problem.
Suppose that we are given a sequence $\beta_1,\dots,\beta_n\in (0,\infty)$, some target $y\in (0,\infty)$ with $y>\sum_{t=1}^N \beta_t …
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