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Results tagged with linear-programming
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user 34793
Linear programming is the study of optimizing a linear function over a set of linear inequalities. The Simplex Method, Ellipsoid Method and Interior Point Method are popular algorithms to solve linear programs.
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positive semidefiniteness: a psd matrix substracted by another rank 1 psd matrix
Given that $A$ is a positive semidefinite matrix, $x$ is a vector, $\lambda_0 \in [0, +\infty) $ is a real non-negative number. I want to know the answer to the following optimization problem.
$$
\ar …
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