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Results tagged with nonlinear-optimization
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user 3709
Nonlinear objectives, nonlinear constraints, non-convex objective, non-convex feasible region.
4
votes
2
answers
333
views
Convexity of a (non-symmetric) function of matrices
Let $f : H_{n\times n} (\mathbb{C}) \rightarrow \mathbb{R}$ be the function on Hermitian, positive semidefinite matrices $f(A) = \frac{M_i (A)}{\det(A)}$ where $M_i(A)$ is the determinant of the the s …
- 3,383
4
votes
2
answers
954
views
Convexity of a function of matrices
Let $A$ be an $n\times n$ positive-definite matrix. Let $0<\lambda _1 \leq \lambda_2 \leq \lambda _3 \ldots \leq \lambda _n$ be the eigenvalues of $A$. Let $n\geq k\geq 1$. Is the function $f(A) = \fr …
- 96.4k