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Results tagged with semidefinite-programming
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user 51415
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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Optimization problem whose cardinality never exceeds 7 for some reason
I am working on a problem in which I have a collection of $n$ points, $x_1,\dots,x_n$, in the plane, as well as a positive definite matrix $\Sigma$ and another point $\mu$ in the plane. I am trying t …
