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Spring Breeze
  • Member for 2 years, 11 months
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Double summation of matrices as constraints in convex optimization in CVX
@DavidRoberts I apologize if I seemed to disrespect the forum here. I had no intentions to do so.
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Double summation of matrices as constraints in convex optimization in CVX
@DavidRoberts You have a point. I just posted it here in case someone familiar with this optimization concept could help.
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Is there a relationship between infinity norm (or any other norms) of a vector and the trace of its covariance matrix?
@CarloBeenakker 1- Are you saying that the trace of square root of the covariance matrix is the same as the 2-norm? 2- What does expected value has to due with the inequality?
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