Tagged Questions
0
votes
1answer
47 views
Rewriting a quadratic Matrix equation as a quadratic vector equation
Consider the set of $N \times N$ matrices $\{W_i\}_{i=1}^{i=L}$, set of $N \times 1$vectors $\{g_i\}_{i=1}^{i=L}$ and $\{h_i\}_{i=1}^{i=L}$. Now consider the following sum
\begin{align}
...
1
vote
0answers
16 views
Can we express a SPD matrix $S$ in terms of $S^{2}$ in a different manner to solve a convex problem?
I have to find the Symmetric Positive Definite matrix $S\in \mathcal{M}_{m,m}$ that minimizes the function $f(S)=\mathrm{trace}(S)+\mathrm{trace}(S^{-2})$ which has been proven to be convex in the ...
3
votes
2answers
85 views
A standard quadratic minimization problem
Consider the "Complex" Quadratic minimization problem
\begin{align}
\min_{\mathbb{x}\in \mathbb{C}^{N \times 1}}~\mathbf{{x}}^H\mathbf{Q}\mathbf{x}-2~\Re{(\mathbf{x}^H\mathbf{b})}+1
\end{align}
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1
vote
0answers
41 views
Minimize a complex quadratic subject to two convex quadratic constraints
I have the following the optimization problem
\begin{align}
\min_{\mathbb{x}\in \mathbb{C}^{N \times 1}}~&||\mathbb{x}^H\mathbb{u}||_2^2-2*Real\{ \mathbb{x^Hu}\}
\\\ ...
0
votes
2answers
39 views
Convexity of a function and constraint
Consider the quadratic function $f(x_1,x_2,x_3,x_4)=x_1+2x_2+4x_4+x_1^2+5x_2^2+3x_3^2x_4^2-4x_1x_2-2x_2x_3+2x_3x_4$. Is f a convex function?
Consider a constraint defined using the above function f: ...
