Tagged Questions

29 views

Rayleigh Quotient variant?

If $A$ is a covariance matrix and I want to get $\max X^TAX$ where each value of $x$ is between -1 and 1. Is there a closed-form solution for this? I understand when $X^TX = 1$ this becomes the ...
9 views

Symbol or name for Basismatrix of Linear Programming

This question is about the Basismatrix in the context of Linear Programming. Basically (haha!) we have the Matrix of the standard (or normal) form, which consists of (A|E) with the coefficient matrix ...
14 views

the differences and relationship between linear independent and affinely independent

When learning optimization, I heard the two related concepts on linear algebra: linearly independent and affinely independent. ...
49 views

Formula for position in an upper triangular matrix

I'm currently working on the Travelling Salesman's Problem in a computer science module. I have implemented some linear programming techniques using the software lp_solve. I've ended up with an upper ...