Tagged Questions
2
votes
1answer
55 views
Convex optimization and linear programming please help! :)
How would I write the following as a standard form LP? Minimizing $\sum_{i=1}^n x_i + c\max(a_i-x_i)$ for $a_i \ge 0$ and what is the optimal value for when $c=n$
How to express minimize $\frac{1}{2} ...
3
votes
2answers
86 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}
...
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}\}
\\\ ...
