$$\begin{array}{ll} \text{maximize} & x'Ax\\ \text{subject to} & \sum_{i=1}^{n}x_i = 1\\ & x \in [0,1]^n\end{array}$$
where the objective is not concave. I want to write an iterative procedure to do this. Suggestions?
2026-03-29 12:13:00.1774786380
Non-convex quadratic program over the standard simplex
818 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in OPTIMIZATION
- Optimization - If the sum of objective functions are similar, will sum of argmax's be similar
- optimization with strict inequality of variables
- Gradient of Cost Function To Find Matrix Factorization
- Calculation of distance of a point from a curve
- Find all local maxima and minima of $x^2+y^2$ subject to the constraint $x^2+2y=6$. Does $x^2+y^2$ have a global max/min on the same constraint?
- What does it mean to dualize a constraint in the context of Lagrangian relaxation?
- Modified conjugate gradient method to minimise quadratic functional restricted to positive solutions
- Building the model for a Linear Programming Problem
- Maximize the function
- Transform LMI problem into different SDP form
Related Questions in NUMERICAL-OPTIMIZATION
- Modified conjugate gradient method to minimise quadratic functional restricted to positive solutions
- Bouncing ball optimization
- Minimization of a convex quadratic form
- What is the purpose of an oracle in optimization?
- What do you call iteratively optimizing w.r.t. various groups of variables?
- ProxASAGA: compute and use the support of $\Delta f$
- Can every semidefinite program be solved in polynomial time?
- In semidefinite programming we don't have a full dimensional convex set to use ellipsoid method
- How to generate a large PSD matrix $A \in \mathbb{R}^{n \times n}$, where $\mathcal{O}(n) \sim 10^3$
- Gram matrices in the Rayleigh-Ritz algorithm
Related Questions in QUADRATIC-PROGRAMMING
- Minimization of a convex quadratic form
- Using a Lagrange multiplier to handle an inequality constraint
- Given matrix $Q$ and vector $s$, find a vector $w$ that minimizes $\| Qw-s \|^2$
- Linear Matrix Least Squares with Linear Equality Constraint - Minimize $ {\left\| A - B \right\|}_{F}^{2} $ Subject to $ B x = v $
- Closed form solution to this constrained optimization?
- Bound on the solution of a constrained least squares problem
- Minimisation of a scalar function with respect to a vector
- How to reformulate an objective function with absolute
- Generalized Projection of a Matrix onto the Non Negative Orthant
- Optimize quadratic non-convex function with project gradient descent
Related Questions in NON-CONVEX-OPTIMIZATION
- Find largest possible value of $x^2+y^2$ given that $x^2+y^2=2x-2y+2$
- Interesting Global Minimum of a Non-convex Function
- Minimize $x^T A y$, subject to $ x^Ty\geq 0$, where $A=\Phi^T\Phi$ is symmtric and semi-positive definite.
- How should I proceed to solve the below mentioned non-convex optimisation problem?
- Optimization of the sum of a convex and a non-convex function?
- Solution of a semidefinite program with rank at most $k$
- Trace maximization with semi-orthogonal constraint
- Literature on optimizing linear objectives over non-convex sets
- Convex Hull of the Union of Subgradients
- Find matrices $X$ such that the diagonal of $X^H X$ is sparse
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?