We consider a problem with linear equality constraints where A R m,n, with A full row rank rank A m n, and where we assume that the objective function f 0 is decomposable, that is with each hi a convex, twice differentiable function This problem can be addressed via different approaches min fo(x) A...

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We consider a problem with linear equality constraints where A R m,n, with A full row

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We consider a problem with linear equality constraints

where A ∈ R^m,n, with A full row rank: rank A = m ≤ n, and where we assume that the objective function f₀ is decomposable, that is

with each hi a convex, twice differentiable function. This problem can be addressed via different approaches.

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Optimization Models

ISBN: 9781107050877

1st Edition

Authors: Giuseppe C. Calafiore, Laurent El Ghaoui

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Question Posted: Aug 09, 2023 05:57 AM

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We consider a problem with linear equality constraints where A R m,n, with A full row

Question:

min fo(x): Ax = b, X

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Optimization Models

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