La ROADEF
La R.O.A.D
Evénements
Prix
Publications
Plus
Forums
Connexion
Livre blanc

Constrained Optimization

Forum 'Discussions' - Sujet créé le 2010-01-25

We want to solve this problem:

max a'x-q*[sqrt(x'Ax)]
s.t e'x=1

' transpose
sqrt square root
q parameter >0
e unitary vector
A symmetric matrix positive definite and invertible
a vector
x decision variables vector

We want to have a solution x=?