Tagged Questions
2
votes
1answer
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Maximizing positive definite quadratic using the eigendecompoisition
Consider the problem:
$\textrm{max}\;\; x^T Q x$
subject to $||x||_\infty \leq 1$, where $Q$ is a positive definite matrix.
I believe this problem is NP-hard (although I have only found hardness ...
3
votes
2answers
471 views
Computational complexity of unconstrained convex optimisation
What is known about the relationship between unconstrained convex optimisation and computational complexity? For example, for which optimisation problems and which gradient descent algorithms is one ...