The constrained optimization problem
1
$begingroup$
- I would like to find the minimum value $F(x)=x^{T}Ax$ and $|x|_{2}=1$, where $A$ is symmetric and positive-definite. I know
that the minimum value is the smallest eigenvalue problem of the
matrix $A$. However, I want to know that how to use an optimization
method to find it. The method should be based on an iterative method. Please
give me the iterative method. I hope this iterative method is
convergent to the exact solution as quickly as possible. Thank
you!
numerical-optimization
asked Dec 19 '18 at 12:23
Wei JiangWei Jiang
293
$endgroup$
add a comment |
1
$begingroup$
- I would like to find the minimum value $F(x)=x^{T}Ax$ and $|x|_{2}=1$, where $A$ is symmetric and positive-definite. I know
that the minimum value is the smallest eigenvalue problem of the
matrix $A$. However, I want to know that how to use an optimization
method to find it. The method should be based on an iterative method. Please
give me the iterative method. I hope this iterative method is
convergent to the exact solution as quickly as possible. Thank
you!
numerical-optimization
asked Dec 19 '18 at 12:23
Wei JiangWei Jiang
293
$endgroup$
add a comment |
1
1
1
1
$begingroup$
- I would like to find the minimum value $F(x)=x^{T}Ax$ and $|x|_{2}=1$, where $A$ is symmetric and positive-definite. I know
that the minimum value is the smallest eigenvalue problem of the
matrix $A$. However, I want to know that how to use an optimization
method to find it. The method should be based on an iterative method. Please
give me the iterative method. I hope this iterative method is
convergent to the exact solution as quickly as possible. Thank
you!
numerical-optimization
asked Dec 19 '18 at 12:23
Wei JiangWei Jiang
293
$endgroup$
- I would like to find the minimum value $F(x)=x^{T}Ax$ and $|x|_{2}=1$, where $A$ is symmetric and positive-definite. I know
that the minimum value is the smallest eigenvalue problem of the
matrix $A$. However, I want to know that how to use an optimization
method to find it. The method should be based on an iterative method. Please
give me the iterative method. I hope this iterative method is
convergent to the exact solution as quickly as possible. Thank
you!
numerical-optimization
numerical-optimization
asked Dec 19 '18 at 12:23
Wei JiangWei Jiang
293
asked Dec 19 '18 at 12:23
Wei JiangWei Jiang
293
asked Dec 19 '18 at 12:23
Wei JiangWei Jiang
293
asked Dec 19 '18 at 12:23
Wei JiangWei Jiang
293
asked Dec 19 '18 at 12:23
Wei JiangWei Jiang
293
293
add a comment |
add a comment |
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