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Results tagged with quadratic-programming
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user 85550
A quadratic program (QP) is an optimization problem in which the objective function is quadratic and the feasible region is a convex polytope.
2
votes
1
answer
326
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A "nice" (but non-definite) quadratic programme
For integers $n\geq k>0$, let $f$ be the following quadratic form:
$$f(x_1,\ldots,x_n)=\sum_{i=1}^n\sum_{j=0}^{k-1}x_ix_{i+j\bmod n}.$$
Is it true that the minimum of $f$ over the unit simplex is atta …
2
votes
2
answers
104
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Correlation between the first and a random position of an ergodic bit sequence
Edit: Since the geometric approach did not work, I try now another approach: phrasing the problem as a quadratic programme.
Probabilistic version.
Let $x=(x_1,x_2, \ldots) $ be an ergodic random seq …