search

algorithmsbooks / optimization

Errata for Algorithms for Optimization book
67 stars 16 forks source link

pg. 97 #71

Closed alextzik closed 2 years ago

alextzik commented 2 years ago

In Exercise 6.10, how is the positive-definiteness condition enforced in the optimization problem?

Also, delta and gamma should be bold in the last equation of the exercise.

tawheeler commented 2 years ago

In Exercise 6.10, how is the positive-definiteness condition enforced in the optimization problem? That is constrained in the variable type itself. H is PD so you only optimize over the space of PD matrices. In something like Convex.jl this occurs when the variable is declared. If we had defined notation for being PD, I would have included that under the minimize.

Thank you, I will make them bold.