Timeline for Convex quadratic problem solver gives different answers?
Current License: CC BY-SA 3.0
6 events
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| Jun 17, 2020 at 9:48 | history | edited | CommunityBot |
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| Aug 31, 2015 at 18:51 | vote | accept | sarah daneshvar | ||
| Aug 31, 2015 at 18:51 | |||||
| Jun 10, 2015 at 21:52 | comment | added | sarah daneshvar | Yes, vector X has samples from a random variable and the variance formula is the sample variance. No there's not currently any upper bound, I'd like to check what the optimal answer is, and if it's necessary I'd add constrains of upper bound on the entries of X. | |
| Jun 10, 2015 at 5:44 | comment | added | Geoff Oxberry | @sarahdaneshvar: I don't know. I can't tell what your decision variables are, and it's also not clear to me how your formula for variance will give you a scalar output. Do you mean that $\mathbf{x}$ is a vector whose entries are a collection of samples from a random variable? If so, then the variance function would be the sample variance formula. Is there an upper bound on the entries of $\mathbf{x}$? If they should be integer-valued, your formulation should state that also. | |
| Jun 10, 2015 at 5:08 | comment | added | sarah daneshvar | Thank you so much Geoff for your time and comments. I made some changes to the question think it's more clear now. So you think this new form is convex ? BTW I'm looking for the optimal solution and I totally agree, fmincon does not work for this problem and it has to be a mixed interger solver. | |
| Jun 6, 2015 at 2:41 | history | answered | Geoff Oxberry | CC BY-SA 3.0 |