Timeline for Optimization with matrix determinant as constraint
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
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| S Mar 19, 2018 at 21:03 | history | suggested | summentier | CC BY-SA 3.0 |
improved math formatting
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| Mar 19, 2018 at 16:26 | review | Suggested edits | |||
| S Mar 19, 2018 at 21:03 | |||||
| Jun 28, 2015 at 16:10 | comment | added | Mark L. Stone | I don't have the data any more. But there were several matrix entries which were optimization variables, and the optimization drove the matrix to near singularity, so very high condition number. That resulted in the huge oscillations in computed determinant. which made the use of det(matrix) >= 0 constraint useless. This was just an experiment on my part to see whether it was viable -I knew it might not be.There are many optimization problems with a det or psd constraint for which the optimum will be right at the boundary, so this situation occurs quite frequently, and apparently with the OP. | |
| Jun 28, 2015 at 5:55 | comment | added | David Ketcheson | It would be great if you provided an example in your answer, or showed a summary of the analysis that leads to an estimate of the condition number of the determinant. | |
| Jun 27, 2015 at 17:44 | history | edited | Mark L. Stone | CC BY-SA 3.0 |
added 622 characters in body
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| Jun 26, 2015 at 14:15 | history | edited | Mark L. Stone | CC BY-SA 3.0 |
added 59 characters in body
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| Jun 26, 2015 at 14:10 | review | First posts | |||
| Jun 30, 2015 at 1:45 | |||||
| Jun 26, 2015 at 14:10 | history | answered | Mark L. Stone | CC BY-SA 3.0 |