Timeline for Reformulate a strictly convex QP problem containing absolute value term
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
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| Nov 5, 2018 at 4:06 | vote | accept | Zero | ||
| Nov 5, 2018 at 4:06 | answer | added | Zero | timeline score: 6 | |
| Nov 5, 2018 at 2:26 | history | edited | Zero | CC BY-SA 4.0 |
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| Oct 13, 2017 at 1:07 | comment | added | Zero | Got it! I had been focused on adding/subtracting terms like $x^T \operatorname{diag}(Q) x^T$ which is overly complicated and intractable. I'll write up the final solution as an answer to my own question when I get the chance. | |
| Oct 12, 2017 at 17:39 | comment | added | Brian Borchers | Hint: x^{T}x=|x|^{T}|x|. You can if necessary add and then subtrace a small positive mutiple of $x^{T}x$ from the quadratic objective. | |
| Oct 12, 2017 at 14:12 | history | edited | Zero | CC BY-SA 3.0 |
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| Oct 12, 2017 at 14:04 | review | First posts | |||
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| Oct 12, 2017 at 13:56 | history | asked | Zero | CC BY-SA 3.0 |