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Chapter 12 Quadratic Optimization Problems

Chapter 12 Quadratic Optimization Problems

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12.1. QUADRATIC OPTIMIZATION: THE POSITIVE DEFINITE CASE 455 Thus, when the energy function P(x)ofasystemisgiven by a quadratic function P(x)= 1 2 x￿Ax−x￿b, where A is symmetric positive definite, finding the global minimum of P(x) is equivalent to solving the linear system Ax = b. Sometimes, it is useful to recast a linear problem Ax = b

  Linear, Quadratic

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