Summary: Examination: Continuous Optimization
3TU- and LNMB-course, Utrecht December 22, 2008, 13.00-16.00
Ex. 1
(a) Show that with matrices A, B Rn×n
and columns aj of A and rows bT
j of B
the relation holds: A · B = n
j=1 ajbT
j
(b) Show that a matrix A Rn×n
is positive semidefinite if and only if it is of a
form A = n
j=1 bjbT
j (with bj Rn
).
Ex. 2 Consider with 0 = c Rn
the program:
(P) min
xRn
cT

Source: Al Hanbali, Ahmad - Department of Applied Mathematics, Universiteit Twente

Collections: Engineering