Let X R n + m be a matrix with non-negative entries, and p, r
Question:
Let X ∈ Rn+m be a matrix with non-negative entries, and p, r ∈ [1, + ∞], with p ≥ r. We consider the problem
1. Show that the function fX : Rm+ → R, with values
is concave when p ≥ r.
2. Use the previous result to formulate an efficiently solvable convex problem that has Φp,r(X)r as optimal value.
Transcribed Image Text:
Ppr (X) = max ||XV||||||p ≤ 1. V
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Related Book For
Optimization Models
ISBN: 9781107050877
1st Edition
Authors: Giuseppe C. Calafiore, Laurent El Ghaoui
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