Optimization Models
Home
Software
Links
Index
Contact
1. Introduction
1.1. Overview
1.2. Optimization Models
2. Linear Algebra
2.1. Vectors
2.2. Matrices
2.3. Linear Equations
2.4. Least-Squares
2.5. Eigenvalues
2.6 Singular Values
3. Convex Models
3.1. Convexity
3.2. LP and QP
3.3. SOCP
3.4. Robust LP
3.5. GP
3.6. SDP
4. Duality
4.1. Weak Duality
4.2. Strong Duality
5. Case Studies
5.1. Senate Voting
5.2. Antenna Arrays
5.3. Localization
5.4. Circuit Design
A diagonal matrix and its associated quadratic form
Symmetric Matrices
>
Definitions
> Example
Define a diagonal matrix:
For the matrix above, the associated quadratic form is