A Quadratic Program with Two Variables
Consider the problem
The problem is a quadratic program:
where
We check that is positive semi-definite by computing its eigenvalue decomposition:
and checking that the eigenvalues (appearing on the diagonal of ) are non-negative.
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Geometric view of the quadratic program above. The problem is a QP since the objective function is quadratic convex, and the constraints are affine inequalities.
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