Skip to main content

Questions tagged [optimality-conditions]

The tag has no usage guidance.

3 questions with no upvoted or accepted answers
Filter by
Sorted by
Tagged with
3 votes
0 answers
32 views

How to establish the optimal value functions and optimal control policy for a controlled random walk problem?

Question: How to establish an explicit characterization of both the optimal value functions and the optimal control policy for a controlled random walk? Background: Assume our system is a perfectly-...
Jxson99's user avatar
  • 141
2 votes
0 answers
66 views

FOC point vs Stationary point in local optimization

In this SIAM Review paper the authors are giving the following necessary condition for a point being a local maximum of a convex function: Let $F: \mathbb{R}^n \mapsto \mathbb{R}$ be convex. If $x$ ...
independentvariable's user avatar
0 votes
0 answers
37 views

How to check optimality of conic optimization problem

I'm trying to solve this problem, but I'm not sure if it is possible to check the optimality of this problem. $$\min_{K,L} \quad Tr(L^\top L)\qquad\\ \text{s.t.} \quad K^\top L = A^\top Q\\ \qquad \...
Jisun Lee's user avatar