Optimum of a multivariate polynomial over an interval
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I'm looking for a way to minimize (or maximize) the following quadratic form : $aX^2 + bY^2 + cXY$ with the coefficients $ (a, b, c) in mathbbR^3$, subject to constraints $(X, Y) in [X_-, X_+] times [Y_-,Y_+]$
Are there fast ways to solve for $(X, Y)$ that realizes the optimum value ? (possibly Analytic ?)
Thanks
optimization numerical-optimization
add a comment |Â
up vote
0
down vote
favorite
I'm looking for a way to minimize (or maximize) the following quadratic form : $aX^2 + bY^2 + cXY$ with the coefficients $ (a, b, c) in mathbbR^3$, subject to constraints $(X, Y) in [X_-, X_+] times [Y_-,Y_+]$
Are there fast ways to solve for $(X, Y)$ that realizes the optimum value ? (possibly Analytic ?)
Thanks
optimization numerical-optimization
Can you please re-write the question in a clearer way?
â aslv95
Aug 26 at 19:43
add a comment |Â
up vote
0
down vote
favorite
up vote
0
down vote
favorite
I'm looking for a way to minimize (or maximize) the following quadratic form : $aX^2 + bY^2 + cXY$ with the coefficients $ (a, b, c) in mathbbR^3$, subject to constraints $(X, Y) in [X_-, X_+] times [Y_-,Y_+]$
Are there fast ways to solve for $(X, Y)$ that realizes the optimum value ? (possibly Analytic ?)
Thanks
optimization numerical-optimization
I'm looking for a way to minimize (or maximize) the following quadratic form : $aX^2 + bY^2 + cXY$ with the coefficients $ (a, b, c) in mathbbR^3$, subject to constraints $(X, Y) in [X_-, X_+] times [Y_-,Y_+]$
Are there fast ways to solve for $(X, Y)$ that realizes the optimum value ? (possibly Analytic ?)
Thanks
optimization numerical-optimization
asked Aug 26 at 11:54
user3821901
112
112
Can you please re-write the question in a clearer way?
â aslv95
Aug 26 at 19:43
add a comment |Â
Can you please re-write the question in a clearer way?
â aslv95
Aug 26 at 19:43
Can you please re-write the question in a clearer way?
â aslv95
Aug 26 at 19:43
Can you please re-write the question in a clearer way?
â aslv95
Aug 26 at 19:43
add a comment |Â
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Can you please re-write the question in a clearer way?
â aslv95
Aug 26 at 19:43