Dattorro Convex Optimization of Eternity II

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Matrix <math>E\!\in\!\mathbb{R}^{10054\times204304}</math> is sparse having only 1,170,516 nonzeros.
Matrix <math>E\!\in\!\mathbb{R}^{10054\times204304}</math> is sparse having only 1,170,516 nonzeros.
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All its entries are integers from the set <math>\{{-1},0,1\}\,</math>.&nbsp;
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All entries of <math>E\,</math> are integers from the set <math>\{{-1},0,1\}\,</math>.
 +
 
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<math>t\in\{0,1\}^{10054}</math>.
Vector <math>c\,</math> is left unspecified because it is varied later as part of a
Vector <math>c\,</math> is left unspecified because it is varied later as part of a

Revision as of 00:44, 31 January 2011

This Matlab binary contains matrices LaTeX: \,E and LaTeX: \,t.

I regard the following as a very difficult problem, having spent considerable time with it.

LaTeX: \begin{array}{cl}\mbox{minimize}_x&c^{\rm T}x\\
\mbox{subject to}&E\,x=t\\
&x\geq_{}\mathbf{0}\end{array}

Matrix LaTeX: E\!\in\!\mathbb{R}^{10054\times204304} is sparse having only 1,170,516 nonzeros.

All entries of LaTeX: E\, are integers from the set LaTeX: \{{-1},0,1\}\,.

LaTeX: t\in\{0,1\}^{10054}.

Vector LaTeX: c\, is left unspecified because it is varied later as part of a Convex Iteration.  

Vector LaTeX: c\, may arbitrarily be set to LaTeX: \mathbf{0} or LaTeX: \mathbf{1}.

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