Consider a constrained optimization problem min x¹ Ax s.t. ||||2 = 1, where A is a symmetric matrix. Write down the first-order optimality condition. What is the solution. (Hint: think of eigenvalues and eigenvectors.)

Advanced Engineering Mathematics
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Chapter2: Second-order Linear Odes
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2. Consider a constrained optimization problem
min
Xx
s.t.
x¹ Ax
||||2 = 1,
where A is a symmetric matrix. Write down the first-order optimality condition. What is the solution.
(Hint: think of eigenvalues and eigenvectors.)
Transcribed Image Text:2. Consider a constrained optimization problem min Xx s.t. x¹ Ax ||||2 = 1, where A is a symmetric matrix. Write down the first-order optimality condition. What is the solution. (Hint: think of eigenvalues and eigenvectors.)
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