Matteo Croci
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Quadratic form with inverse of a matrix as objective
AnsweredI have a convex problem which, in simplified form, reads like this: find m_1,m_2 that minimize invA[0,0], where invA = A^-1, and A = m_1*B_1 + m_2*B_2, where B_1 and B_2 are square symmetric positi...