Know values: matrix—— X,F,and u;
wanted value: vector—— w;
restrictive condition：
$$R=\sum_{j=1}^n w_j *\sum_{k=1}^k (x_{jk}*f_{jk}+u_j); $$ $$P=\sqrt{w^T*(XFX^T+Delta)w}$$
Now shall I set vector — ‘w’ to get the biggest value of R/P?
how shall I get the best weight allocation vector?
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algorithms
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0You might have more luck if you write out the condition, especially if you take the time to learn a little bit about how to format mathematics on this website. – 2017-02-15
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1thanks for your advice; I have done it. – 2017-02-17