Mathematics Homework Help

Mathematics Homework Help. Find the step size of this problem

 

Find the step size t that is t = 1/L where L is Lipschitz constant for the problem

Max (- 0.25 ) * mu^T * D *inv(A^T * A) * D^T *mu + mu^T *D*inv(A) * q

subject to || mu ||_inf <= lambda

Mathematics Homework Help