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Convex Quadratic Objective Function

A convex quadratic objective function is defined by the general mathematical form h(x)=12xopQx+xopc+bh(\mathbf{x}) = \frac{1}{2} \mathbf{x}^ op \mathbf{Q} \mathbf{x} + \mathbf{x}^ op \mathbf{c} + b, where the matrix Q\mathbf{Q} is positive definite (Q0\mathbf{Q} \succ 0). Because Q\mathbf{Q} possesses strictly positive eigenvalues, this function has a unique global minimizer located at x=Q1c\mathbf{x}^* = -\mathbf{Q}^{-1} \mathbf{c}. The function can be rewritten by centering it around this minimizer, yielding h(x)=12(xQ1c)opQ(xQ1c)+b12copQ1ch(\mathbf{x}) = \frac{1}{2} (\mathbf{x} - \mathbf{Q}^{-1} \mathbf{c})^ op \mathbf{Q} (\mathbf{x} - \mathbf{Q}^{-1} \mathbf{c}) + b - \frac{1}{2} \mathbf{c}^ op \mathbf{Q}^{-1} \mathbf{c}. Furthermore, its gradient is given by xh(x)=Q(xQ1c)\partial_{\mathbf{x}} h(\mathbf{x}) = \mathbf{Q} (\mathbf{x} - \mathbf{Q}^{-1} \mathbf{c}), which geometrically represents the distance from the point x\mathbf{x} to the minimizer scaled by the curvature matrix Q\mathbf{Q}.

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Updated 2026-05-15

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