Determine When a Quadratic Has Finite Minimum

Quick Overview

This question evaluates understanding of quadratic optimization, linear algebra, and convexity concepts—particularly properties of quadratic forms, matrix symmetry, and conditions for boundedness in real-valued unconstrained minimization—and why these properties matter for existence of minima.

Determine When a Quadratic Has Finite Minimum

Company: Citadel

Role: Data Scientist

Category: Machine Learning

Difficulty: medium

Interview Round: Technical Screen

Consider the unconstrained real-valued optimization problem \[ \min_{x \in \mathbb{R}^n} f(x) = x^\top Qx + c^\top x, \] where \(Q \in \mathbb{R}^{n \times n}\) and \(c \in \mathbb{R}^n\). The matrix \(Q\) is not necessarily symmetric. Discuss the conditions under which this problem has a finite minimum value. If the minimum is finite, characterize the minimizers and the optimal value.

Quick Answer: This question evaluates understanding of quadratic optimization, linear algebra, and convexity concepts—particularly properties of quadratic forms, matrix symmetry, and conditions for boundedness in real-valued unconstrained minimization—and why these properties matter for existence of minima.

|Home/Machine Learning/Citadel
Citadel logo
Citadel
Feb 17, 2026, 12:00 AM
mediumData ScientistTechnical ScreenMachine Learning
6
0

Consider the unconstrained real-valued optimization problem

minxRnf(x)=xQx+cx,\min_{x \in \mathbb{R}^n} f(x) = x^\top Qx + c^\top x,

where QRn×nQ \in \mathbb{R}^{n \times n} and cRnc \in \mathbb{R}^n. The matrix QQ is not necessarily symmetric.

Discuss the conditions under which this problem has a finite minimum value. If the minimum is finite, characterize the minimizers and the optimal value.

Loading comments...