Use a matrix 5000 x 50 matrix X of orthogonal random factors. Compute X^T X. Apply Clarabel with x >= 0 (vector of length 50) to minimize x^T X^T X x
Use a matrix 5000 x 50 matrix X of orthogonal random factors. Compute X^T X. Apply Clarabel with x >= 0 (vector of length 50) to minimize x^T X^T X x