User talk:Karthikraoa

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Line 8: Line 8:
& A\,\mbox{svec}X = b\\
& A\,\mbox{svec}X = b\\
&GXc = d\\
&GXc = d\\
-
&X\ge 0\\
+
&X\succeq 0\\
&\mbox{rank}X\le r
&\mbox{rank}X\le r
\end{array}</math>
\end{array}</math>

Revision as of 18:15, 1 December 2009

The following is a problem very similar to the problem "Convex Iteration rank-1" in Jon Dattoro's book CONVEX OPTIMIZATION & EUCLIDEAN DISTANCE GEOMETRY

(Dn is the space of diagonal matrices and Sn is the space of symmetric matrices)


LaTeX: \begin{array}{rl}\mbox{find}&X\in S_n~, ~G\in D_n\\
\mbox{subject to}
& A\,\mbox{svec}X = b\\
&GXc = d\\
&X\succeq 0\\ 
&\mbox{rank}X\le r 
\end{array}

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