User talk:Karthikraoa

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<math>\,g</math> is a vector.
<math>\,g</math> is a vector.
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<math>\,\delta(g)</math> is a diagonal matrix whose main diagonal is <math>g</math>
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<math>\,\delta(g)</math> is a diagonal matrix whose main diagonal is <math>\,g.</math>
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Revision as of 18:24, 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:

LaTeX: \mathbb{S}^n is the space of LaTeX: n\times n symmetric matrices.

LaTeX: \,g is a vector.

LaTeX: \,\delta(g) is a diagonal matrix whose main diagonal is LaTeX: \,g.


LaTeX: \begin{array}{rl}\mbox{find}&X\in\mathbb{S}^n\\ \mbox{subject to} &A\,\mbox{svec}X = b\\ &\delta(g)Xc = d\\ &X\succeq 0\\ &\mbox{rank}X\le r \end{array}

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