User talk:Karthikraoa

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Current revision (18:26, 1 December 2009) (edit) (undo)
 
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<math>\begin{array}{rl}\mbox{find}&X\in\mathbb{S}^n\\
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<math>\begin{array}{rl}\mbox{find}&X\!\in\mathbb{S}^n, ~g\in\mathbb{R}^n\\
\mbox{subject to}
\mbox{subject to}
&A\,\mbox{svec}X = b\\
&A\,\mbox{svec}X = b\\

Current revision

The following is a problem very similar to the problem "Convex Iteration rank-1" in Jon Dattorro'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, ~g\in\mathbb{R}^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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