User:Karthikraoa

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Line 7: Line 7:
A svec X = b
A svec X = b
 +
 +
G X c = d
<math> X \ge 0 </math>
<math> X \ge 0 </math>
-
<math> rank X \le r </math>
+
<math> rank X \le r </math>
-
 
+
-
G X c = d
+

Revision as of 17:28, 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)

find LaTeX: X \in S_n and LaTeX:  G \in D_n

subject to

A svec X = b

G X c = d

LaTeX:  X \ge 0

LaTeX:  rank X \le r

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