User:Karthikraoa

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The following is a problem very similar to the problem "Convex Iteration rank-1" in Jon Dattoro's book CONVEX OPTIMIZATION & EUCLIDEAN
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The following is a problem very similar to the problem "Convex Iteration rank-1" in Jon Dattoro's book CONVEX OPTIMIZATION & EUCLIDEAN DISTANCE GEOMETRY
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DISTANCE GEOMETRY (Dn is the space of diagonal matrices and Sn is the space of symmetric matrices)
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find <math>X \in S_n </math> and <math> G \in D_n</math>
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(Dn is the space of diagonal matrices and Sn is the space of symmetric matrices)
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subject to
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<br>
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<math>\begin{array}{rl}\mbox{find}&X\in S_n~, ~G\in D_n\\
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A svec X = b
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\mbox{subject to}
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& A\,svec X = b\\
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G X c = d
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&GXc = d\\
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&X\ge 0\\
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&\mbox{rank}X\le r
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<math> X \ge 0 </math>
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\end{array}</math>
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<math> rank X \le r </math>
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Revision as of 17:39, 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\,svec X = b\\ &GXc = d\\ &X\ge 0\\ &\mbox{rank}X\le r \end{array}

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