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 (Dn is the space of diagonal matrices)

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

subject to $LaTeX: A$ svec $LaTeX: X = b$

$LaTeX: X \ge 0$

$LaTeX: rank X \le ρ$

$LaTeX: GXc = d$

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