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 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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