User:Karthikraoa

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Revision as of 17:28, 1 December 2009 by Karthikraoa (Talk | contribs)

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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)

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

subject to

A svec X = b

$LaTeX: X \ge 0$

$LaTeX: rank X \le r$

G X c = d

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