User talk: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:

LaTeX: \mathbb{S}^n is the space of LaTeX: n\times n symmetric matrices.

LaTeX: \,g is a vector.

LaTeX: \,\delta(g) is a diagonal matrix whose main diagonal is LaTeX: g


LaTeX: \begin{array}{rl}\mbox{find}&X\in\mathbb{S}^n\\ \mbox{subject to} &A\,\mbox{svec}X = b\\ &\delta(g)Xc = d\\ &X\succeq 0\\ &\mbox{rank}X\le r \end{array}

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