User talk:Karthikraoa

From Wikimization

The following is a problem very similar to the problem "Convex Iteration rank-1" in Jon Dattorro'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 $LaTeX: \,g.$

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

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