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(New page: The following is a problem very similar to the problem "Convex Iteration rank-1" in Jon Dattoro's book find X \in Sn and G in Dn (Dn is the space of diagonal matrices) subject to A svec X ...)
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Revision as of 17:06, 1 December 2009
The following is a problem very similar to the problem "Convex Iteration rank-1" in Jon Dattoro's book find X \in Sn and G in Dn (Dn is the space of diagonal matrices) subject to A svec X = b X >= 0 rankX <= ρ G(Xc) = d