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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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The following is a problem very similar to the problem "Convex Iteration rank-1" in Jon Dattoro's book | The following is a problem very similar to the problem "Convex Iteration rank-1" in Jon Dattoro's book | ||
| - | find X \in | + | |
| + | find <math>X \in S_n and G \in D_n</math> (Dn is the space of diagonal matrices) | ||
| + | |||
subject to A svec X = b | subject to A svec X = b | ||
| - | X > | + | |
| - | rankX < | + | X <math> \ge </math> 0 |
| - | + | ||
| + | rankX <math> \le </math> ρ | ||
| + | |||
| + | GXc = d | ||
Revision as of 17:08, 1 December 2009
The following is a problem very similar to the problem "Convex Iteration rank-1" in Jon Dattoro's book
find (Dn is the space of diagonal matrices)
subject to A svec X = b
X 0
rankX ρ
GXc = d