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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
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(Dn is the space of diagonal matrices)
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find <math>X \in S_n and G \in D_n</math> (Dn is the space of diagonal matrices)
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find <math>X \in S_n </math> and <math> G \in D_n</math>
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subject to A svec X = b
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subject to <math> A </math> svec <math> X = b </math>
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X <math> \ge </math> 0
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<math> X \ge 0 </math>
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rankX <math> \le </math> ρ
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<math> rank X \le ρ </math>
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GXc = d
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<math> GXc = d </math>

Revision as of 17:12, 1 December 2009

The following is a problem very similar to the problem "Convex Iteration rank-1" in Jon Dattoro's book (Dn is the space of diagonal matrices)

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

subject to LaTeX:  A svec LaTeX:  X = b

LaTeX:  X \ge 0

LaTeX:  rank X \le ρ

LaTeX:  GXc = d