User:Karthikraoa
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(Difference between revisions)
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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 | ||
| - | (Dn is the space of diagonal matrices) | + | (Dn is the space of diagonal matrices and Sn is the space of symmetric matrices) |
find <math>X \in S_n </math> and <math> G \in D_n</math> | find <math>X \in S_n </math> and <math> G \in D_n</math> | ||
| - | subject to <math> A </math> svec <math> X = b </math> | + | subject to |
| + | |||
| + | |||
| + | <math> A </math> svec <math> X </math> = <math> b </math> | ||
| + | |||
<math> X \ge 0 </math> | <math> X \ge 0 </math> | ||
| - | <math> rank X \le ρ </math> | ||
| - | <math> | + | <math> rank X \le r </math> |
| + | |||
| + | |||
| + | <math> G </math><math> X</math><math> c </math> = <math> d </math> | ||
Revision as of 17:19, 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 and Sn is the space of symmetric matrices)
find and
subject to
svec
=
=