Semidefinite programming and matrix scaling over the semidefinite cone
نویسندگان
چکیده
منابع مشابه
A Simple Path-following Algorithm for the Feasibility Problem in Semidefinite Programming and for Matrix Scaling over the Semidefinite Cone
Let E be the Hilbert space of symmetric matrices of the form diag(A,M), where A is n× n, and M is an l× l diagonal matrix, and the inner product 〈x, y〉 ≡ Trace(xy). Given x ∈ E, we write x ≥ 0 (x > 0) if it is positive semidefinite (positive definite). Let Q : E → E be a symmetric positive semidefinite linear operator, and μ = min{φ(x) = 0.5Trace(xQx) : ‖x‖ = 1, x ≥ 0}. The feasibility problem ...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2003
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(03)00664-5