The Positive Definite Matrix Completion Problem: an Optimization Viewpoint∗
نویسنده
چکیده
We look at the real positive (semi)definite matrix completion problem from the relative entropy minimization viewpoint. After the problem is transformed into the standard maxdet from, conditions are sought for existence of positive (semi)definite completions. Using basic tools of convex analysis results previously established using graph-theoretic or functional-analytic techniques are recovered and some new results are presented. AMS subject classifications. Primary 15A48; Secondary 49J99
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