A Unified Theorem on Sdp Rank Reduction

15 Pages Posted: 3 Nov 2008

See all articles by Anthony Man-Cho So

Anthony Man-Cho So

affiliation not provided to SSRN

Yinyu Ye

Independent

Jiawei Zhang

affiliation not provided to SSRN

Date Written: November 2006

Abstract

We consider the problem of finding a low{rank approximate solution to a system of linearequations in symmetric, positive semidefinite matrices. Specifically, let A1; : : : ;Am 2 Rn£n symmetric, positive semidefinite matrices, and let b1; : : : ; bm ¸ 0. We show that if there exists a symmetric, positive semidefinite matrix X to the following system of equations:

Suggested Citation

Man-Cho So, Anthony and Ye, Yinyu and Zhang, Jiawei, A Unified Theorem on Sdp Rank Reduction (November 2006). Operations Management Working Papers Series, Vol. , pp. -, 2006. Available at SSRN: https://ssrn.com/abstract=1293128

Anthony Man-Cho So (Contact Author)

affiliation not provided to SSRN

No Address Available

Yinyu Ye

Independent

No Address Available

Jiawei Zhang

affiliation not provided to SSRN

No Address Available

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