| Title: | A Unified Theorem on SDP Rank Reduction |
| Authors: | Man-Cho So, Anthony Ye, Yinyu Zhang, Jiawei |
| Issue Date: | 19-Nov-2006 |
| Publisher: | Stern School of Business, New York University |
| Series/Report no.: | OM-2007-02 |
| Abstract: | We consider the problem of finding a low{rank approximate solution to a system of linear equations 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: |
| URI: | http://hdl.handle.net/2451/26276 |
| Appears in Collections: | IOMS: Operations Management Working Papers |
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