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Jul 5, 2016 at 6:37 comment added Christian Clason You write $X=t A + (1-t)B$, where $A$ and $B$ are the two matrices you list. What you wish to do is to do minimize over $t\in \{0,1\}$, which is non-convex. Convex relaxation would be to minimize over $t\in[0,1]$ instead and hope that the optimal value is either $0$ or $1$ (which it often is, but this depends on the rest of the problem).
Jul 5, 2016 at 1:07 comment added Michael Fan Zhang what convex relaxation technique can i use? Any references? Thanks
Jul 4, 2016 at 14:32 comment added Christian Clason Such a constraint cannot be convex (otherwise you'd have to admit "two-and-a-half zeros"). You could introduce a convex relaxation, which often (but not always) leads to the desired property of the solution.
Jul 4, 2016 at 13:52 history asked Michael Fan Zhang CC BY-SA 3.0