Timeline for Standard solution to semidefinite program
Current License: CC BY-SA 3.0
11 events
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| May 18, 2017 at 17:07 | history | edited | Rodrigo de Azevedo | CC BY-SA 3.0 |
Removed incorrections
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| May 18, 2017 at 16:56 | comment | added | Rodrigo de Azevedo | @NoahStein Thanks for the correction. I will edit my answer and remove everything other than the SDP formulation. I will also ask the OP that your answer be accepted, rather than mine. | |
| May 18, 2017 at 15:08 | comment | added | Noah Stein | If $b$ is not a scalar multiple of $a$, then $ba^T$ is not positive semidefinite. To see this let $c$ be such that $c^Ta$ and $c^Tb$ have opposite signs -- this just means picking a hyperplane so that $a$ is on one side and $b$ is on the other. Then $c^T(ba^T)c < 0$. (Personally I always take the definition of positive semidefiniteness to include symmetry by default.) | |
| May 18, 2017 at 14:40 | history | edited | Rodrigo de Azevedo | CC BY-SA 3.0 |
Minor update
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| May 18, 2017 at 14:28 | history | edited | Rodrigo de Azevedo | CC BY-SA 3.0 |
Minor update
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| May 18, 2017 at 14:11 | history | edited | Rodrigo de Azevedo | CC BY-SA 3.0 |
Added a section
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| May 17, 2017 at 14:26 | history | edited | Rodrigo de Azevedo | CC BY-SA 3.0 |
Minor update
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| May 17, 2017 at 14:08 | history | edited | Rodrigo de Azevedo | CC BY-SA 3.0 |
Improved the answer
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| May 17, 2017 at 13:22 | vote | accept | user402940 | ||
| May 18, 2017 at 17:22 | |||||
| May 15, 2017 at 18:14 | comment | added | user402940 | So, you basically formulated it as a SDP problem. But can we have a precise solution to this problem in terms of $a$ and $b$ vectors ? Or is it not possible and we have to solve this problem numerically ? | |
| May 15, 2017 at 17:02 | history | answered | Rodrigo de Azevedo | CC BY-SA 3.0 |