Timeline for minimize the sum of absolute eigenvalues
Current License: CC BY-SA 2.5
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Dec 28, 2010 at 21:58 | comment | added | Zhi Ming Chen | Hello Ben, Since I want to speed up the execution while n is large, I was informed a method below. On page 25 of the paper "Interior Point Semidefinite Programming" rutcor.rutgers.edu/~alizadeh/MYPAPERS/sdp.ps.gz the maximizatin problem (primal) Max Tr(AY)-Tr(AW) s.t. Tr(Y+W)=n, 0<=Y<=I, 0<=W<=I and the minimization problem (dual) Min nz+Tr(V)+Tr(U) s.t. zI+V-A>=0, zI+U+A>=0, U>=0, V>=0 Is it possible to implement by using basic operations of Matlab only? (then I could try to write it in C.) | |
| Jun 9, 2010 at 6:40 | comment | added | Zhi Ming Chen | Ben, Thank you for your nice code. I wish I could vote more than one....... ZM | |
| Jun 9, 2010 at 6:37 | vote | accept | Zhi Ming Chen | ||
| Jun 9, 2010 at 6:37 | |||||
| Jun 8, 2010 at 23:51 | comment | added | Qiaochu Yuan | There's an single quote on the fourth line. | |
| Jun 8, 2010 at 22:15 | comment | added | Ben | I do not know why the colors are wrong. | |
| Jun 8, 2010 at 22:15 | history | answered | Ben | CC BY-SA 2.5 |