Timeline for On an error bound for matrix constraints
Current License: CC BY-SA 3.0
8 events
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| Apr 24, 2018 at 3:39 | history | edited | Turbo | CC BY-SA 3.0 |
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| Apr 24, 2018 at 2:20 | answer | added | Mark L. Stone | timeline score: 3 | |
| Apr 23, 2018 at 19:04 | comment | added | Mark L. Stone | You could numerically globally maximize the Frobenius norm, subject to element-wise bound constraints on V. For instance, using YALMIP's bmibnb global optimizer, in the most rudimentary specification, V = sdpvar(n,n,'full'); optimize([-epsilon <= V(:) - U(:) <= epsilon,-norm(VAV' - B,'fro'),sdpsettings('solver'','bmibnb')) . You could use the BARON solver instead, in this case by changing 'bmibnb' to 'baron'. You can specify relative and absolute optimality gaps which control how tightly the global optimum is found. Bigger gap, which can be found easier, means the bound isn't as tight. | |
| Apr 23, 2018 at 18:21 | comment | added | Turbo | Frobenius norm would help. | |
| Apr 23, 2018 at 18:17 | comment | added | Mark L. Stone | For 1., would you be content with a bound for Frobenius norm? | |
| Apr 23, 2018 at 11:56 | review | Close votes | |||
| Apr 26, 2018 at 17:47 | |||||
| Apr 23, 2018 at 9:28 | history | edited | Turbo | CC BY-SA 3.0 |
added 26 characters in body
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| Apr 23, 2018 at 8:37 | history | asked | Turbo | CC BY-SA 3.0 |