Timeline for Minimize trace of inverse of convex combination of matrices.
Current License: CC BY-SA 3.0
9 events
| when toggle format | what | by | license | comment | |
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| Apr 13, 2017 at 12:58 | history | edited | CommunityBot |
replaced http://mathoverflow.net/ with https://mathoverflow.net/
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| Jun 22, 2011 at 11:25 | answer | added | fedja | timeline score: 3 | |
| Jun 21, 2011 at 13:56 | history | edited | jvdillon | CC BY-SA 3.0 |
alpha fixup, >0 matrices are pd
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| Jun 21, 2011 at 13:49 | comment | added | jvdillon | @Suvrit Sorry for the ambiguity; indeed $alpha_i\ge 0$. I can only assume that one of the $A_i$ is positive definite. | |
| Jun 21, 2011 at 9:40 | answer | added | Roland Bacher | timeline score: 1 | |
| Jun 21, 2011 at 2:50 | answer | added | Suvrit | timeline score: 8 | |
| Jun 21, 2011 at 0:31 | comment | added | Suvrit | In addition to $\alpha^T1=1$, you need $\alpha_i \ge 0$ for the combination to be convex. Also, if all the $A_i=0$, then there is no solution; or do you assume the $A_i > 0$? | |
| Jun 20, 2011 at 22:44 | comment | added | Gerhard Paseman | Have you tried the method of Lagrange multipliers? What happens if/when you do it for this problem? (I assume you have the sum of at most n choose 2 symmetric matrices and that the norm is continuous on the range of interest.) Gerhard "Email Me About System Design" Paseman, 2011.06.20 | |
| Jun 20, 2011 at 21:38 | history | asked | jvdillon | CC BY-SA 3.0 |