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Aug 31, 2011 at 15:55 vote accept Jeremy
Aug 31, 2011 at 15:55 history bounty ended Jeremy
Aug 30, 2011 at 14:34 answer added Mikael de la Salle timeline score: 5
Aug 29, 2011 at 21:30 answer added Will Jagy timeline score: 1
Aug 29, 2011 at 20:39 history bounty started Jeremy
Aug 29, 2011 at 20:39 history edited Jeremy CC BY-SA 3.0
Remove literature ref stuff before starting bounty
Aug 29, 2011 at 19:29 history edited Jeremy CC BY-SA 3.0
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Aug 28, 2011 at 19:41 comment added Noah Stein It may be worth noting that you can write the condition that the diagonal elements of $X^{-1}$ are at most $1$ using semidefinite constraints. Suppose $X$ is positive definite and let $e_i$ be the $i^{\text{th}}$ unit column vector. Taking Schur complements, $\begin{bmatrix} 1 & e_i' \\ e_i & X\end{bmatrix}\succeq 0$ if and only if $e_i'X^{-1}e_i\leq 1$. Imposing these constraints for all $i$ gives the claimed condition. The question, then, is whether there is a suitable objective function which would encourage all of these Schur complement conditions to be tight simultaneously.
Aug 28, 2011 at 17:49 comment added Suvrit Sorry; it seems that in my speed, all I proved was that $e^TX^{-1}e-1$ is convex, not its square as I claimed---so this idea gets deleted. Indeed, only for $e^TX^{-1}e \ge 1$ is the claimed function guaranteed to be convex.
Aug 28, 2011 at 1:46 history edited Jeremy CC BY-SA 3.0
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Aug 27, 2011 at 22:59 history edited Jeremy CC BY-SA 3.0
Added description of current approach to proof
Aug 27, 2011 at 22:16 comment added Jeremy From a computational perspecive, I've run thousands of random examples on 10 by 10 matrices and all of them had a solution, although that doesn't say much about uniqueness clearly.
Aug 27, 2011 at 21:25 comment added Will Jagy unique for 2 by 2, assuming you mean all diagonal entries of $M$ are 0. Seems worth a good symbolic working over in the 3 by 3 case, at the same time a pretty full test with randomized entries. This kind of thing, fairly often, is either true or dies in dimension no larger than 4.
Aug 27, 2011 at 20:20 history asked Jeremy CC BY-SA 3.0