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I would like to state that this is related to a past question of mine which contained errors and now appears in the corrected form, with the erroneous one deleted and closed. In my research of linear ...

Let $S_+$ be the cone of psd matrices ($n\times n$ real symmetric positive semidefinite matrices). This cone is a metric space induced from the inner product $\langle A,B\rangle = tr (AB)=tr(BA)$. ...

Let $\mathbf{A}$ and $\mathbf{B}$ be two complex rank-one $N\times N$ positive semi-definite matrices. Let the matrix $\mathbf{C}$ be defined as \begin{align} \mathbf{C}=\left(\mathbf{I}*\frac{1}{\...

Suppose you have a concave function defined over a non-polyhedral convex cone and you are interested in the infimum. What would be standard approaches to tackle the question? (The cone is actually PSD ...

The cone of symmetric positive semidefinite $n\times n$ matrices is the convex hull of rank $1$ matrices. That is, every symmetric positive semidefinite matrix is a convex combination of rank 1 ...

Hello! (First question--please forgive me if its unclear.) I am interested in efficient/approximate optimization techniques for minimizing a norm of a convex combination of symmetric, positive semi-...