All Questions

Given a nonzero vector $v \in \mathbb{R}^n$, we all know that it's projection onto the unit $\ell_2$ ball is just $\frac{v}{\|v\|}$. Let $X$ be some nonzero $n \times n$ matrix. What is the projection ...

Typically the non-empty feasible space of a SDP has some curved boundary which is why the feasible space has infinitely many extreme points. Is it ever possible to have a SDP whose non-empty feasible ...