# Questions tagged [semidefinite-programming]

Semidefinite programming can be regarded as an extension of linear programming. In a semidefinite program, the goal is to optimize a linear function over the intersection of the cone of positive semidefinite matrices with some affine space.

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### Minimizing the Spectral Norm of the Hadamard Product of a Quadratic Form Using CVX

I am trying to use CVX to minimize the spectral norm of the Hadamard product of two matrices, one of which is in quadratic form. Specifically, I am trying to minimize $\|{\bf A} \odot {\bf XX}^H\|_2$, ...
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### Reference request: finding entries that prevent matrix from being correlation matrix

I am currently doing some research with a quantitative finance firm and my supervisor has raised an interesting question that shows up a lot with their clients: quite often, clients will want to do ...
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### Condition to show $\{ U \in \mathbb{R}^{n \times p}|\mathscr{A}(UU^{\top}) = b \}$ is (is not) a manifold

Consider $\mathscr{A}: S^{n\times n} \to \mathbb{R}^{m}$, $b \in \mathbb{R}^{m}$, I would like to know when $\mathscr{M}:=\{ U \in \mathbb{R}^{n \times p}|\mathscr{A}(UU^{\top}) = b \}$ is a manifold. ...
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### Interpreting positive semidefinite matrix as a graph

Given any symmetric matrix $S \in \mathbb{R}^{n \times n}$, if $S \succeq 0$, is there a way to encode $S$ into a graph such that it takes into account the positive semidefinite constraint, and ...
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### Feasibility of a polynomial system of equalities and inequalities

Consider a system of the form $f_i(x) = 0$ and $g_j(x) \ge 0$ ,where $f_i,i=1,\dots,r$ and $g_j,j=1,\dots,s$ are polynomials in real unknowns $x_i,i=1,\dots,n$ with rational coefficients. Is there a ...
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### Three-constraint homogeneous QCQP

Consider the homogeneous quadratically constrained quadratic program, $$\min_{u^T u =1} u^T A_1 u$$ $$\textrm{subject to}\quad u^T A_2 u = 0,\quad u^T A_3 u = 0$$ This problem is particularly studied ...
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### Advantages of hyperbolic programming over semidefinite programming?

What are the advantages of a hyperbolic program over a semi definite program? SDPs can be used to represent a wide variety of algebraic constraints. Are there constraints that can be represented in a ...
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### A (linear) optimization problem subject to (linear) matrix inequality constraints

Let $A \in \mathbb{R}^{n \times n}$ be a Hurwitz matrix, i.e. $A$ satisfies $\mathrm{Re}\,\lambda_i< 0$, where $\{\lambda_i\}_{i=1}^n$ is the set of eigenvalues of $A$. Suppose that the trace of $A$...
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### About product of PSD matrices

In Theorem 3 in this paper, https://core.ac.uk/download/pdf/82822897.pdf, On a product of positive semidefinite matrices, A.R. Meenakshi, C. Rajian, Linear Algebra and its Applications, Volume 295, ...
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Consider a collection of $m$ matrices $A_i$ of size $n\times n$, and a vector $b$ of size $m$. I want to solve the bilinear system $$\left\{ x^T A_i y = b_i : i = 1,\dots,m \right\}$$ in variables \$x,...