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How to derive the dual of a conic programming problem, $\min_{x\in L}\{c^T x: \,\, Ax-b\in K\}$?

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#convex-optimization #linear-programming #semidefinite-programming #conic-programming
153
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Matrix Logarithm for cvx package of optimization

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#optimization #convex-optimization #matlab #entropy #semidefinite-programming
63
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Maximizing $2\text{Tr}(AX) - \|AX\|_F^2$ for p.s.d X?

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#linear-algebra #positive-semidefinite #semidefinite-programming
107
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Semidefinite program with equality constraints expressed as matrix product

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#semidefinite-programming
98
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Find $\alpha$ that minimizes $\|(I-\alpha H)^2 A\|$

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#linear-algebra #optimization #convex-optimization #semidefinite-programming
96
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How do I go about proving the feasibility of this LMI?

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#linear-algebra #matrices #optimization #semidefinite-programming #linear-matrix-inequality
33
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Optimization with rank constraint and a mask matrix

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#optimization #approximation #matlab #semidefinite-programming
221
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Quadratic-fractional or linear-fractional programming through SDP relaxation

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#optimization #linear-programming #quadratic-forms #semidefinite-programming #linear-fractional-transformation
98
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Simplifying low-rank matrix completion using SDP

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#linear-algebra #convex-optimization #positive-semidefinite #semidefinite-programming #matrix-completion
95
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Strong duality result for non-convex problem with two quadratic functions

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#optimization #convex-optimization #duality-theorems #semidefinite-programming
51
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What is the geometry of feasible region of vector program of MaxCut?

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#optimization #convex-optimization #semidefinite-programming
121
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negative semidefinite matrices

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#linear-algebra #dynamical-systems #matrix-equations #control-theory #semidefinite-programming
42
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Indefinite log determinant constraint optimization problem

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#optimization #convex-optimization #determinant #maximum-likelihood #semidefinite-programming

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