We want to find a symmetrical matrix, minimising as follows.
Note: C e Ai diagonal imply X diagonal and is just a linear programming problem.
| A semidefinite
programming problem is defined as follows: symmetrical matrices C,
A1, A2,
..., Am Î
Sn and scalars b1,
b2, ..., bm
are given. We want to find a symmetrical matrix, minimising as follows. Note: C e Ai diagonal imply X diagonal and is just a linear programming problem. |
|
