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Low-Rank Optimization on the Cone of Positive Semidefinite Matrices

✍ Scribed by Journée, M.; Bach, F.; Absil, P.-A.; Sepulchre, R.


Book ID
126278454
Publisher
Society for Industrial and Applied Mathematics
Year
2010
Tongue
English
Weight
623 KB
Volume
20
Category
Article
ISSN
1052-6234

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On cone of nonsymmetric positive semidef
✍ Yingnan Wang; Naihua Xiu; Jiye Han 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 252 KB

In this paper, we analyze and characterize the cone of nonsymmetric positive semidefinite matrices (NS-psd). Firstly, we study basic properties of the geometry of the NS-psd cone and show that it is a hyperbolic but not homogeneous cone. Secondly, we prove that the NS-psd cone is a maximal convex su