Computing Distances Between Convex Sets and Subsets of the Positive Semidefinite Matrices

Computing Distances Between Convex Sets and Subsets of the Positive Semidefinite Matrices
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计算凸集与半正定矩阵子集之间的距离

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发表时间:
1997
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通讯作者:
M. Trosset
M. Trosset
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作者:
M. Trosset

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我们描述了一类在最优化领域中很少受到关注的重要的半半值规划问题,这些问题源于距离几何和多维标度的考虑,因此出现在计算化学和心理计量学等多种学科中。在大多数应用中,可行的正半值矩阵的秩受限制,使得最近的半值规划的内点方法不再适用。我们为这些问题建立了一些理论,并讨论了有待完成的工作
We describe an important class of semide nite programming problems that has received scant attention in the optimization community These problems are derived from considerations in distance geometry and multidimensional scaling and therefore arise in a variety of disciplines e g computational chemistry and psychometrics In most applications the feasible positive semide nite matrices are restricted in rank so that recent interior point methods for semide nite programming do not apply We establish some theory for these problems and discuss what remains to be accomplished