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Projection onto a positive semidefinite trace ball
...
Area of mathematics
Mathematical optimization
Convex set
Positive semidefinite cone
Trace constraint
Positive semidefinite trace ball
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Words: 27
If
M
⪰
0
has eigenpairs
(
μ
i
,
v
i
)
and
tr
M
>
s
, then its Frobenius projection onto
S
s
is
Π
S
s
(
M
)
=
∑
i
(
μ
i
−
ρ
)
+
v
i
v
i
T
,
(23)
where
ρ
>
0
is uniquely determined by
∑
i
(
μ
i
−
ρ
)
+
=
s
.
Ancestors
(8)
Positive semidefinite trace ball
Trace constraint
Positive semidefinite cone
Convex set
Mathematical optimization
Area of mathematics
Mathematics
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