Academy of Mathematics and Systems Science, CAS Colloquia & Seminars

Speaker:

范金燕，上海交通大学

Inviter:

Title:

The CP-matrix Approximation Problem

Time & Venue:

2018.11.09 14:00 N205

Abstract:

A symmetric matrix $A$ is completely positive (CP) if there exists an entrywise nonnegative matrix $V$ such that $A = V V ^T$. In this talk, we discuss the CP-matrix approximation problem: for a given symmetric matrix $C$, find a CP matrix $X$, such that $X$ is close to $C$ as much as possible, under some linear constraints. We formulate the problem as a linear optimization problem with the norm cone and the cone of moments, then construct a hierarchy of semidefinite relaxations for solving it.