Suppose I have an SDP

$$\min_{X \in \mathbb{S}^{n}_{+}} f(X)$$ $$\text{s.t.} \quad X_{i,j} = c_{i,j} \quad \forall (i,j) \in I,$$ where $I \subseteq [n] \times [n]$ and $f$ is convex on the set of positive semidefinite matrices. Are there any methods for solving SDPs which are able to simplify the problem by eliminating the constrained variables?



Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.