Group: sci.op-research
From: =?ISO-8859-1?Q?Johan_L=F6fberg?=
Date: Monday, February 25, 2008 5:55 AM
Subject: Re: How reduce the rank of a matrix?

Bess wrote:
> Hi, can anyone help me? I solve a semidefinite programming problem,
> and the solution matrix is actually full-rank cause the algorithm
> omits the rank-1 constraint. So my task is to reduce this full-rank
> solution matrix into rank-1 one.
>
> any reply would be appreciated. Thanks.
>
> Bess

I hope you are aware that this is in general an intractable problem
(i.e. finding a specified-rank solution to a semidefinite program)?

/johan