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The CP-Matrix Completion Problem

Jinyan Fan
Shanghai Jiaotong University


A symmetric matrix $C$ is completely positive (CP) if there exists an entrywise nonnegative matrix $B$ such that $C=BB^T$. The CP-completion problem is to study whether we can assign values to the missing entries of a partial matrix (i.e., a matrix having unknown entries) such that the completed matrix is completely positive. CP-completion has wide applications in probability theory, the nonconvex quadratic optimization, etc. In this talk, we will propose an SDP algorithm to solve the general CP-completion problem and study its properties. Computational experiments will also be presented to show how CP-completion problems can be solved.

Tuesday, May 27, 2014
11:00AM AP&M 2402