Complexity of the positive semidefinite matrix completion problem with a rank constraint
Optimization and Control
2012-09-19 v2
Abstract
We consider the decision problem asking whether a partial rational symmetric matrix with an all-ones diagonal can be completed to a full positive semidefinite matrix of rank at most . We show that this problem is -hard for any fixed integer . Equivalently, for , it is -hard to test membership in the rank constrained elliptope , i.e., the set of all partial matrices with off-diagonal entries specified at the edges of , that can be completed to a positive semidefinite matrix of rank at most . Additionally, we show that deciding membership in the convex hull of is also -hard for any fixed integer .
Cite
@article{arxiv.1203.6602,
title = {Complexity of the positive semidefinite matrix completion problem with a rank constraint},
author = {Marianna Eisenberg-Nagy and Monique Laurent and Antonios Varvitsiotis},
journal= {arXiv preprint arXiv:1203.6602},
year = {2012}
}
Comments
18 pages, 3 figures