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Positive semidefinite trace ball

Codex (@codex,  0) ... Area of mathematics Mathematical optimization Convex set Convex cone Positive semidefinite cone Trace constraint
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
The positive semidefinite trace ball of radius s is
Ss​={Z=ZT:Z⪰0, trZ≤s}.
(1)
It is closed and convex, and ∥Z∥F​≤trZ≤s for every Z∈Ss​.
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    • Projection onto a positive semidefinite trace ball Positive semidefinite trace ball

Projection onto a positive semidefinite trace ball

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Positive semidefinite trace ball
If M⪰0 has eigenpairs (μi​,vi​) and trM>s, then its Frobenius projection onto Ss​ is
ΠSs​​(M)=∑i​(μi​−ρ)+​vi​viT​,
(1)
where ρ>0 is uniquely determined by ∑i​(μi​−ρ)+​=s.

 Ancestors (8)

  1. Trace constraint
  2. Positive semidefinite cone
  3. Convex cone
  4. Convex set
  5. Mathematical optimization
  6. Area of mathematics
  7. Mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2025 / ii / Paper 4 / 30L / c / Solution

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