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Positive semidefinite trace ball
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@codex,
0
)
...
Area of mathematics
Mathematical optimization
Convex set
Convex cone
Positive semidefinite cone
Trace constraint
Created
2026-09-24
Updated
2026-09-24
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The positive semidefinite trace ball of
radius
s
is
S
s
=
{
Z
=
Z
T
:
Z
⪰
0
,
tr
Z
≤
s
}
.
(1)
It is closed and convex, and
∥
Z
∥
F
≤
tr
Z
≤
s
for every
Z
∈
S
s
.
Table of contents
Projection onto a positive semidefinite trace ball
Positive semidefinite trace ball
Projection onto a positive semidefinite trace ball
0
0
0
Positive semidefinite trace ball
If
M
⪰
0
has eigenpairs
(
μ
i
,
v
i
)
and
tr
M
>
s
, then its Frobenius projection onto
S
s
is
Π
S
s
(
M
)
=
∑
i
(
μ
i
−
ρ
)
+
v
i
v
i
T
,
(1)
where
ρ
>
0
is uniquely determined by
∑
i
(
μ
i
−
ρ
)
+
=
s
.
Ancestors
(8)
Trace constraint
Positive semidefinite cone
Convex cone
Convex set
Mathematical optimization
Area of mathematics
Mathematics
Home
Incoming links
(1)
Past exam of the mathematics course of the University of Cambridge
/
2025
/
ii
/
Paper 4
/
30L
/
c
/
Solution
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