Let A, B S n be two symmetric matrices. Define the component-wise product of A, B,

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Let A, B ∈ Sbe two symmetric matrices. Define the component-wise product of A, B, by a matrix C ∈ Swith elements Cij = Aij Bij, 1 ≤ i, j  ≤ n. Show that C is positive semidefinite, provided both A, B are.

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Optimization Models

ISBN: 9781107050877

1st Edition

Authors: Giuseppe C. Calafiore, Laurent El Ghaoui

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