hw4 4.1 general question

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Christopher Lin

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Mar 8, 2013, 4:29:26 PM3/8/13
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How does the procedure for problem 4.1 guarantee that \Omega is positive definite?

Emily Fox

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Mar 8, 2013, 6:15:21 PM3/8/13
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That's a good question.  We start from a feasible solution.  Then, embedded in what we are optimizing, there is a logdet(\Theta) term.  If \theta were not positive definite, this term would go to infinity.  Thus, naturally there's a barrier-like method here.

Emily

On Mar 8, 2013, at 1:29 PM, Christopher Lin wrote:

How does the procedure for problem 4.1 guarantee that \Omega is positive definite?

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