Hi all,
I have to minimize something like tr(X'AX) where A \in R^{n*n} is a definite
positive matrix and
X is a n*k binary matrix, such that x_ij={0,1} and the sum of each row is 1
(i.e. sum_i x_ij=1).
The problem is well known to be NP-complete. Do you know any reference to a
continuous approximation? Or an efficient way to solve the problem when X is
a big matrix?
Thanks in advance.
.
.
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