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Jun 1, 2014 at 9:04 comment added Zur Luria Thanks! I forgot/ didn't understand the significance of the fact that we solve vector programs like the above via optimization over a positive semidefinite matrix and then performing a Cholesky decomposition.
Jun 1, 2014 at 9:00 vote accept Zur Luria
Jun 1, 2014 at 6:03 history answered Yuval Filmus CC BY-SA 3.0