The Solutions of Matrix Equation $AX=B$ Over a Matrix Inequality Constraint
Zhenyun Peng, Lin Wang, Jingjing Peng · SIAM Journal on Matrix Analysis and Applications · 2012
In this paper a feasible and effective algorithm is proposed to find solutions to the matrix equation $AX=B$ subject to a matrix inequality constraint $CXD\geq E$. Numerical experiments are performed to illustrate the applicability of the algorithm. A comparison with some existing methods (with necessary modifications) is also given.