Approximation of rank function and its application to the nearest low-rank correlation matrix (Q386463): Difference between revisions

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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 90C26 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6236760 / rank
 
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Property / zbMATH Keywords
 
rank optimization problem
Property / zbMATH Keywords: rank optimization problem / rank
 
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Property / zbMATH Keywords
 
approximation
Property / zbMATH Keywords: approximation / rank
 
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Property / zbMATH Keywords
 
convex relaxation
Property / zbMATH Keywords: convex relaxation / rank
 
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Property / zbMATH Keywords
 
nearest low-rank correlation matrix
Property / zbMATH Keywords: nearest low-rank correlation matrix / rank
 
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Property / zbMATH Keywords
 
semismooth Newton method
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Property / full work available at URL: https://doi.org/10.1007/s10898-012-0007-0 / rank
 
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Latest revision as of 03:10, 7 July 2024

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Approximation of rank function and its application to the nearest low-rank correlation matrix
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    Approximation of rank function and its application to the nearest low-rank correlation matrix (English)
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    9 December 2013
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    rank optimization problem
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    approximation
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    convex relaxation
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    nearest low-rank correlation matrix
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    semismooth Newton method
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