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

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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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