Approximation of rank function and its application to the nearest low-rank correlation matrix (Q386463): Difference between revisions
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Revision as of 02:12, 29 February 2024
scientific article
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| English | 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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