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: 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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approximation | |||
| Property / zbMATH Keywords: approximation / rank | |||
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convex relaxation | |||
| Property / zbMATH Keywords: convex relaxation / rank | |||
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nearest low-rank correlation matrix | |||
| Property / zbMATH Keywords: nearest low-rank correlation matrix / rank | |||
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semismooth Newton method | |||
| Property / zbMATH Keywords: semismooth Newton method / rank | |||
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Revision as of 12:59, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of rank function and its application to the nearest low-rank correlation matrix |
scientific article |
Statements
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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