Approximation of rank function and its application to the nearest low-rank correlation matrix

DOI10.1007/s10898-012-0007-0zbMath1307.90141OpenAlexW2000139644MaRDI QIDQ386463

Le Han, Shujun Bi, Shaohua Pan

Publication date: 9 December 2013

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-012-0007-0

zbMATH Keywords

approximationconvex relaxationsemismooth Newton methodnearest low-rank correlation matrixrank optimization problem

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

Related Items (2)

First order optimality conditions for mathematical programs with semidefinite cone complementarity constraints ⋮ A new approximation of the matrix rank function and its application to matrix rank minimization

Uses Software

• Max-AO
• LMaFit

Cites Work

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