Approximation of rank function and its application to the nearest low-rank correlation matrix (Q386463)
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scientific article; zbMATH DE number 6236760
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| English | Approximation of rank function and its application to the nearest low-rank correlation matrix |
scientific article; zbMATH DE number 6236760 |
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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0.8121331334114075
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0.7985406517982483
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0.7914896607398987
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0.7905679941177368
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