Convex envelopes for fixed rank approximation
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Publication:1686565
DOI10.1007/S11590-017-1146-5zbMATH Open1409.90145DBLPjournals/ol/AnderssonCO17arXiv1608.07731OpenAlexW2516150039WikidataQ59611703 ScholiaQ59611703MaRDI QIDQ1686565FDOQ1686565
Carl Olsson, Marcus Carlsson, Fredrik Andersson
Publication date: 15 December 2017
Published in: Optimization Letters (Search for Journal in Brave)
Abstract: A convex envelope for the problem of finding the best approximation to a given matrix with a prescribed rank is constructed. This convex envelope allows the usage of traditional optimization techniques when additional constraints are added to the finite rank approximation problem. Expression for the dependence of the convex envelope on the singular values of the given matrix is derived and global minimization properties are derived. The corresponding proximity operator is also studied.
Full work available at URL: https://arxiv.org/abs/1608.07731
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Cited In (10)
- An unbiased approach to compressed sensing
- Estimates for numerical approximations of rank one convex envelopes
- Reliable and Efficient Approximation of Polyconvex Envelopes
- Lipschitz continuity for isotropic matrix functions
- A continuous relaxation of the constrained \(\ell_2-\ell_0\) problem
- Von Neumann's trace inequality for Hilbert-Schmidt operators
- On convex envelopes and regularization of non-convex functionals without moving global minima
- An Unbiased Approach to Low Rank Recovery
- Low-rank nonnegative tensor approximation via alternating projections and sketching
- Efficient proximal mapping computation for low-rank inducing norms
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