Convex envelopes for fixed rank approximation
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Publication:1686565
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.
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Cites work
- scientific article; zbMATH DE number 6276219 (Why is no real title available?)
- A New Frequency Estimation Method for Equally and Unequally Spaced Data
- A trace inequality of John von Neumann
- Convex Analysis
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- Low-Rank Optimization With Convex Constraints
- Low-rank inducing norms with optimality interpretations
- On general minimax theorems
Cited in
(12)- 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
- Convexifying the set of matrices of bounded rank: applications to the quasiconvexification and convexification of the rank function
- 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
- A variational approach of the rank function
- Efficient proximal mapping computation for low-rank inducing norms
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