Convexifying the set of matrices of bounded rank: applications to the quasiconvexification and convexification of the rank function

DOI10.1007/s11590-011-0304-4zbMath1279.90162OpenAlexW1986471478MaRDI QIDQ1758023

Hai Yen Le, Jean-Baptiste Hiriart-Urruty

Publication date: 7 November 2012

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-011-0304-4

zbMATH Keywords

spectral normrank of a matrixquasiconvex hull of a functiontrace (or nuclear) norm

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (7)

Generalized subdifferentials of the sign change counting function ⋮ Sensitivity Analysis for Mirror-Stratifiable Convex Functions ⋮ Deforming $||.||_{1}$ into $||.||_{\infty}$ via Polyhedral Norms: A Pedestrian Approach ⋮ Matrix completion for matrices with low-rank displacement ⋮ Lagrangian-penalization algorithm for constrained optimization and variational inequalities ⋮ Low Complexity Regularization of Linear Inverse Problems ⋮ Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis

Cites Work

• Generalized power method for sparse principal component analysis
• Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization

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