Approximation of rank function and its application to the nearest low-rank correlation matrix
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Publication:386463
DOI10.1007/S10898-012-0007-0zbMATH Open1307.90141OpenAlexW2000139644MaRDI QIDQ386463FDOQ386463
Authors: Shujun Bi, Le Han, 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
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Cited In (6)
- A new approximation of the matrix rank function and its application to matrix rank minimization
- First order optimality conditions for mathematical programs with semidefinite cone complementarity constraints
- A variational approach of the rank function
- Title not available (Why is that?)
- A majorization algorithm for constrained correlation matrix approximation
- Convex envelopes for fixed rank approximation
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