Low-Rank Inducing Norms with Optimality Interpretations

DOI10.1137/17M1115770zbMath1414.90227arXiv1612.03186WikidataQ129002254 ScholiaQ129002254MaRDI QIDQ4554068

Christian Grussler, Pontus Giselsson

Publication date: 7 November 2018

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.03186

zbMATH Keywords

regularizationsemidefinite programmingmatrix completionlow-rank optimizationlow-rank inducing norms

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Optimality conditions and duality in mathematical programming (90C46) Approximation methods and heuristics in mathematical programming (90C59)

Related Items

An Unbiased Approach to Low Rank Recovery, Convex envelopes for fixed rank approximation, Lipschitz continuity for isotropic matrix functions, Efficient proximal mapping computation for low-rank inducing norms, On Second-Order Cone Positive Systems

Uses Software

• UNLocBoX
• LRINorm
• LRIPy

Cites Work

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