A new approximation of the matrix rank function and its application to matrix rank minimization
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The author considers the NP-hard matrix rank minimization problem which has a variety of applications, eg in control, signal processing and system identification. New approximation functions are introduced which have general properties of generic approximation functions, eg controllability of accuracy. A corresponding numerical method is designed and illustrating numerical results are presented.
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Cites work
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- scientific article; zbMATH DE number 3293978 (Why is no real title available?)
- Merit functions for semi-definite complementarity problems
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- The geometry of graphs and some of its algorithmic applications
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Cited in
(7)- On the rank minimization problem and its control applications
- Homotopy method for matrix rank minimization based on the matrix hard thresholding method
- A variational approach of the rank function
- An approximation theory of matrix rank minimization and its application to quadratic equations
- Shrinkage function and its applications in matrix approximation
- Exploring Algorithmic Limits of Matrix Rank Minimization Under Affine Constraints
- The approximate rank of a matrix and its algorithmic applications
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