Approximation of rank function and its application to the nearest low-rank correlation matrix (Q386463)
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scientific article; zbMATH DE number 6236760
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of rank function and its application to the nearest low-rank correlation matrix |
scientific article; zbMATH DE number 6236760 |
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Approximation of rank function and its application to the nearest low-rank correlation matrix (English)
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9 December 2013
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rank optimization problem
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approximation
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convex relaxation
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nearest low-rank correlation matrix
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semismooth Newton method
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