A new approximation of the matrix rank function and its application to matrix rank minimization
type: Item
instance of: scholarly article
title: A new approximation of the matrix rank function and its application to matrix rank minimization
zbMATH Open document ID: 1317.90280
author: Chengjin Li
published in: Journal of Optimization Theory and Applications
publication date: 2014-12-15T00:00:00Z
review text: 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.
reviewed by: Jan-Joachim Rückmann
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 15A15
Mathematics Subject Classification ID: 90C52
zbMATH DE Number: 6380446
zbMATH Keywords: matrix rank minimization
zbMATH Keywords: approximation function
zbMATH Keywords: projected gradient method
zbMATH Keywords: successive projected gradient method
MaRDI profile type: Publication
full work available at URL: s10957-013-0477-3
OpenAlex ID: W2012688283
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DOI: 10.1007/S10957-013-0477-3
description: scientific article; zbMATH DE number 6380446