A new approximation of the matrix rank function and its application to matrix rank minimization
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.
scientific article; zbMATH DE number 6380446
scientific article