Approximation of rank function and its application to the nearest low-rank correlation matrix

Title
Approximation of rank function and its application to the nearest low-rank correlation matrix
Authors
Keywords
Rank optimization problem, Approximation, Convex relaxation, Nearest low-rank correlation matrix, Semismooth Newton method
Journal
JOURNAL OF GLOBAL OPTIMIZATION
Volume 57, Issue 4, Pages 1113-1137
Publisher
Springer Nature
Online
2012-11-17
DOI
10.1007/s10898-012-0007-0

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