Work

Convex envelopes for fixed rank approximation

Year: 2016

Type: preprint

Abstract: A convex envelope for the problem of finding the best approximation to a given matrix with a prescribed rank is constructed. This convex envelope allows the usage of traditional optimization techniques when additional constraints are added to the finite rank approximation problem. Expression for the dependence of the convex envelope on the singular values of the given matrix is derived and global minimization properties are derived. The corresponding proximity operator is also studied.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.1608.07731

Authors: Andersson, Fredrik, Carlsson, Marcus, Olsson, Carl

Institution: Lund University

Language: English

Topic: Sparse and Compressive Sensing Techniques

Subfield: Computational Mechanics

Field: Engineering

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W2949853248

Cites: 8

Cited by:

Related to: 20