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Log-det heuristic for matrix rank minimization with applications to Hankel and Euclidean distance matrices
Positive semi-definite matrix convex sets functions half positive definite matrix distance data
2015/8/11
We present a heuristic for minimizing the rank of a positive semidefinite matrix over a convex set. We use the logarithm of the determinant as a smooth approximation for rank, and locally minimize thi...
Matrix-free convex optimization modeling
Convex optimization modeling framework convex optimization into the program linear function matrix graphic coding
2015/8/7
We introduce a convex optimization modeling framework that transforms a convex optimization problem expressed in a form natural and convenient for the user into an equivalent cone program in a way tha...