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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...