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Log-Det Heuristic for Matrix Rank Minimization with Applications to Hankel and Euclidean Distance Matrices
Log-Det Heuristic Matrix Rank Minimization Applications Hankel Euclidean Distance Matrices
2015/7/10
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...