2 code implementations • 17 Oct 2018 • Christian Grussler, Pontus Giselsson
This is known for the nuclear norm, but not for most other members of the low-rank inducing family.
2 code implementations • 11 Oct 2017 • Christian Grussler, Pontus Giselsson
We analyze the local convergence of proximal splitting algorithms to solve optimization problems that are convex besides a rank constraint.
2 code implementations • 9 Dec 2016 • Christian Grussler, Pontus Giselsson
A posteriori guarantees on solving an underlying rank constrained optimization problem with these convex relaxations are provided.
1 code implementation • 6 Jun 2016 • Christian Grussler, Anders Rantzer, Pontus Giselsson
In this paper, we propose an alternative convex relaxation that uses the convex envelope of the squared Frobenius norm and the rank constraint.