Efficient Proximal Mapping Computation for Unitarily Invariant Low-Rank Inducing Norms

17 Oct 2018Christian GrusslerPontus Giselsson

Low-rank inducing unitarily invariant norms have been introduced to convexify problems with low-rank/sparsity constraint. They are the convex envelope of a unitary invariant norm and the indicator function of an upper bounding rank constraint... (read more)

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