A new perspective on low-rank optimization

Abstract A key question in many low-rank problems throughout optimization, machine learning, and statistics is to characterize the convex hulls of simple low-rank sets and judiciously apply these convex hulls to obtain strong yet computationally tractable relaxations. We invoke the matr...

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Bibliographic Details
Main Authors: Bertsimas, Dimitris, Cory-Wright, Ryan, Pauphilet, Jean
Other Authors: Sloan School of Management
Format: Article
Language:English
Published: Springer Berlin Heidelberg 2023
Online Access:https://hdl.handle.net/1721.1/148128