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» Minimizing the Condition Number of a Gram Matrix
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SIAMJO
2011
12 years 11 months ago
Minimizing the Condition Number of a Gram Matrix
Abstract. The condition number of a Gram matrix defined by a polynomial basis and a set of points is often used to measure the sensitivity of the least squares polynomial approxim...
Xiaojun Chen, Robert S. Womersley, Jane J. Ye
MP
2011
12 years 11 months ago
Null space conditions and thresholds for rank minimization
Minimizing the rank of a matrix subject to constraints is a challenging problem that arises in many applications in machine learning, control theory, and discrete geometry. This c...
Benjamin Recht, Weiyu Xu, Babak Hassibi
CDC
2008
IEEE
145views Control Systems» more  CDC 2008»
13 years 4 months ago
Necessary and sufficient conditions for success of the nuclear norm heuristic for rank minimization
Minimizing the rank of a matrix subject to constraints is a challenging problem that arises in many applications in control theory, machine learning, and discrete geometry. This c...
Benjamin Recht, Weiyu Xu, Babak Hassibi
IMCSIT
2010
13 years 2 months ago
Efficient Portfolio Optimization with Conditional Value at Risk
The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...
Wlodzimierz Ogryczak, Tomasz Sliwinski
SIAMJO
2011
12 years 7 months ago
Rank-Sparsity Incoherence for Matrix Decomposition
Suppose we are given a matrix that is formed by adding an unknown sparse matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix into its sparse and low-ran...
Venkat Chandrasekaran, Sujay Sanghavi, Pablo A. Pa...