Guaranteed minimum-rank solutions of linear matrix equations via nuclear norm minimization. (English) Zbl 1198.90321

Recht, Benjamin; Fazel, Maryam; Parrilo, Pablo A.

SIAM Rev. 52, No. 3, 471-501 (2010).

MSC:

90C25	Convex programming
90C59	Approximation methods and heuristics in mathematical programming
15B52	Random matrices (algebraic aspects)

Keywords:

rank; convex optimization; matrix norms; random matrices; compressed sensing; semidefinite programming

Software:

SeDuMi; SDPLR; SDPT3