| 低秩半定最小二乘问题 |
| |
| 引用本文： | 康志林,张圣贵.低秩半定最小二乘问题[J].福建师范大学学报(自然科学版),2012,28(3):14-18. |
| |
| 作者姓名： | 康志林 张圣贵 |
| |
| 作者单位： | 1. 华侨大学数学科学学院,福建泉州,362021
2. 福建师范大学数学与计算机科学学院,福建福州,350108 |
| |
| 基金项目： | 华侨大学中央高校基本科研业务费专项资金资助项目 |
| |
| 摘 要： | 讨论低秩半定最小二乘问题(lrSDLS)的启发式方法,并利用l0范数的光滑近似函数将(lrSDLS)中的非光滑非凸秩函数进行光滑化处理,并对其线性化,进而转化为光滑凸优化问题,为使用光滑优化方法近似求解(lrSDLS)提供了一个新的途径.
|
| 关 键 词： | 半定最小二乘 低秩约束 启发 凸光滑 近似 |
Problem of Semidefinite Least Squares with Low Rank |
| |
| KANG Zhi-lin
,
ZHANG Sheng-gui.Problem of Semidefinite Least Squares with Low Rank[J].Journal of Fujian Teachers University(Natural Science),2012,28(3):14-18. |
| |
| Authors: | KANG Zhi-lin ZHANG Sheng-gui |
| |
| Institution: | 1.School of Mathematical Science,Huaqiao University,Quanzhou 362021,China;2.School of Mathematics and Computer Science,Fujian Normal University,Fuzhou 350108,China) |
| |
| Abstract: | The problem of semidefinite least squares with low rank(lrSDLS) is not easy to solve by the method of standard convex smooth optimization.Study the heuristic method for solving(lrSDLS) and consider the smooth approximation to the rank function,which is one of the constraints in this problem(lrSDLS),by making use of the smooth approximation function of the l0-norm,and then linearize the function.This leads to a smooth convex minimization problem,and also provide a new approach to solve(lrSDLS)approximately by the smooth optimization method. |
| |
| Keywords: | semidefinite least square low rank constraint heuristic convex smooth approximation |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
