In this note, we generalize the affine rank minimization problem and the vector cardinality minimization problem and show that the resulting generalized problem can be solved by solving a sequence of continuous concave minimization problems. In the case of the vector cardinality minimization problem, we show that it can be solved exactly by solving the continuous concave minimization problem.
|Number of pages||5|
|Journal||Operations Research Letters|
|Early online date||17 Apr 2015|
|Publication status||Published - 1 May 2015|
- affine rank minimization problem
- vector cardinality minimization problem
- concave minimization problem