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On finding a generalized lowest rank solution to a linear semi-definite feasibility problem

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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.
Original languageEnglish
Pages (from-to)334-338
JournalOperations Research Letters
Issue number3
Early online date17 Apr 2015
Publication statusPublished - May 2015


  • lowestrankLSDFPORLetters_thirdrevised

    Rights statement: Once the article is published please add a 36 months embargo and set statement: “NOTICE: this is the author’s version of a work that was accepted for publication in <Operations research letters>. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in ,Operations research letters [VOL43, ISSUE 3, (2015)] DOI10.1016/j.orl.2015.04.003¨

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    Licence: CC BY

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