Forcing Sparsity By Projecting With Respect To A Non-Diagonally-Weighted Frobenius Norm.

Robert B. Schnabel, Philippe Toint

    Research output: Contribution to journalArticlepeer-review

    Abstract

    The computational problem of determining the projection of a given symmetric matrix onto the subspace of symmetric matrices that have a fixed sparsity pattern is considered. This projection is performed with respect to a weighted Frobenius norm involving a metric that is not diagonal. It is shown that the solution to this question is computationally feasible when the metric appearing in the norm is a low rank modification to the identity. Also, generalization to perturbations of higher rank is shown to be increasingly costly in terms of computation.
    Original languageEnglish
    Pages (from-to)125-129
    Number of pages5
    JournalMathematical Programming
    Volume25
    Issue number1
    Publication statusPublished - 1 Jan 1983

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