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

Robert B. Schnabel, Philippe Toint

    Résultats de recherche: Contribution à un journal/une revueArticleRevue par des pairs

    Résumé

    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.
    langue originaleAnglais
    Pages (de - à)125-129
    Nombre de pages5
    journalMathematical Programming
    Volume25
    Numéro de publication1
    Etat de la publicationPublié - 1 janv. 1983

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