Gillard, Jonathan William ![]() ![]() |
Abstract
In this paper we illustrate some optimization challenges in the structured low rank approximation (SLRA) problem. SLRA can be described as the problem of finding a low rank approximation of an observed matrix which has the same structure as this matrix (such as Hankel). We demonstrate that the optimization problem arising is typically very difficult: in particular, the objective function is multiextremal even for simple cases. The main theme of the paper is to suggest that the difficulties described in approximating a solution of the SLRA problem open huge possibilities for the application of stochastic methods of global optimization.
Item Type: | Article |
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Date Type: | Publication |
Status: | Published |
Schools: | Mathematics |
Subjects: | Q Science > QA Mathematics |
Publisher: | Springer |
ISSN: | 0925-5001 |
Last Modified: | 20 Oct 2022 09:48 |
URI: | https://orca.cardiff.ac.uk/id/eprint/33151 |
Citation Data
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