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Nonlinear objectives, nonlinear constraints, non-convex objective, non-convex feasible region.

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Projecting onto space of matrices with spectral radius less than one

For the problem without absolute value and with the spectral norm instead of spectral radius, hard-thresholding the singular values of $\mathbf{M}$ yields a matrix $\mathbf{X}$ that is its best approx …
Luca Citi's user avatar
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