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Results tagged with oc.optimization-and-control
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user 117637
Operations research, linear programming, control theory, systems theory, optimal control, game theory
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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 …
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