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Results tagged with convexity
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user 121682
For questions involving the concept of convexity
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Prove the optimal solution to maximizing nuclear norm with constraints is attained at corner...
The nuclear norm (trace norm) of a matrix $X \in \Bbb R^{m \times n}$ is defined as
$$\|X\|_* := \sum_{i=1}^{\min(m,n)} \sigma_i(X)$$
where $\sigma_i(X)$ are the singular values of $X$.
The optimizat …
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