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Article Dans Une Revue RAIRO - Operations Research Année : 2013

From Eckart and Young approximation to Moreau envelopes andvice versa

Résumé

In matricial analysis, the theorem of Eckart and Young provides a best approximation of an arbitrary matrix by a matrix of rank at most r. In variational analysis or optimization, the Moreau envelopes are appropriate ways of approximating or regularizing the rank function. We prove here that we can go forwards and backwards between the two procedures, thereby showing that they carry essentially the same information.
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Dates et versions

hal-04125752 , version 1 (12-06-2023)

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Jean-Baptiste Hiriart-Urruty, Hai Yen Le. From Eckart and Young approximation to Moreau envelopes andvice versa. RAIRO - Operations Research, 2013, 47 (3), pp.299 - 310. ⟨10.1051/ro/2013040⟩. ⟨hal-04125752⟩
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