In this note, we generalize the affine rank minimization problem and the vector cardinality minimization problem and show that the resulting generalized problem can be solved by solving a sequence of continuous concave minimization problems. In the case of the vector cardinality minimization problem, we show that it can be solved by solving the continuous concave minimization problem.
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View On Finding a Generalized Lowest Rank Solution to a Linear Semi-definite Feasibility Problem