Yuan Gao

CONVEX GEOMETRY OF THE GENERALIZED MATRIX-FRACTIONAL FUNCTION

  • James V. Burke
  • Tim Hoheisel
  • Yuan Gao
    • Categories Convex and Nonsmooth Optimization, Convex Optimization, Nonsmooth Optimization Tags , , ,

    Generalized matrix-fractional (GMF) functions are a class of matrix support functions introduced by Burke and Hoheisel as a tool for unifying a range of seemingly divergent matrix optimization problems associated with inverse problems, regularization and learning. In this paper we dramatically simplify the support function representation for GMF functions as well as the representation of … Read more