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math.OC2021
The Capra-subdifferential of the l0 pseudonorm
Adrien Le Franc, Jean-Philippe Chancelier, Michel de Lara
The l0 pseudonorm counts the nonzero coordinates of a vector. It is often used in optimization problems to enforce the sparsity of the solution. However, this function is nonconvex…
math.OC2021
Rank-Based Norms, Capra-Conjugacies and the Rank Function
Paul Barbier, Jean-Philippe Chancelier, Michel de Lara +1
We consider the space of matrices, with given number of rows and of columns, equipped with the classic trace scalar product. With any matrix (source) norm, we associate a coupling,…