41 citations · 107 across the 13 of their papers we have counts for
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eess.SY2012★ 41 cited
Subspace System Identification via Weighted Nuclear Norm Optimization
Anders Hansson, Zhang Liu, Lieven Vandenberghe
We present a subspace system identification method based on weighted nuclear norm approximation. The weight matrices used in the nuclear norm minimization are the same weights as u…
math.OC2012★ 27 cited
Logarithmic barriers for sparse matrix cones
Martin S. Andersen, Joachim Dahl, Lieven Vandenberghe
Algorithms are presented for evaluating gradients and Hessians of logarithmic barrier functions for two types of convex cones: the cone of positive semidefinite matrices with a giv…