Gillard, Jonathan; Zhigljavsky, Anatoly - In: Journal of Global Optimization 57 (2013) 3, pp. 733-751
In this paper we illustrate some optimization challenges in the structured low rank approximation (SLRA) problem. SLRA can be described as the problem of finding a low rank approximation of an observed matrix which has the same structure as this matrix (such as Hankel). We demonstrate that the...