Article ID: | iaor20134315 |
Volume: | 21 |
Issue: | 2 |
Start Page Number: | 207 |
End Page Number: | 240 |
Publication Date: | Jul 2013 |
Journal: | TOP |
Authors: | Hiriart-Urruty Jean-Baptiste, Le Hai |
Keywords: | calculus of variations |
In the same spirit as the one of the paper (Hiriart‐Urruty and Malick, 2012) on positive semidefinite matrices, we survey several useful properties of the rank function (of a matrix) and add some new ones. Since the so‐called rank minimization problems are the subject of intense studies, we adopt the viewpoint of variational analysis, that is the one considering all the properties useful for optimizing, approximating or regularizing the rank function.