## A general system for heuristic minimization of convex functions over non-convex sets

- Steven Diamond, Reza Takapoui, Stephen P. Boyd
- Optimization Methods and Software
- 2018

We address the problem of identifying linear relations among variables based on noisy measurements. This is a central question in the search for structure in large data sets. Often a key assumption is that measurement errors in each variable are independent. This basic formulation has its roots in the work of Charles Spearman in 1904 and of Ragnar Frisch in… (More)

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